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. See Spedicato (2017) .

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 the development version from GitHub:


alt tag Downloads CRAN_Status_Badge Research software impact


18-01-2019 Added plot from MmgraphR Added meanFirstPassageTime (thanks to Toni Giorgino) Add orcid Add more warning to Statistical Inference Functions

Reference manual

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0.8.6 by Giorgio Alfredo Spedicato, 8 months ago


Report a bug at https://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 [aut] , Ignacio Cordón [aut] , Vandit Jain [ctb] , Toni Giorgino [ctb] , Richèl J.C. Bilderbeek [ctb] , Daniel Ebbert [ctb] , Shreyash Maheshwari [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, Rsolnp, rmarkdown, ctmcd, bookdown, rticles

Enhances etm

Linking to Rcpp, RcppParallel, RcppArmadillo

System requirements: GNU make

Imported by Robocoap, babsim.hospital, lifecontingencies, modesto.

Suggested by FuzzyStatProb, MPkn, aqp, ctmcd.

See at CRAN