DTMCPack-package: Suite of functions related to discrete-time discrete-state...

Description Details Author(s) References Examples

Description

A series of functions which aid in both simulating and determining the properties of finite, discrete-time, discrete state markov chains. This package may be of use to practioners who need to simulate Markov Chains, but its primary intended audience is students of an introductory stochastic processes studying class properties and long run behavior patterns of 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. Updated 5/22/13 to maintain compatibility with R 3.0.1.

Details

Package: DTMCPack
Type: Package
Version: 0.1-2
Date: 2013-05-22
License: GPL(>=2)
LazyLoad: yes

Author(s)

Will Nicholson

Maintainer: <[email protected]>

References

Sidney Resnick, "Adventures in Stochastic Processes"

Examples

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DTMCPack documentation built on May 2, 2019, 2:06 a.m.