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.

AuthorWilliam Nicholson
Date of publication2013-05-28 16:40:32
MaintainerWilliam Nicholson<wbnicholson@gmail.com>
LicenseGPL (>= 2)

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