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.

Package details

AuthorWilliam Nicholson
MaintainerWilliam Nicholson<wbnicholson@gmail.com>
LicenseGPL (>= 2)
Version0.1-3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("DTMCPack")

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DTMCPack documentation built on April 11, 2022, 9:05 a.m.