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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

install.packages('markovchain')

Monthly Downloads

8,017

Version

0.9.5

License

MIT + file LICENSE

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Repository

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

Maintainer

Giorgio Spedicato

Last Published

September 24th, 2023

Functions in markovchain (0.9.5)

inferHyperparam

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

is.CTMCirreducible

Check if CTMC is irreducible

markovchain-class

Markov Chain class

markovchainListFit

markovchainListFit

markovchainList-class

Non homogeneus discrete time Markov Chains class

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

show,hommc-method

Function to display the details of hommc object

Calculating probability from a ctmc object

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

Returns an Identity matrix

Check if a DTMC is regular

createSequenceMatrix

Function to fit a discrete Markov chain

multinomialConfidenceIntervals

A function to compute multinomial confidence intervals of DTMC

Method to retrieve name of markovchain object

meanRecurrenceTime

Mean recurrence time

Example from Kullback and Kupperman Tests for Contingency Tables

priorDistribution

priorDistribution

markovchain-package

Easy Handling Discrete Time Markov Chains

Various function to perform structural analysis of DTMC

markovchainSequence

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

An S4 class for representing Imprecise Continuous Time Markovchains

impreciseProbabilityatT

Calculating full conditional probability using lower rate transition matrix

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

Simulate a higher order multivariate markovchain

meanAbsorptionTime

Mean absorption time

Stationary states of a markovchain object

verifyMarkovProperty

Various functions to perform statistical inference of DTMC

Method to set name of markovchain object

transitionProbability

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

transition2Generator

Return the generator matrix for a corresponding transition matrix

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

Sales Demand Sequences

Defined states of a transition matrix

Verify if a state j is reachable from state i.

is.TimeReversible

checks if ctmc object is time reversible

Mean num of visits for markovchain, starting at each state

meanFirstPassageTime

Mean First Passage Time for irreducible Markov chains

predictiveDistribution

predictiveDistribution

Alofi island daily rainfall

Preprogluccacon DNA protein bases sequences

Single Year Corporate Credit Rating Transititions

Matrix to create zeros

expectedRewards

Expected Rewards for a markovchain

CD4 cells counts on HIV Infects between zero and six month

conditionalDistribution

conditionalDistribution of a Markov Chain

Returns expected hitting time from state i to state j

Function to fit a CTMC

absorptionProbabilities

Absorption probabilities

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

HigherOrderMarkovChain-class

Higher order Markov Chains class

hittingProbabilities

Hitting probabilities for markovchain

Functions to fit a higher order Markov chain

Returns a generator matrix corresponding to frequency matrix

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

First passage across states

Holson data set

Continuous time Markov Chains class

Mobility between income quartiles

fitHighOrderMultivarMC

Function to fit Higher Order Multivariate Markov chain