markovchain: 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. See Spedicato (2017) <doi:10.32614/RJ-2017-036>. Some functions for continuous times Markov chains depend on the suggested ctmcd package.

Version: 0.10.0
Depends: R (≥ 4.2.0), Matrix (≥ 1.5-0), methods
Imports: igraph, expm, stats4, parallel, Rcpp (≥ 1.0.2), RcppParallel, utils, stats, grDevices
LinkingTo: Rcpp, RcppParallel, RcppArmadillo (≥ 0.9.600.4.0)
Suggests: knitr, testthat, diagram, DiagrammeR, msm, Rsolnp, rmarkdown, ctmcd, bookdown, rticles
Enhances: etm
Published: 2024-11-14
Author: Giorgio Alfredo Spedicato ORCID iD [aut, cre], Tae Seung Kang [aut], Sai Bhargav Yalamanchi [aut], Mildenberger Thoralf ORCID iD [ctb], Deepak Yadav [aut], Ignacio Cordón ORCID iD [aut], Vandit Jain [ctb], Toni Giorgino ORCID iD [ctb], Richèl J.C. Bilderbeek ORCID iD [ctb], Daniel Ebbert ORCID iD [ctb], Shreyash Maheshwari [ctb], Reinhold Koch [ctb]
Maintainer: Giorgio Alfredo Spedicato <spedicato_giorgio at yahoo.it>
BugReports: https://github.com/spedygiorgio/markovchain/issues
License: MIT + file LICENSE
URL: https://github.com/spedygiorgio/markovchain/
NeedsCompilation: yes
SystemRequirements: GNU make
Citation: markovchain citation info
Materials: README NEWS
In views: Finance
CRAN checks: markovchain results

Documentation:

Reference manual: markovchain.pdf
Vignettes: An introduction to markovchain package (source, R code)
Google Summer of Code 2017 Additions (source, R code)
Higher order Markov chains (source, R code)

Downloads:

Package source: markovchain_0.10.0.tar.gz
Windows binaries: r-devel: markovchain_0.10.0.zip, r-release: markovchain_0.9.5.zip, r-oldrel: markovchain_0.9.5.zip
macOS binaries: r-release (arm64): markovchain_0.9.5.tgz, r-oldrel (arm64): markovchain_0.9.5.tgz, r-release (x86_64): markovchain_0.9.5.tgz, r-oldrel (x86_64): markovchain_0.9.5.tgz
Old sources: markovchain archive

Reverse dependencies:

Reverse imports: HVT, lifecontingencies, modesto
Reverse suggests: aqp, CADF, FuzzyStatProb

Linking:

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