markovchainList-class: Class '"markovchainList"' In markovchain: Easy Handling Discrete Time Markov Chains

Description

A class to handle non - homogeneous Markov chains

Objects from the Class

A `markovchainlist` is a list of `markovchain` objects. They can be used to model non - homogeneous discrete time Markov Chains, when transition probabilities (and possible states) change by time.

Slots

`markovchains`:

Object of class `"list"`: a list of markovchains

`name`:

Object of class `"character"`: optional name of the class

Methods

[[

`signature(x = "markovchainList")`: extract the i-th `markovchain`

dim

`signature(x = "markovchainList")`: number of `markovchain` underlying the matrix

predict

`signature(object = "markovchainList")`: predict from a `markovchainList`

print

`signature(x = "markovchainList")`: prints the list of markovchains

show

`signature(object = "markovchainList")`: same as `print`

Note

The class consists in a list of `markovchain` objects. It can help to deal with non - homogeneous Markov chains.

Author(s)

Giorgio Spedicato

References

A First Course in Probability (8th Edition), Sheldon Ross, Prentice Hall 2010

`markovchain`
 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17``` ```showClass("markovchainList") #define a markovchainList statesNames=c("a","b") mcA<-new("markovchain",name="MCA", transitionMatrix=matrix(c(0.7,0.3,0.1,0.9), byrow=TRUE, nrow=2, dimnames=list(statesNames,statesNames))) mcB<-new("markovchain", states=c("a","b","c"), name="MCB", transitionMatrix=matrix(c(0.2,0.5,0.3,0,1,0,0.1,0.8,0.1), nrow=3, byrow=TRUE)) mcC<-new("markovchain", states=c("a","b","c","d"), name="MCC", transitionMatrix=matrix(c(0.25,0.75,0,0,0.4,0.6, 0,0,0,0,0.1,0.9,0,0,0.7,0.3), nrow=4, byrow=TRUE) ) mcList<-new("markovchainList",markovchains=list(mcA, mcB, mcC), name="Non - homogeneous Markov Chain") ```