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')

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News

18-01-2019 0.6.9.13 Added plot from MmgraphR Added meanFirstPassageTime (thanks to Toni Giorgino) Add orcid Add more warning to Statistical Inference Functions

Reference manual

install.packages("markovchain")

0.8.2 by Giorgio Alfredo Spedicato, a month 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 [aut] , Ignacio Cordón [aut] , Vandit Jain [ctb] , Toni Giorgino [ctb]

Documentation: PDF Manual

Task views: Empirical Finance

GPL-2 license

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