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.

Author
William Nicholson
Date of publication
2013-05-28 16:40:32
Maintainer
William Nicholson<wbnicholson@gmail.com>
License
GPL (>= 2)
Version
0.1-2

View on CRAN

Man pages

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

Files in this package

DTMCPack
DTMCPack/MD5
DTMCPack/man
DTMCPack/man/statdistr.Rd
DTMCPack/man/id.Rd
DTMCPack/man/hh.Rd
DTMCPack/man/gr.Rd
DTMCPack/man/MultDTMC.Rd
DTMCPack/man/FPTime.Rd
DTMCPack/man/DTMCPack-package.Rd
DTMCPack/man/DTMC.Rd
DTMCPack/data
DTMCPack/data/id.rda
DTMCPack/data/hh.rda
DTMCPack/data/gr.rda
DTMCPack/R
DTMCPack/R/statdistr.R
DTMCPack/R/MultDTMC.R
DTMCPack/R/FPTime.R
DTMCPack/R/DTMC.R
DTMCPack/NAMESPACE
DTMCPack/DESCRIPTION