Learn R Programming

⚠️There's a newer version (0.9.5) of this package.Take me there.

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')

Copy Link

Version

Install

install.packages('markovchain')

Monthly Downloads

9,675

Version

0.6.9

License

GPL-2

Issues

Pull Requests

Stars

Forks

Repository

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

Maintainer

Giorgio Spedicato

Last Published

April 5th, 2017

Functions in markovchain (0.6.9)

fitHighOrderMultivarMC

Function to fit Higher Order Multivariate Markov chain

First passage across states

HigherOrderMarkovChain-class

absorbingStates

Various function to perform structural analysis of DTMC

conditionalDistribution

conditionalDistribution

generatorToTransitionMatrix

Method to retrieve name of markovchain object

markovchainList-class

markovchainListFit

markovchainListFit

Sales Demand Sequences

Method to set name of markovchain object

Verify if a state j is reachable from state i.

Function to check if a Markov chain is irreducible

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

show,hommc-method

Function to display the details of hommc object

inferHyperparam

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

markovchain-package

predictiveDistribution

createSequenceMatrix

Function to fit a discrete Markov chain

Defined states of a transition matrix

verifyMarkovProperty

Various functions to perform statistical inference of DTMC

Example from Kullback and Kupperman Tests for Contingency Tables

markovchain-class

priorDistribution

transitionProbability

Function to get the transition probabilities from initial

An S4 class for representing High Order Multivariate Markovchain (HOMMC)

markovchainSequence

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

multinomialConfidenceIntervals

Stationary states of a

transition2Generator

Return the generator matrix for a corresponding transition matrix