Easy Handling Discrete Time Markov Chains

[Up] [Top]

Documentation for package ‘markovchain’ version 0.9.5

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 Various functions to perform statistical inference of DTMC
assessStationarity Various functions to perform statistical inference of DTMC

-- 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.TimeReversible checks if ctmc object is time reversible

-- K --

kullback Example from Kullback and Kupperman Tests for Contingency Tables

-- M --

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 Various functions to perform statistical inference of DTMC
verifyHomogeneity Various functions to perform statistical inference of DTMC
verifyMarkovProperty Various functions to perform statistical inference of DTMC

-- Z --

zeros Matrix to create zeros

-- misc --

!=-method Markov Chain class
*-method Markov Chain class
==-method Markov Chain class
[-method Markov Chain class
[[-method Non homogeneus discrete time Markov Chains class
^-method Markov Chain class