Functions and S4 methods to create and manage discrete time Markov chains (DTMC) more easily. In addition functions to perform statistical (fitting and drawing random variates) and probabilistic (analysis of DTMC proprieties) analysis are provided.
|Author||Giorgio Alfredo Spedicato [aut,cre], Tae Seung Kang [aut], Sai Bhargav Yalamanchi [aut], Mildenberger Thoralf [ctb], Deepak Yadav [ctb]|
|Date of publication||2016-09-09 00:25:18|
|Maintainer||Giorgio Alfredo Spedicato <email@example.com>|
absorbingStates: Various function to perform structural analysis of DTMC
blanden: Mobility between income quartiles
conditionalDistribution: 'conditionalDistribution' of a Markov Chain
craigsendi: CD4 cells counts on HIV Infects between zero and six month
ctmc-class: Class '"ctmc"'
ctmcFit: Function to fit a CTMC
firstPassage: First passage across states
fitHigherOrderMarkovChain: Functions to fit a higher order Markov chain
fitHighOrderMultivarMC: Function to fit Higher Order Multivariate Markov chain
generatorToTransitionMatrix: Function to obtain the transition matrix from the generator.
getName: Method to retrieve name of markovchain object
HigherOrderMarkovChain-class: Class '"HigherOrderMarkovChain"'
holson: Holson data set
hommc-class: An S4 class for representing High Order Multivariate...
hommc-show: Function to display the details of hommc object
inferHyperparam: Function to infer the hyperparameters for Bayesian inference...
is.accessible: Verify if a state j is reachable from state i.
is.irreducible: Function to check if a Markov chain is irreducible
markovchain-class: Class '"markovchain"'
markovchainFit: Function to fit a discrete Markov chain
markovchainList-class: Class '"markovchainList"'
markovchain-package: Easy Handling Discrete Time Markov Chains
markovchainSequence: Function to generate a sequence of states from homogeneous...
multinomialConfidenceIntervals: A function to compute multinomial confidence intervals of...
predictiveDistribution: Function to compute the probability of observing a new data...
preproglucacon: Preprogluccacon DNA protein bases sequences
priorDistribution: Prior Distribution
rain: Alofi island daily rainfall
rctmc: Function to generate a sequence of random CTMC transitions.
rmarkovchain: Function to generate a sequence of states from homogeneous or...
sales: Sales Demand Sequences
setName: Method to set name of markovchain object
states: Defined states of a transition matrix
steadyStates: Stationary states of a 'markovchain' objeect
transition2Generator: Return the generator matrix for a corresponding transition...
transitionProbability: Function to get the transition probabilities from initial to...
verifyMarkovProperty: Various functions to perform statistical inference of DTMC