markovchain (version 0.0.9.5)

markovchain-package: A package for easily handling discrete Markov chains

Description

It contains S4 classes and methods to create and operates with Markov chains

Details

ll{ Package: markovchain Type: Package Version: 0.0.9.5 Date: 2014-06-21 License: GPL-2 Depends: R (>= 2.14), methods, expm, matlab, igraph, Matrix }

References

A First Course in Probability (8th Edition), Sheldon Ross, Prentice Hall 2010

Examples

#create some markov chains
statesNames=c("a","b")
 mcA<-new("markovchain", transitionMatrix=matrix(c(0.7,0.3,0.1,0.9),byrow=TRUE,
 nrow=2, dimnames=list(statesNames,statesNames)))

statesNames=c("a","b","c")
mcB<-new("markovchain", states=statesNames, transitionMatrix=
          matrix(c(0.2,0.5,0.3,
                   0,1,0,
                   0.1,0.8,0.1),nrow=3, byrow=TRUE, dimnames=list(statesNames,
				   statesNames)
                 ))

statesNames=c("a","b","c","d")
matrice<-matrix(c(0.25,0.75,0,0,0.4,0.6,0,0,0,0,0.1,0.9,0,0,0.7,0.3), 
nrow=4, byrow=TRUE)
mcC<-new("markovchain", states=statesNames, transitionMatrix=matrice)
mcD<-new("markovchain", transitionMatrix=matrix(c(0,1,0,1), nrow=2,byrow=TRUE))



#operations with S4 methods

mcA^2
steadyStates(mcB)
absorbingStates(mcB)
markovchainSequence(n=20, markovchain=mcC, include=TRUE)