Easy Handling Discrete Time Markov Chains

Description: Functions and S4 classes to create, manage and analyse discrete time Markov chains. Includes probabilistic analysis of chain structure (state classification, hitting times, stationary distributions, spectral and mixing diagnostics), statistical inference (maximum likelihood and Bayesian estimation, tests of the Markov property, homogeneity, stationarity and order, simulation), higher-order and multivariate chains, state aggregation, and import/export to JSON, YAML and CSV. Basic support for continuous time Markov chains is also provided; some of these functions depend on the suggested 'ctmcd' package. See Spedicato (2017) .

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.