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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')

License and citation

The package is distributed under the MIT License, which permits commercial and non-commercial use, modification, distribution, and private use, provided the copyright notice and permission notice are retained in copies or substantial portions of the software.

If you use markovchain in published work, please cite the package as follows:

citation("markovchain")

or in bibliography form:

Spedicato, G. A. (2017). Discrete Time Markov Chains with R. The R Journal, 9(2), 84-104.

This citation is also provided in inst/CITATION.

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Version

Install

install.packages('markovchain')

Monthly Downloads

6,308

Version

1.0.0

License

MIT + file LICENSE

Issues

Pull Requests

Stars

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Repository

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

Maintainer

Giorgio Spedicato

Last Published

August 25th, 2026

Functions in markovchain (1.0.0)

fitHighOrderMultivarMC

Function to fit Higher Order Multivariate Markov chain

Functions to fit a higher order Markov chain

is.TimeReversible

checks if ctmc object is time reversible

Verify if a state j is reachable from state i.

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

markovchainListFit

markovchainListFit

markovchainList-class

Non homogeneus discrete time Markov Chains class

createSequenceMatrix

Function to fit a discrete Markov chain

Returns a generator matrix corresponding to frequency matrix

markovchainSequence

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

show,hommc-method

Function to display the details of hommc object

hittingProbabilities

Hitting probabilities for markovchain

multinomialConfidenceIntervals

A function to compute multinomial confidence intervals of DTMC

Mean num of visits for markovchain, starting at each state

Check if a DTMC is regular

inferHyperparam

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

Holson data set

is.stochasticallyMonotone

Check if a Markov chain is stochastically monotone

is.CTMCirreducible

Check if CTMC is irreducible

expectedRewards

Expected Rewards for a markovchain

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

meanRecurrenceTime

Mean recurrence time

Simulate a higher order multivariate markovchain

Preprogluccacon DNA protein bases sequences

names,markovchain-method

Returns the states for a Markov chain object

Example from Kullback and Kupperman Tests for Contingency Tables

First passage across states

Sales Demand Sequences

Method to set name of markovchain object

predictiveDistribution

predictiveDistribution

transitionProbability

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

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

Returns an Identity matrix

Single Year Corporate Credit Rating Transititions

Calculating probability from a ctmc object

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

impreciseProbabilityatT

Calculating full conditional probability using lower rate transition matrix

Stationary states of a markovchain object

Various function to perform structural analysis of DTMC

An S4 class for representing Imprecise Continuous Time Markovchains

Alofi island daily rainfall

Matrix to create zeros

priorDistribution

priorDistribution

markovchain-package

Easy Handling Discrete Time Markov Chains

transition2Generator

Return the generator matrix for a corresponding transition matrix

markovchain-class

Markov Chain class

meanAbsorptionTime

Mean absorption time

Defined states of a transition matrix

meanFirstPassageTime

Mean First Passage Time for irreducible Markov chains

verifyMarkovProperty

Test the first-order Markov property of an empirical sequence

absorptionProbabilities

Absorption probabilities

Continuous time Markov Chains class

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

conditionalDistribution

conditionalDistribution of a Markov Chain

HigherOrderMarkovChain-class

Higher order Markov Chains class

Function to fit a CTMC

autoplot.markovchain

Plot a Markov chain with ggplot2

Returns expected hitting time from state i to state j

expectedRewardsBeforeHittingA

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

firstPassageMultiple

function to calculate first passage probabilities

generatorToTransitionMatrix

Function to obtain the transition matrix from the generator

CD4 cells counts on HIV Infects between zero and six month

Standardize statistical inference results to R's htest convention.

Mobility between income quartiles

Method to retrieve name of markovchain object