markovchain

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) <doi:10.32614/RJ-2017-036>.

Version History