markovchain: Easy Handling Discrete Time Markov Chains

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.

AuthorGiorgio Alfredo Spedicato [aut,cre], Tae Seung Kang [aut], Sai Bhargav Yalamanchi [aut], Mildenberger Thoralf [ctb], Deepak Yadav [ctb]
Date of publication2017-01-23 08:22:30
MaintainerGiorgio Alfredo Spedicato <spedicato_giorgio@yahoo.it>
LicenseGPL-2
Version0.6.6
http://github.com/spedygiorgio/markovchain/

View on CRAN

Man pages

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"'

markovchainListFit: markovchainListFit

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

Functions

absorbingStates Man page
absorbingStates,markovchain-method Man page
assessOrder Man page
assessStationarity Man page
blanden Man page
canonicForm Man page
canonicForm,markovchain-method Man page
coerce,data.frame,markovchain-method Man page
coerce,etm,markovchain-method Man page
coerce,markovchain,data.frame-method Man page
coerce,markovchain,igraph-method Man page
coerce,markovchain,matrix-method Man page
coerce,matrix,markovchain-method Man page
coerce,msm.est,markovchain-method Man page
coerce,msm,markovchain-method Man page
coerce,table,markovchain-method Man page
communicatingClasses Man page
conditionalDistribution Man page
conditionalDistribution,markovchain-method Man page
craigsendi Man page
createSequenceMatrix Man page
ctmc-class Man page
ctmcFit Man page
dim,ctmc-method Man page
dim,markovchainList-method Man page
dim,markovchain-method Man page
divergenceTest Man page
firstPassage Man page
fitHigherOrder Man page
fitHighOrderMultivarMC Man page
generatorToTransitionMatrix Man page
HigherOrderMarkovChain-class Man page
holson Man page
hommc Man page
hommc-class Man page
inferHyperparam Man page
initialize,ctmc-method Man page
initialize,markovchain-method Man page
is.accessible Man page
is.irreducible Man page
markovchain Man page
[,markovchain,ANY,ANY,ANY-method Man page
markovchain-class Man page
markovchainFit Man page
markovchainList-class Man page
markovchainListFit Man page
[[,markovchainList-method Man page
==,markovchain,markovchain-method Man page
!=,markovchain,markovchain-method Man page
*,markovchain,markovchain-method Man page
*,markovchain,matrix-method Man page
^,markovchain,numeric-method Man page
*,markovchain,numeric-method Man page
markovchain-package Man page
markovchainSequence Man page
*,matrix,markovchain-method Man page
multinomialConfidenceIntervals Man page
name Man page
name<- Man page
name<-,markovchain-method Man page
name,markovchain-method Man page
names<-,markovchain-method Man page
names,markovchain-method Man page
*,numeric,markovchain-method Man page
period Man page
plot,markovchain,missing-method Man page
predictiveDistribution Man page
predict,markovchainList-method Man page
predict,markovchain-method Man page
preproglucacon Man page
print,markovchainList-method Man page
print,markovchain-method Man page
priorDistribution Man page
rain Man page
rctmc Man page
recurrentClasses Man page
rmarkovchain Man page
sales Man page
seq2freqProb Man page
seq2matHigh Man page
show,hommc-method Man page
show,markovchainList-method Man page
show,markovchain-method Man page
states Man page
states,ctmc-method Man page
states,markovchain-method Man page
steadyStates Man page
steadyStates,ctmc-method Man page
steadyStates,markovchain-method Man page
summary,markovchain-method Man page
t,markovchain-method Man page
transientStates Man page
transientStates,markovchain-method Man page
transition2Generator Man page
transitionProbability Man page
transitionProbability,markovchain-method Man page
verifyMarkovProperty Man page

