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

5,762

Version

0.8.6

License

GPL-2

Issues

Pull Requests

Stars

Forks

Repository

https://github.com/spedygiorgio/markovchain/

Maintainer

Giorgio Spedicato

Last Published

May 17th, 2021

Functions in markovchain (0.8.6)

expectedRewardsBeforeHittingA

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

show,hommc-method

Function to display the details of hommc object

Functions to fit a higher order Markov chain

Returns a generator matrix corresponding to frequency matrix

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

generatorToTransitionMatrix

Function to obtain the transition matrix from the generator

Method to retrieve name of markovchain object

impreciseProbabilityatT

Calculating full conditional probability using lower rate transition matrix

expectedRewards

Expected Rewards for a markovchain

An S4 class for representing Imprecise Continuous Time Markovchains

markovchainSequence

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

markovchainList-class

Non homogeneus discrete time Markov Chains class

Verify if a state j is reachable from state i.

is.TimeReversible

checks if ctmc object is time reversible

firstPassageMultiple

function to calculate first passage probabilities

hittingProbabilities

Hitting probabilities for markovchain

Function to check if a Markov chain is irreducible (i.e. ergodic)

Check if a DTMC is regular

Holson data set

markovchainListFit

markovchainListFit

Simulate a higher order multivariate markovchain

Example from Kullback and Kupperman Tests for Contingency Tables

First passage across states

Calculating probability from a ctmc object

meanFirstPassageTime

Mean First Passage Time for irreducible Markov chains

markovchain-class

Markov Chain class

meanAbsorptionTime

Mean absorption time

verifyMarkovProperty

Various functions to perform statistical inference of DTMC

Defined states of a transition matrix

predictiveDistribution

predictiveDistribution

Stationary states of a markovchain object

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

names,markovchain-method

Returns the states for a Markov chain object

Mean num of visits for markovchain, starting at each state

Single Year Corporate Credit Rating Transititions

fitHighOrderMultivarMC

Function to fit Higher Order Multivariate Markov chain

transition2Generator

Return the generator matrix for a corresponding transition matrix

transitionProbability

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

Preprogluccacon DNA protein bases sequences

Alofi island daily rainfall

multinomialConfidenceIntervals

A function to compute multinomial confidence intervals of DTMC

meanRecurrenceTime

Mean recurrence time

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

is.CTMCirreducible

Check if CTMC is irreducible

inferHyperparam

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

createSequenceMatrix

Function to fit a discrete Markov chain

markovchain-package

Easy Handling Discrete Time Markov Chains

Various function to perform structural analysis of DTMC

priorDistribution

priorDistribution

Method to set name of markovchain object

Sales Demand Sequences

HigherOrderMarkovChain-class

Higher order Markov Chains class

conditionalDistribution

conditionalDistribution of a Markov Chain

absorptionProbabilities

Absorption probabilities

Function to fit a CTMC

Returns expected hitting time from state i to state j

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

Mobility between income quartiles

CD4 cells counts on HIV Infects between zero and six month

Continuous time Markov Chains class