Man pages for markovchain
Easy Handling Discrete Time Markov Chains

absorptionProbabilitiesAbsorption probabilities
aggregateStatesAggregate a Markov chain's state space by Kullback-Leibler...
assessIndependenceTest independence of consecutive states of an empirical...
autoLumpAutomatically aggregate a Markov chain by spectral clustering
autoplot.markovchainPlot a Markov chain with ggplot2
birthDeathBuild a birth-death Markov chain
blandenMobility between income quartiles
closestReversibleClosest reversible approximation of a Markov chain
committorABCalculates committor of a markovchain object with respect to...
conditionalDistribution'conditionalDistribution' of a Markov Chain
craigsendiCD4 cells counts on HIV Infects between zero and six month
ctmc-classContinuous time Markov Chains class
ctmcFitFunction to fit a CTMC
dirichletChainMarkov chain from a Dirichlet process
dot-asHtestStandardize statistical inference results to R's htest...
entropyRateEntropy rate of a Markov chain
expectedRewardsExpected Rewards for a markovchain
expectedRewardsBeforeHittingAExpected first passage Rewards for a set of states in a...
ExpectedTimeReturns expected hitting time from state i to state j
firstPassageFirst passage across states
firstPassageMultiplefunction to calculate first passage probabilities
fitHigherOrderFunctions to fit a higher order Markov chain
fitHighOrderMultivarMCFunction to fit Higher Order Multivariate Markov chain
fitMTDFit a mixture transition distribution (MTD) model
freq2GeneratorReturns a generator matrix corresponding to frequency matrix
fundamentalMatrixFundamental matrix of an absorbing Markov chain
gamblersRuinBuild a gambler's ruin Markov chain
generatorToTransitionMatrixFunction to obtain the transition matrix from the generator
getNameMethod to retrieve name of markovchain object
higherOrderLogLikLog-likelihood, deviance and information criteria of a higher...
HigherOrderMarkovChain-classHigher order Markov Chains class
higherOrderPredictNext-state probabilities and simulation for higher order...
hittingProbabilitiesHitting probabilities for markovchain
holsonHolson data set
hommc-classAn S4 class for representing High Order Multivariate...
hommc-showFunction to display the details of hommc object
ictmc-classAn S4 class for representing Imprecise Continuous Time...
identityChainIdentity Markov chain
impliedTimescalesImplied timescales of a Markov chain
impreciseProbabilityatTCalculating full conditional probability using lower rate...
inferHyperparamFunction to infer the hyperparameters for Bayesian inference...
is.accessibleVerify if a state j is reachable from state i.
is.CTMCirreducibleCheck if CTMC is irreducible
is.irreducibleFunction to check if a Markov chain is irreducible (i.e....
is.lumpableCheck exact lumpability of a Markov chain
is.regularCheck if a DTMC is regular
is.reversibleCheck whether a Markov chain is reversible
is.stochasticallyMonotoneCheck if a Markov chain is stochastically monotone
is.TimeReversiblechecks if ctmc object is time reversible
kemenyConstantKemeny's constant of a Markov chain
kullbackExample from Kullback and Kupperman Tests for Contingency...
lazyChainBuild a lazy version of a Markov chain
lumpAggregate a Markov chain over a partition
markovchain-classMarkov Chain class
markovchainFitFunction to fit a discrete Markov chain
markovchainList-classNon homogeneus discrete time Markov Chains class
markovchainListFitmarkovchainListFit
markovchain-packageEasy Handling Discrete Time Markov Chains
markovchainSequenceFunction to generate a sequence of states from homogeneous...
meanAbsorptionTimeMean absorption time
meanFirstPassageTimeMean First Passage Time for irreducible Markov chains
meanNumVisitsMean num of visits for markovchain, starting at each state
meanRecurrenceTimeMean recurrence time
mergeWithMerge two Markov chains by convex combination of their...
mixingTimeMixing time of a Markov chain
multinomialConfidenceIntervalsA function to compute multinomial confidence intervals of...
namesReturns the states for a Markov chain object
noofVisitsDistExpected fraction of the first N steps spent in each state
normalizedEntropyRateNormalized entropy rate of a Markov chain
onesReturns an Identity matrix
populationGeneticsModelBuild a population-genetics Markov chain (Moran or...
predictHommcSimulate a higher order multivariate markovchain
predictiveDistributionpredictiveDistribution
preproglucaconPreprogluccacon DNA protein bases sequences
priorDistributionpriorDistribution
probabilityatTCalculating probability from a ctmc object
rainAlofi island daily rainfall
randomMarkovChainRandom Markov chain
rctmcrctmc
redistributeEvolution of a distribution over time
relaxationTimeRelaxation time of a Markov chain
rmarkovchainFunction to generate a sequence of states from homogeneous or...
rouwenhorstDiscretize an AR(1) process into a Markov chain...
salesSales Demand Sequences
selectOrderSelect the order of a Markov chain by information criteria
sensitivitySensitivity of the stationary distribution to a state's...
setNameMethod to set name of markovchain object
slemSecond largest eigenvalue modulus (SLEM) of a Markov chain
spectralGapSpectral gap of a Markov chain
statesDefined states of a transition matrix
statisticalTestsTest the first-order Markov property of an empirical sequence
steadyStatesStationary states of a 'markovchain' object
structuralAnalysisVarious function to perform structural analysis of DTMC
subchainRestrict a Markov chain to a subset of states
tauchenDiscretize an AR(1) process into a Markov chain (Tauchen's...
timeCorrelationsTime correlations and time relaxations of observed sequences
tm_absSingle Year Corporate Credit Rating Transititions
toBoundedChainApply a boundary condition to a Markov chain's first and last...
toDictionaryRepresent a Markov chain as a plain R list
toDotExport the transition graph as Graphviz DOT or Mermaid text
toFileWrite or read a Markov chain to or from a file
toNthOrderReturn the n-step transition chain
topologicalEntropyTopological entropy of a Markov chain
transition2GeneratorReturn the generator matrix for a corresponding transition...
transitionProbabilityFunction to get the transition probabilities from initial to...
urnModelBuild an Ehrenfest urn model Markov chain
zerosMatrix to create zeros
markovchain documentation built on Oct. 10, 2026, 9:07 a.m.