R: Easy Handling Discrete Time Markov Chains

# Easy Handling Discrete Time Markov Chains

## Documentation for package ‘markovchain’ version 1.0.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Code demos. Use demo() to run them.
- Package NEWS
- Package README

## Help Pages

A B C D E F G H I K M N O P R S T V Z misc

markovchain-package | Easy Handling Discrete Time Markov Chains

## -- A --

absorbingStates | Various function to perform structural analysis of DTMC
absorbingStates-method | Markov Chain class
absorptionProbabilities | Absorption probabilities
absorptionProbabilities-method | Markov Chain class
assessOrder | Test the first-order Markov property of an empirical sequence
assessStationarity | Test the first-order Markov property of an empirical sequence
autoplot.markovchain | Plot a Markov chain with ggplot2

## -- B --

blanden | Mobility between income quartiles

## -- C --

canonicForm | Various function to perform structural analysis of DTMC
canonicForm-method | Markov Chain class
coerce-method | Markov Chain class
committorAB | Calculates committor of a markovchain object with respect to set A, B
communicatingClasses | Various function to perform structural analysis of DTMC
communicatingClasses-method | Markov Chain class
conditionalDistribution | 'conditionalDistribution' of a Markov Chain
conditionalDistribution-method | Markov Chain class
craigsendi | CD4 cells counts on HIV Infects between zero and six month
createSequenceMatrix | Function to fit a discrete Markov chain
ctmc-class | Continuous time Markov Chains class
ctmcFit | Function to fit a CTMC

## -- D --

dim-method | Continuous time Markov Chains class
dim-method | Markov Chain class
dim-method | Non homogeneus discrete time Markov Chains class

## -- E --

expectedRewards | Expected Rewards for a markovchain
expectedRewardsBeforeHittingA | Expected first passage Rewards for a set of states in a markovchain
ExpectedTime | Returns expected hitting time from state i to state j

## -- F --

firstPassage | First passage across states
firstPassageMultiple | function to calculate first passage probabilities
fitHigherOrder | Functions to fit a higher order Markov chain
fitHighOrderMultivarMC | Function to fit Higher Order Multivariate Markov chain
freq2Generator | Returns a generator matrix corresponding to frequency matrix

## -- G --

generatorToTransitionMatrix | Function to obtain the transition matrix from the generator

## -- H --

HigherOrderMarkovChain-class | Higher order Markov Chains class
hittingProbabilities | Hitting probabilities for markovchain
hittingProbabilities-method | Markov Chain class
holson | Holson data set
hommc | An S4 class for representing High Order Multivariate Markovchain (HOMMC)
hommc-class | An S4 class for representing High Order Multivariate Markovchain (HOMMC)

## -- I --

ictmc | An S4 class for representing Imprecise Continuous Time Markovchains
ictmc-class | An S4 class for representing Imprecise Continuous Time Markovchains
impreciseProbabilityatT | Calculating full conditional probability using lower rate transition matrix
inferHyperparam | Function to infer the hyperparameters for Bayesian inference from an a priori matrix or a data set
initialize,ctmc_method | Continuous time Markov Chains class
initialize-method | Markov Chain class
is.accessible | Verify if a state j is reachable from state i.
is.accessible-method | Markov Chain class
is.CTMCirreducible | Check if CTMC is irreducible
is.irreducible | Function to check if a Markov chain is irreducible (i.e. ergodic)
is.irreducible-method | Markov Chain class
is.regular | Check if a DTMC is regular
is.regular-method | Markov Chain class
is.stochasticallyMonotone | Check if a Markov chain is stochastically monotone
is.stochasticallyMonotone-method | Check if a Markov chain is stochastically monotone
is.TimeReversible | checks if ctmc object is time reversible

