markovchain: Easy Handling Discrete Time Markov Chains

Functions and S4 methods to create and manage discrete time Markov chains more easily. In addition functions to perform statistical (fitting and drawing random variates) and probabilistic (analysis of their structural proprieties) analysis are provided.

Install the latest version of this package by entering the following in R:
install.packages("markovchain")
AuthorGiorgio Alfredo Spedicato [aut,cre], Tae Seung Kang [aut], Sai Bhargav Yalamanchi [aut], Mildenberger Thoralf [ctb], Deepak Yadav [ctb]
Date of publication2017-04-05 22:09:40 UTC
MaintainerGiorgio Alfredo Spedicato <spedicato_giorgio@yahoo.it>
LicenseGPL-2
Version0.6.9
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

kullback: Example from Kullback and Kupperman Tests for Contingency...

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

statisticalTests: Various functions to perform statistical inference of DTMC

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...

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
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
kullback 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
sort,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
verifyEmpiricalToTheoretical Man page
verifyHomogeneity Man page
verifyMarkovProperty Man page

Files

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

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