markovchain: Easy Handling Discrete Time Markov Chains

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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 <spedicato_giorgio@yahoo.it>
License
GPL-2
Version
0.6.5.1
URLs

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