Easy Handling Discrete Time Markov Chains

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.


R package providing classes, methods and function for easily handling Discrete Time Markov Chains (DTMC), performing probabilistic analysis and fitting.

Install the current release from CRAN:

install.packages('markovchain')

Install the development version from GitHub:

devtools::install_github('spedygiorgio/markovchain')

alt tag Downloads CRAN_Status_Badge Research software impact

News

14-08-2017 Added is.TimeReversible function added gm_to_markovchain example

Reference manual

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install.packages("markovchain")

0.6.9.8-1 by Giorgio Alfredo Spedicato, 8 months ago


http://github.com/spedygiorgio/markovchain/


Report a bug at http://github.com/spedygiorgio/markovchain/issues


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


Authors: Giorgio Alfredo Spedicato [aut,cre], Tae Seung Kang [aut], Sai Bhargav Yalamanchi [aut], Mildenberger Thoralf [ctb], Deepak Yadav [ctb], Nacho Cordón Castillo [ctb], Vandit Jain [ctb]


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL-2 license


Imports igraph, Matrix, matlab, expm, stats4, parallel, Rcpp, RcppParallel, utils, stats, grDevices

Depends on methods

Suggests knitr, testthat, diagram, DiagrammeR, msm, etm, Rsolnp, knitcitations, rmarkdown, ctmcd

Linking to Rcpp, RcppParallel, RcppArmadillo

System requirements: GNU make


Imported by Robocoap, lifecontingencies.

Suggested by FuzzyStatProb, aqp, ctmcd.


See at CRAN