markovchain0.9.5 package

Easy Handling Discrete Time Markov Chains

absorptionProbabilities

Absorption probabilities

committorAB

Calculates committor of a markovchain object with respect to set A, B

conditionalDistribution

conditionalDistribution of a Markov Chain

ctmc-class

Continuous time Markov Chains class

ctmcFit

Function to fit a CTMC

expectedRewards

Expected Rewards for a markovchain

expectedRewardsBeforeHittingA

Expected first passage Rewards for a set of states in a markovchain

ExpectedTime

Returns expected hitting time from state i to state j

firstPassage

First passage across states

firstPassageMultiple

function to calculate first passage probabilities

fitHigherOrder

Functions to fit a higher order Markov chain

fitHighOrderMultivarMC

Function to fit Higher Order Multivariate Markov chain

freq2Generator

Returns a generator matrix corresponding to frequency matrix

generatorToTransitionMatrix

Function to obtain the transition matrix from the generator

getName

Method to retrieve name of markovchain object

HigherOrderMarkovChain-class

Higher order Markov Chains class

hittingProbabilities

Hitting probabilities for markovchain

hommc-class

An S4 class for representing High Order Multivariate Markovchain (HOMM...

hommc-show

Function to display the details of hommc object

ictmc-class

An S4 class for representing Imprecise Continuous Time Markovchains

impreciseProbabilityatT

Calculating full conditional probability using lower rate transition m...

inferHyperparam

Function to infer the hyperparameters for Bayesian inference from an a...

is.accessible

Verify if a state j is reachable from state i.

is.CTMCirreducible

Check if CTMC is irreducible

is.irreducible

Function to check if a Markov chain is irreducible (i.e. ergodic)

is.regular

Check if a DTMC is regular

is.TimeReversible

checks if ctmc object is time reversible

markovchain-class

Markov Chain class

markovchain

Easy Handling Discrete Time Markov Chains

markovchainFit

Function to fit a discrete Markov chain

markovchainList-class

Non homogeneus discrete time Markov Chains class

markovchainListFit

markovchainListFit

markovchainSequence

Function to generate a sequence of states from homogeneous Markov chai...

meanAbsorptionTime

Mean absorption time

meanFirstPassageTime

Mean First Passage Time for irreducible Markov chains

meanNumVisits

Mean num of visits for markovchain, starting at each state

meanRecurrenceTime

Mean recurrence time

multinomialConfidenceIntervals

A function to compute multinomial confidence intervals of DTMC

names

Returns the states for a Markov chain object

noofVisitsDist

return a joint pdf of the number of visits to the various states of th...

ones

Returns an Identity matrix

predictHommc

Simulate a higher order multivariate markovchain

predictiveDistribution

predictiveDistribution

priorDistribution

priorDistribution

probabilityatT

Calculating probability from a ctmc object

rctmc

rctmc

rmarkovchain

Function to generate a sequence of states from homogeneous or non-homo...

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 object

structuralAnalysis

Various function to perform structural analysis of DTMC

transition2Generator

Return the generator matrix for a corresponding transition matrix

transitionProbability

Function to get the transition probabilities from initial to subsequen...

zeros

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 depends on the suggested ctmcd package, that, as May 2023, can be retrieved from <https://cran.r-project.org/src/contrib/Archive/ctmcd/ctmcd_1.4.2.tar.gz>.

  • Maintainer: Giorgio Alfredo Spedicato
  • License: MIT + file LICENSE
  • Last published: 2023-09-24