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markovchain

R package providing classes, methods and function for easily handling Discrete Time Markov Chains (DTMC), performing probabilistic analysis and fitting.

Install the current release from CRAN:

install.packages('markovchain')

Install the development version from GitHub:

devtools::install_github('spedygiorgio/markovchain')

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Install

install.packages('markovchain')

Monthly Downloads

5,762

Version

0.6

License

GPL-2

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Repository

http://github.com/spedygiorgio/markovchain/

Maintainer

Giorgio Spedicato

Last Published

August 11th, 2016

Functions in markovchain (0.6)

generatorToTransitionMatrix

Function to obtain the transition matrix from the generator.

Mobility between income quartiles

fitHighOrderMultivarMC

Function to fit Higher Order Multivariate Markov chain

Function to fit a CTMC

CD4 cells counts on HIV Infects between zero and six month

Functions to fit a higher order Markov chain

Function to check if a Markov chain is irreducible

inferHyperparam

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

Verify if a state j is reachable from state i.

markovchain-class

Class "markovchain"

Method to retrieve name of markovchain object

HigherOrderMarkovChain-class

Class "HigherOrderMarkovChain"

Holson data set

show,hommc-method

Function to display the details of hommc object

markovchain-package

Easy Handling Discrete Time Markov Chains

markovchainList-class

Class "markovchainList"

Preprogluccacon DNA protein bases sequences

predictiveDistribution

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

Alofi island daily rainfall

Function to generate a sequence of random CTMC transitions.

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

markovchainListFit

markovchainListFit

Sales Demand Sequences

markovchainSequence

Function to generate a sequence of states from homogeneous Markov chains.

multinomialConfidenceIntervals

A function to compute multinomial confidence intervals of DTMC

priorDistribution

Prior Distribution

Method to set name of markovchain object

transitionProbability

Function to get the transition probabilities from initial to subsequent states.

Defined states of a transition matrix

verifyMarkovProperty

Various functions to perform statistical inference of DTMC

transition2Generator

Return the generator matrix for a corresponding transition matrix

Stationary states of a markovchain objeect

absorbingStates

Various function to perform structural analysis of DTMC

First passage across states

conditionalDistribution

conditionalDistribution of a Markov Chain