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.



10-09-2016 Modified Makevars to avoid warnings

Reference manual

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install.packages("markovchain") by Giorgio Alfredo Spedicato, 5 months 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], Nacho Cordón Castillo [ctb], Vandit Jain [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, etm, Rsolnp, knitcitations, rmarkdown, ctmcd

Linking to Rcpp, RcppParallel, RcppArmadillo

System requirements: GNU make

Imported by Robocoap, lifecontingencies.

Suggested by FuzzyStatProb, aqp, ctmcd.

See at CRAN