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markovchain (version 0.4.4)

Easy Handling Discrete Time Markov Chains

Description

Functions and S4 methods to create and manage discrete time Markov chains (DTMC) more easily. In addition functions to perform statistical (fitting and drawing random variates) and probabilistic (analysis of DTMC proprieties) analysis are provided.

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Install

install.packages('markovchain')

Monthly Downloads

7,544

Version

0.4.4

License

GPL-2

Issues

21

Pull Requests

0

Stars

109

Forks

44

Maintainer

Giorgio Spedicato

Last Published

May 12th, 2016

Functions in markovchain (0.4.4)

ctmcFit

Function to fit a CTMC
fitHigherOrder

Functions to fit a higher order Markov chain
markovchain-package

Easy Handling Discrete Time Markov Chains
firstPassage

First passage across states
preproglucacon

Preprogluccacon DNA protein bases sequences
multinomialConfidenceIntervals

A function to compute multinomial confidence intervals of DTMC
generatorToTransitionMatrix

Function to obtain the transition matrix from the generator.
predictiveDistribution

Function to compute the probability of observing a new data set, given a data set
priorDistribution

Prior Distribution
markovchainFit

Function to fit a discrete Markov chain
inferHyperparam

Function to infer the hyperparameters for Bayesian inference from an a priori matrix or a data set
verifyMarkovProperty

Various functions to perform statistical inference of DTMC
steadyStates

Stationary states of a markovchain objeect
conditionalDistribution

conditionalDistribution of a Markov Chain
states

Defined states of a transition matrix
craigsendi

CD4 cells counts on HIV Infects between zero and six month
ctmc-class

Class "ctmc"
holson

Holson data set
rain

Alofi island daily rainfall
rmarkovchain

Function to generate a sequence of states from homogeneous or non-homogeneous Markov chains.
is.irreducible

Function to check if a Markov chain is irreducible
absorbingStates

Various function to perform structural analysis of DTMC
blanden

Mobility between income quartiles
is.accessible

Verify if a state j is reachable from state i.
markovchain-class

Class "markovchain"
HigherOrderMarkovChain-class

Class "HigherOrderMarkovChain"
transitionProbability

Function to get the transition probabilities from initial to subsequent status.
markovchainListFit

Fit a markovchainList
rctmc

Function to generate a sequence of random CTMC transitions.
markovchainList-class

Class "markovchainList"