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 publication2016-09-09 00:25:18
MaintainerGiorgio Alfredo Spedicato <spedicato_giorgio@yahoo.it>
LicenseGPL-2
Version0.6.5.1
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

Files in this package

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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