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) . Some functions for continuous times Markov chains depend on the suggested ctmcd package.

markovchain

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')

License and citation

The package is distributed under the MIT License, which permits commercial and non-commercial use, modification, distribution, and private use, provided the copyright notice and permission notice are retained in copies or substantial portions of the software.

If you use markovchain in published work, please cite the package as follows:

citation("markovchain")

or in bibliography form:

Spedicato, G. A. (2017). Discrete Time Markov Chains with R. The R Journal, 9(2), 84-104.

This citation is also provided in inst/CITATION.