Description: Functions and S4 classes to create, manage and analyse discrete time Markov chains. Includes probabilistic analysis of chain structure (state classification, hitting times, stationary distributions, spectral and mixing diagnostics), statistical inference (maximum likelihood and Bayesian estimation, tests of the Markov property, homogeneity, stationarity and order, simulation), higher-order and multivariate chains, state aggregation, and import/export to JSON, YAML and CSV. Basic support for continuous time Markov chains is also provided; some of these functions depend on the suggested 'ctmcd' package. See Spedicato (2017) <doi:10.32614/RJ-2017-036>.
Package details |
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| Author | Giorgio Alfredo Spedicato [aut, cre] (ORCID: <https://orcid.org/0000-0002-0315-8888>), Tae Seung Kang [aut], Sai Bhargav Yalamanchi [aut], Mildenberger Thoralf [ctb] (ORCID: <https://orcid.org/0000-0001-7242-1873>), Deepak Yadav [aut], Ignacio Cordón [aut] (ORCID: <https://orcid.org/0000-0002-3152-0231>), Vandit Jain [ctb], Toni Giorgino [ctb] (ORCID: <https://orcid.org/0000-0001-6449-0596>), Richèl J.C. Bilderbeek [ctb] (ORCID: <https://orcid.org/0000-0003-1107-7049>), Daniel Ebbert [ctb] (ORCID: <https://orcid.org/0000-0003-3666-7205>), Shreyash Maheshwari [ctb], Reinhold Koch [ctb] |
| Maintainer | Giorgio Alfredo Spedicato <spedicato_giorgio@yahoo.it> |
| License | MIT + file LICENSE |
| Version | 1.2 |
| URL | https://github.com/spedygiorgio/markovchain/ |
| Package repository | View on CRAN |
| Installation |
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