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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

8,520

Version

0.6.9.10

License

GPL-2

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Repository

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

Maintainer

Giorgio Spedicato

Last Published

June 2nd, 2018

Functions in markovchain (0.6.9.10)

fitHighOrderMultivarMC

Function to fit Higher Order Multivariate Markov chain

expectedRewardsBeforeHittingA

Expected first passage Rewards for a set of states in a markovchain

First passage across states

Verify if a state j is reachable from state i.

Function to check if a Markov chain is irreducible

verifyMarkovProperty

Various functions to perform statistical inference of DTMC

markovchain-package

Easy Handling Discrete Time Markov Chains

Stationary states of a markovchain objeect

Single Year Corporate Credit Rating Transititions

markovchain-class

Class "markovchain"

Example from Kullback and Kupperman Tests for Contingency Tables

is.CTMCirreducible

Check if CTMC is irreducible

createSequenceMatrix

Function to fit a discrete Markov chain

transition2Generator

Return the generator matrix for a corresponding transition matrix

markovchainList-class

Class "markovchainList"

markovchainListFit

markovchainListFit

An S4 class for representing Imprecise Continuous Time Markovchains

show,hommc-method

Function to display the details of hommc object

is.TimeReversible

checks if ctmc object is time reversible

impreciseProbabilityatT

Calculating full conditional probability using lower rate transition matrix

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

predictiveDistribution

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

Holson data set

Method to set name of markovchain object

priorDistribution

Prior Distribution

Defined states of a transition matrix

inferHyperparam

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

return a joint pdf of the number of visits to the various states of the DTMC

markovchainSequence

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

multinomialConfidenceIntervals

A function to compute multinomial confidence intervals of DTMC

Simulate a higher order multivariate markovchain

Calculating probability from a ctmc object

Function to generate a sequence of random CTMC transitions.

Alofi island daily rainfall

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

Preprogluccacon DNA protein bases sequences

Sales Demand Sequences

transitionProbability

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

Calculates committor of a markovchain object with respect to set A, B

conditionalDistribution

conditionalDistribution of a Markov Chain

firstPassageMultiple

function to calculate first passage probabilities

expectedRewards

Expected Rewards for a markovchain

Returns expected hitting time from state i to state j

HigherOrderMarkovChain-class

Class "HigherOrderMarkovChain"

CD4 cells counts on HIV Infects between zero and six month

Function to fit a CTMC

generatorToTransitionMatrix

Function to obtain the transition matrix from the generator.

absorbingStates

Various function to perform structural analysis of DTMC

Functions to fit a higher order Markov chain

Mobility between income quartiles

Returns a generator matrix corresponding to frequency matrix

Method to retrieve name of markovchain object