Easy Handling Discrete Time Markov Chains
Absorption probabilities
Calculates committor of a markovchain object with respect to set A, B
conditionalDistribution
of a Markov Chain
Continuous time Markov Chains class
Function to fit a CTMC
Expected Rewards for a markovchain
Expected first passage Rewards for a set of states in a markovchain
Returns expected hitting time from state i to state j
First passage across states
function to calculate first passage probabilities
Functions to fit a higher order Markov chain
Function to fit Higher Order Multivariate Markov chain
Returns a generator matrix corresponding to frequency matrix
Function to obtain the transition matrix from the generator
Method to retrieve name of markovchain object
Higher order Markov Chains class
Hitting probabilities for markovchain
An S4 class for representing High Order Multivariate Markovchain (HOMM...
Function to display the details of hommc object
An S4 class for representing Imprecise Continuous Time Markovchains
Calculating full conditional probability using lower rate transition m...
Function to infer the hyperparameters for Bayesian inference from an a...
Verify if a state j is reachable from state i.
Check if CTMC is irreducible
Function to check if a Markov chain is irreducible (i.e. ergodic)
Check if a DTMC is regular
checks if ctmc object is time reversible
Markov Chain class
Easy Handling Discrete Time Markov Chains
Function to fit a discrete Markov chain
Non homogeneus discrete time Markov Chains class
markovchainListFit
Function to generate a sequence of states from homogeneous Markov chai...
Mean absorption time
Mean First Passage Time for irreducible Markov chains
Mean num of visits for markovchain, starting at each state
Mean recurrence time
A function to compute multinomial confidence intervals of DTMC
Returns the states for a Markov chain object
return a joint pdf of the number of visits to the various states of th...
Returns an Identity matrix
Simulate a higher order multivariate markovchain
predictiveDistribution
priorDistribution
Calculating probability from a ctmc object
rctmc
Function to generate a sequence of states from homogeneous or non-homo...
Method to set name of markovchain object
Defined states of a transition matrix
Various functions to perform statistical inference of DTMC
Stationary states of a markovchain
object
Various function to perform structural analysis of DTMC
Return the generator matrix for a corresponding transition matrix
Function to get the transition probabilities from initial to subsequen...
Matrix to create zeros
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. See Spedicato (2017) <doi:10.32614/RJ-2017-036>. Some functions for continuous times Markov chains depend on the suggested ctmcd package.
Useful links