## -- K --

kullback | Example from Kullback and Kupperman Tests for Contingency Tables

## -- M --

markovchain | Easy Handling Discrete Time Markov Chains
markovchain-class | Markov Chain class
markovchainFit | Function to fit a discrete Markov chain
markovchainList-class | Non homogeneus discrete time Markov Chains class
markovchainListFit | markovchainListFit
markovchainSequence | Function to generate a sequence of states from homogeneous Markov chains.
meanAbsorptionTime | Mean absorption time
meanAbsorptionTime-method | Markov Chain class
meanFirstPassageTime | Mean First Passage Time for irreducible Markov chains
meanFirstPassageTime-method | Markov Chain class
meanNumVisits | Mean num of visits for markovchain, starting at each state
meanNumVisits-method | Markov Chain class
meanRecurrenceTime | Mean recurrence time
meanRecurrenceTime-method | Markov Chain class
multinomialConfidenceIntervals | A function to compute multinomial confidence intervals of DTMC

## -- N --

name | Method to retrieve name of markovchain object
name-method | Method to retrieve name of markovchain object
name<- | Method to set name of markovchain object
name<--method | Method to set name of markovchain object
names-method | Returns the states for a Markov chain object
names<--method | Markov Chain class
noofVisitsDist | return a joint pdf of the number of visits to the various states of the DTMC

## -- O --

ones | Returns an Identity matrix

## -- P --

period | Various function to perform structural analysis of DTMC
plot-method | Continuous time Markov Chains class
plot-method | Markov Chain class
predict-method | Markov Chain class
predict-method | Non homogeneus discrete time Markov Chains class
predictHommc | Simulate a higher order multivariate markovchain
predictiveDistribution | predictiveDistribution
preproglucacon | Preprogluccacon DNA protein bases sequences
print-method | Markov Chain class
print-method | Non homogeneus discrete time Markov Chains class
priorDistribution | priorDistribution
probabilityatT | Calculating probability from a ctmc object

## -- R --

rain | Alofi island daily rainfall
rctmc | rctmc
recurrentClasses | Various function to perform structural analysis of DTMC
recurrentClasses-method | Markov Chain class
recurrentStates | Various function to perform structural analysis of DTMC
recurrentStates-method | Markov Chain class
rmarkovchain | Function to generate a sequence of states from homogeneous or non-homogeneous Markov chains.

## -- S --

sales | Sales Demand Sequences
seq2freqProb | Functions to fit a higher order Markov chain
seq2matHigh | Functions to fit a higher order Markov chain
show-method | Function to display the details of hommc object
show-method | Markov Chain class
show-method | Non homogeneus discrete time Markov Chains class
sort-method | Markov Chain class
states | Defined states of a transition matrix
states-method | Continuous time Markov Chains class
states-method | Defined states of a transition matrix
steadyStates | Stationary states of a 'markovchain' object
steadyStates-method | Continuous time Markov Chains class
steadyStates-method | Markov Chain class
summary-method | Markov Chain class

## -- T --

t-method | Markov Chain class
tm_abs | Single Year Corporate Credit Rating Transititions
transientClasses | Various function to perform structural analysis of DTMC
transientClasses-method | Markov Chain class
transientStates | Various function to perform structural analysis of DTMC
transientStates-method | Markov Chain class
transition2Generator | Return the generator matrix for a corresponding transition matrix
transitionProbability | Function to get the transition probabilities from initial to subsequent states.
transitionProbability-method | Function to get the transition probabilities from initial to subsequent states.

## -- V --

verifyEmpiricalToTheoretical | Test the first-order Markov property of an empirical sequence
verifyHomogeneity | Test the first-order Markov property of an empirical sequence
verifyMarkovProperty | Test the first-order Markov property of an empirical sequence

## -- Z --

zeros | Matrix to create zeros

## -- misc --

!=-method | Markov Chain class
*-method | Markov Chain class
.markovchainFitRcpp | Function to fit a discrete Markov chain
==-method | Markov Chain class
[-method | Markov Chain class
[[-method | Non homogeneus discrete time Markov Chains class
^-method | Markov Chain class