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.packages('markovchain')
devtools::install_github('spedygiorgio/markovchain')

News

10-09-2016 Modified Makevars to avoid warnings

Reference manual

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install.packages("markovchain")

0.6.8.1 by Giorgio Alfredo Spedicato, 13 days 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]


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL-2 license


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

Depends on methods

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

Linking to Rcpp, RcppParallel, RcppArmadillo

System requirements: GNU make


Imported by lifecontingencies.

Suggested by FuzzyStatProb, aqp.


See at CRAN