DTMCPack: Suite of functions related to discrete-time discrete-state Markov Chains
A series of functions which aid in both simulating and determining the properties of finite, discrete-time, discrete state markov chains. Two functions (DTMC, MultDTMC) produce n iterations of a Markov Chain(s) based on transition probabilities and an initial distribution. The function FPTime determines the first passage time into each state. The function statdistr determines the stationary distribution of a Markov Chain.
- William Nicholson
- Date of publication
- 2013-05-28 16:40:32
- William Nicholson<email@example.com>
- GPL (>= 2)
- Simulation of Discrete-Time/State Markov Chain
- Suite of functions related to discrete-time discrete-state...
- First Passage Time
- Example Data Set: Gambler's ruin on 4 states
- Harry the SemiPro
- Initial distribution
- Multiple Discrete time Markov Chains
- Computing Stationary Distribution
Files in this package