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.
|Date of publication||2013-05-28 16:40:32|
|License||GPL (>= 2)|
DTMC: Simulation of Discrete-Time/State Markov Chain
DTMCPack-package: Suite of functions related to discrete-time discrete-state...
FPTime: First Passage Time
gr: Example Data Set: Gambler's ruin on 4 states
hh: Harry the SemiPro
id: Initial distribution
MultDTMC: Multiple Discrete time Markov Chains
statdistr: Computing Stationary Distribution