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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.packages('markovchain')

Monthly Downloads

8,017

Version

0.8.5

License

GPL-2

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Repository

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

Maintainer

Giorgio Spedicato

Last Published

May 21st, 2020

Functions in markovchain (0.8.5)

inferHyperparam

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

hittingProbabilities

Hitting probabilities for markovchain

meanFirstPassageTime

Mean First Passage Time for irreducible Markov chains

expectedRewardsBeforeHittingA

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

Holson data set

impreciseProbabilityatT

Calculating full conditional probability using lower rate transition matrix

An S4 class for representing Imprecise Continuous Time Markovchains

Mean num of visits for markovchain, starting at each state

Functions to fit a higher order Markov chain

Verify if a state j is reachable from state i.

is.TimeReversible

checks if ctmc object is time reversible

First passage across states

generatorToTransitionMatrix

Function to obtain the transition matrix from the generator

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

Method to retrieve name of markovchain object

markovchainListFit

markovchainListFit

show,hommc-method

Function to display the details of hommc object

markovchainList-class

Non homogeneus discrete time Markov Chains class

Continuous time Markov Chains class

firstPassageMultiple

function to calculate first passage probabilities

Example from Kullback and Kupperman Tests for Contingency Tables

Returns a generator matrix corresponding to frequency matrix

fitHighOrderMultivarMC

Function to fit Higher Order Multivariate Markov chain

createSequenceMatrix

Function to fit a discrete Markov chain

Calculating probability from a ctmc object

meanRecurrenceTime

Mean recurrence time

Alofi island daily rainfall

markovchain-package

Easy Handling Discrete Time Markov Chains

is.CTMCirreducible

Check if CTMC is irreducible

names,markovchain-method

Returns the states for a Markov chain object

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

multinomialConfidenceIntervals

A function to compute multinomial confidence intervals of DTMC

Sales Demand Sequences

Method to set name of markovchain object

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

Single Year Corporate Credit Rating Transititions

Defined states of a transition matrix

verifyMarkovProperty

Various functions to perform statistical inference of DTMC

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

transition2Generator

Return the generator matrix for a corresponding transition matrix

markovchain-class

Markov Chain class

Check if a DTMC is regular

markovchainSequence

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

meanAbsorptionTime

Mean absorption time

Simulate a higher order multivariate markovchain

priorDistribution

priorDistribution

predictiveDistribution

predictiveDistribution

Stationary states of a markovchain object

Preprogluccacon DNA protein bases sequences

transitionProbability

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

Various function to perform structural analysis of DTMC

CD4 cells counts on HIV Infects between zero and six month

HigherOrderMarkovChain-class

Higher order Markov Chains class

Returns expected hitting time from state i to state j

absorptionProbabilities

Absorption probabilities

Mobility between income quartiles

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

conditionalDistribution

conditionalDistribution of a Markov Chain

Function to fit a CTMC

expectedRewards

Expected Rewards for a markovchain