markovchain (version 0.8.5)

markovchain-package: Easy Handling Discrete Time Markov Chains

Description

The package contains classes and method to create and manage (plot, print, export for example) discrete time Markov chains (DTMC). In addition it provide functions to perform statistical (fitting and drawing random variates) and probabilistic (analysis of DTMC proprieties) analysis

Details

Package:	markovchain
Type:	Package
Version:	0.8.2
Date:	2020-01-5
License:	GPL-2
Depends:	R (>= 3.6.0), methods, expm, matlab, igraph, Matrix

References

Discrete-Time Markov Models, Bremaud, Springer 1999

Examples

# NOT RUN {
# create some markov chains
statesNames=c("a","b")
mcA<-new("markovchain", transitionMatrix=matrix(c(0.7,0.3,0.1,0.9),byrow=TRUE,
         nrow=2, dimnames=list(statesNames,statesNames)))
         
statesNames=c("a","b","c")
mcB<-new("markovchain", states=statesNames, transitionMatrix=
         matrix(c(0.2,0.5,0.3,0,1,0,0.1,0.8,0.1), nrow=3, 
         byrow=TRUE, dimnames=list(statesNames, statesNames)))

statesNames=c("a","b","c","d")
matrice<-matrix(c(0.25,0.75,0,0,0.4,0.6,0,0,0,0,0.1,0.9,0,0,0.7,0.3), nrow=4, byrow=TRUE)
mcC<-new("markovchain", states=statesNames, transitionMatrix=matrice)
mcD<-new("markovchain", transitionMatrix=matrix(c(0,1,0,1), nrow=2,byrow=TRUE))


#operations with S4 methods
mcA^2
steadyStates(mcB)
absorbingStates(mcB)
markovchainSequence(n=20, markovchain=mcC, include=TRUE)
# }