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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

1.1.1

License

MIT + file LICENSE

Issues

Pull Requests

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Repository

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

Maintainer

Giorgio Spedicato

Last Published

September 18th, 2026

Functions in markovchain (1.1.1)

firstPassageMultiple

function to calculate first passage probabilities

Method to retrieve name of markovchain object

Mean num of visits for markovchain, starting at each state

is.stochasticallyMonotone

Check if a Markov chain is stochastically monotone

hittingProbabilities

Hitting probabilities for markovchain

meanRecurrenceTime

Mean recurrence time

Kemeny's constant of a Markov chain

First passage across states

Verify if a state j is reachable from state i.

createSequenceMatrix

Function to fit a discrete Markov chain

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

Functions to fit a higher order Markov chain

Returns a generator matrix corresponding to frequency matrix

markovchainList-class

Non homogeneus discrete time Markov Chains class

Aggregate a Markov chain over a partition

An S4 class for representing Imprecise Continuous Time Markovchains

multinomialConfidenceIntervals

A function to compute multinomial confidence intervals of DTMC

transition2Generator

Return the generator matrix for a corresponding transition matrix

Single Year Corporate Credit Rating Transititions

names,markovchain-method

Returns the states for a Markov chain object

markovchain-package

Easy Handling Discrete Time Markov Chains

show,hommc-method

Function to display the details of hommc object

Simulate a higher order multivariate markovchain

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

Example from Kullback and Kupperman Tests for Contingency Tables

markovchainListFit

markovchainListFit

markovchainSequence

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

Preprogluccacon DNA protein bases sequences

markovchain-class

Markov Chain class

predictiveDistribution

predictiveDistribution

Stationary states of a markovchain object

Various function to perform structural analysis of DTMC

priorDistribution

priorDistribution

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

fitHighOrderMultivarMC

Function to fit Higher Order Multivariate Markov chain

Holson data set

Calculating probability from a ctmc object

Defined states of a transition matrix

verifyMarkovProperty

Test the first-order Markov property of an empirical sequence

Check if a DTMC is regular

Check exact lumpability of a Markov chain

Alofi island daily rainfall

is.CTMCirreducible

Check if CTMC is irreducible

meanAbsorptionTime

Mean absorption time

Returns an Identity matrix

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

meanFirstPassageTime

Mean First Passage Time for irreducible Markov chains

is.TimeReversible

checks if ctmc object is time reversible

Method to set name of markovchain object

Matrix to create zeros

transitionProbability

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

Sales Demand Sequences

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

HigherOrderMarkovChain-class

Higher order Markov Chains class

CD4 cells counts on HIV Infects between zero and six month

absorptionProbabilities

Absorption probabilities

Automatically aggregate a Markov chain by spectral clustering

Returns expected hitting time from state i to state j

autoplot.markovchain

Plot a Markov chain with ggplot2

conditionalDistribution

conditionalDistribution of a Markov Chain

Entropy rate of a Markov chain

expectedRewardsBeforeHittingA

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

expectedRewards

Expected Rewards for a markovchain

impreciseProbabilityatT

Calculating full conditional probability using lower rate transition matrix

Function to fit a CTMC

inferHyperparam

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

Standardize statistical inference results to R's htest convention.

Continuous time Markov Chains class

Mobility between income quartiles

fundamentalMatrix

Fundamental matrix of an absorbing Markov chain

generatorToTransitionMatrix

Function to obtain the transition matrix from the generator