markovchainList-class {markovchain} | R Documentation |
Non homogeneus discrete time Markov Chains class
Description
A class to handle non homogeneous discrete Markov chains
Arguments
markovchains |
Object of class |
name |
Object of class |
Objects from the Class
A markovchainlist
is a list of markovchain
objects. They can
be used to model non homogeneous discrete time Markov Chains, when
transition probabilities (and possible states) change by time.
Methods
- [[
signature(x = "markovchainList")
: extract the i-thmarkovchain
- dim
signature(x = "markovchainList")
: number ofmarkovchain
underlying the matrix- predict
signature(object = "markovchainList")
: predict from amarkovchainList
signature(x = "markovchainList")
: prints the list of markovchains- show
signature(object = "markovchainList")
: same asprint
Note
The class consists in a list of markovchain
objects.
It is aimed at working with non homogeneous Markov chains.
Author(s)
Giorgio Spedicato
References
A First Course in Probability (8th Edition), Sheldon Ross, Prentice Hall 2010
See Also
Examples
showClass("markovchainList")
#define a markovchainList
statesNames=c("a","b")
mcA<-new("markovchain",name="MCA",
transitionMatrix=matrix(c(0.7,0.3,0.1,0.9),
byrow=TRUE, nrow=2,
dimnames=list(statesNames,statesNames))
)
mcB<-new("markovchain", states=c("a","b","c"), name="MCB",
transitionMatrix=matrix(c(0.2,0.5,0.3,0,1,0,0.1,0.8,0.1),
nrow=3, byrow=TRUE))
mcC<-new("markovchain", states=c("a","b","c","d"), name="MCC",
transitionMatrix=matrix(c(0.25,0.75,0,0,0.4,0.6,
0,0,0,0,0.1,0.9,0,0,0.7,0.3),
nrow=4, byrow=TRUE)
)
mcList<-new("markovchainList",markovchains=list(mcA, mcB, mcC),
name="Non - homogeneous Markov Chain")