Easy Handling Discrete Time Markov Chains

Functions and S4 methods to create and manage discrete time Markov chains (DTMC) more easily. In addition functions to perform statistical (fitting and drawing random variates) and probabilistic (analysis of DTMC proprieties) analysis are provided.

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



10-09-2016 Modified Makevars to avoid warnings

Reference manual

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0.6.6 by Giorgio Alfredo Spedicato, a month ago


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