Files

markovchain
markovchain/inst
markovchain/inst/CITATION
markovchain/inst/doc
markovchain/inst/doc/markovchainCrashIntro.pdf
markovchain/inst/doc/an_introduction_to_markovchain_package.R
markovchain/inst/doc/an_introduction_to_markovchain_package.Rnw
markovchain/inst/doc/markovchainCrashIntro.R
markovchain/inst/doc/complicateSteadyStates.Rmd
markovchain/inst/doc/complicateSteadyStates.R
markovchain/inst/doc/markovchainCrashIntro.Rmd
markovchain/inst/doc/complicateSteadyStates.pdf
markovchain/inst/doc/an_introduction_to_markovchain_package.pdf
markovchain/tests
markovchain/tests/testthat.R
markovchain/tests/testthat
markovchain/tests/testthat/testBasic1.R
markovchain/tests/testthat/testMultinomCI.R
markovchain/tests/testthat/testHigerOrder.R
markovchain/tests/testthat/testRecurrentClasses.R
markovchain/tests/testthat/testOptimization.R
markovchain/tests/testthat/testStatesClassification.R
markovchain/tests/testthat/testetm.R
markovchain/tests/testthat/testmsm.R
markovchain/tests/testthat/testParallelBootstrap.R
markovchain/tests/testthat/testPeriod.R
markovchain/tests/testthat/testPlot.R
markovchain/tests/testthat/testInference.R
markovchain/src
markovchain/src/Makevars
markovchain/src/1_fitHigherOrder.cpp
markovchain/src/mapFitFunctionsSAI.h
markovchain/src/sampler.cpp
markovchain/src/1_ctmcFunctions4Fitting.cpp
markovchain/src/3_multinomCI.cpp
markovchain/src/0_classesAndMethods.cpp
markovchain/src/2_probabilistic.cpp
markovchain/src/mathHelperFunctions.h
markovchain/src/Makevars.win
markovchain/src/RcppExports.cpp
markovchain/src/sampler.h
markovchain/src/1_functions4Fitting.cpp
markovchain/src/0_ctmcClassesAndMethodsSAI.cpp
markovchain/NAMESPACE
markovchain/demo
markovchain/demo/bard.R
markovchain/demo/quickStart.R
markovchain/demo/00Index
markovchain/demo/examples.R
markovchain/demo/mathematica.R
markovchain/demo/extractMatrices.R
markovchain/NEWS
markovchain/data
markovchain/data/rain.rda
markovchain/data/sales.rda
markovchain/data/preproglucacon.rda
markovchain/data/blanden.rda
markovchain/data/holson.rda
markovchain/data/craigsendi.rda
markovchain/R
markovchain/R/sales.R markovchain/R/0_ctmcClassesAndMethodsSAI.R markovchain/R/0_hommc.R markovchain/R/2_probabilistic.R markovchain/R/0_classesAndMethods.R markovchain/R/5_statisticalTests.R markovchain/R/RcppExports.R markovchain/R/1_functions4Fitting.R markovchain/R/1_ctmcProbabilisticSAI.R markovchain/R/zzz.R markovchain/R/1_supplementaryPlot.R markovchain/R/0_higherOrder.R
markovchain/vignettes
markovchain/vignettes/an_introduction_to_markovchain_package.Rnw
markovchain/vignettes/complicateSteadyStates.Rmd
markovchain/vignettes/markovchainBiblio.bib
markovchain/vignettes/mystyles.sty
markovchain/vignettes/markovchainCrashIntro.Rmd
markovchain/README.md
markovchain/MD5
markovchain/build
markovchain/build/vignette.rds
markovchain/DESCRIPTION
markovchain/ChangeLog
markovchain/man
markovchain/man/steadyStates.Rd markovchain/man/firstPassage.Rd markovchain/man/states.Rd markovchain/man/transition2Generator.Rd markovchain/man/is.accessible.Rd markovchain/man/hommc-show.Rd markovchain/man/priorDistribution.Rd markovchain/man/markovchainListFit.Rd markovchain/man/sales.Rd markovchain/man/HigherOrderMarkovChain-class.Rd markovchain/man/hommc-class.Rd markovchain/man/conditionalDistribution.Rd markovchain/man/rain.Rd markovchain/man/generatorToTransitionMatrix.Rd markovchain/man/setName.Rd markovchain/man/holson.Rd markovchain/man/multinomialConfidenceIntervals.Rd markovchain/man/preproglucacon.Rd markovchain/man/ctmcFit.Rd markovchain/man/rmarkovchain.Rd markovchain/man/predictiveDistribution.Rd markovchain/man/transitionProbability.Rd markovchain/man/blanden.Rd markovchain/man/markovchain-class.Rd markovchain/man/markovchainFit.Rd markovchain/man/markovchain-package.Rd markovchain/man/fitHighOrderMultivarMC.Rd markovchain/man/rctmc.Rd markovchain/man/fitHigherOrderMarkovChain.Rd markovchain/man/markovchainList-class.Rd markovchain/man/craigsendi.Rd markovchain/man/is.irreducible.Rd markovchain/man/inferHyperparam.Rd markovchain/man/ctmc-class.Rd markovchain/man/absorbingStates.Rd markovchain/man/markovchainSequence.Rd markovchain/man/getName.Rd markovchain/man/verifyMarkovProperty.Rd

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