shill1729/markovChains: Simulation, estimation and modeling with Markov chains

Provides functions for simulating Markov chains in both discrete and continuous time as well as estimating transition probability or transition rate matrices from observed chains. Other features include computing stationary distributions and other statistical properties of a chain.

Getting started

Package details

AuthorS. Hill
MaintainerS. Hill <52792611+shill1729@users.noreply.github.com>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("shill1729/markovChains")
shill1729/markovChains documentation built on April 24, 2022, 11:50 a.m.