Fuzzy Stationary Probabilities from a Sequence of Observations of an Unknown Markov Chain

An implementation of a method for computing fuzzy numbers representing stationary probabilities of an unknown Markov chain, from which a sequence of observations along time has been obtained. The algorithm is based on the proposal presented by James Buckley in his book on Fuzzy probabilities (Springer, 2005), chapter 6. Package 'FuzzyNumbers' is used to represent the output probabilities.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


2.0.4 by Pablo J. Villacorta, a month ago


Browse source code at https://github.com/cran/FuzzyStatProb

Authors: Pablo J. Villacorta <[email protected]>

Documentation:   PDF Manual  

LGPL (>= 3) license

Imports MultinomialCI, parallel, FuzzyNumbers, DEoptim

Suggests markovchain, R.rsp

See at CRAN