Easy Handling Discrete Time Markov Chains

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Documentation for package ‘markovchain’ version 1.2

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A B C D E F G H I K L M N O P R S T U 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
aggregateStates Aggregate a Markov chain's state space by Kullback-Leibler minimization
aggregateStates-method Aggregate a Markov chain's state space by Kullback-Leibler minimization
assessIndependence Test independence of consecutive states of an empirical sequence
assessOrder Test the first-order Markov property of an empirical sequence
assessStationarity Test the first-order Markov property of an empirical sequence
autoLump Automatically aggregate a Markov chain by spectral clustering
autoLump-method Automatically aggregate a Markov chain by spectral clustering
autoplot.markovchain Plot a Markov chain with ggplot2

-- B --

birthDeath Build a birth-death Markov chain
blanden Mobility between income quartiles

-- C --

canonicForm Various function to perform structural analysis of DTMC
canonicForm-method Markov Chain class
closestReversible Closest reversible approximation of a Markov chain
closestReversible-method Closest reversible approximation of a Markov chain
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
dirichletChain Markov chain from a Dirichlet process

-- E --

entropyRate Entropy rate of a Markov chain
entropyRate-method Entropy rate of a Markov chain
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
fitMTD Fit a mixture transition distribution (MTD) model
freq2Generator Returns a generator matrix corresponding to frequency matrix
fromDictionary Represent a Markov chain as a plain R list
fromFile Write or read a Markov chain to or from a file
fundamentalMatrix Fundamental matrix of an absorbing Markov chain

-- G --

gamblersRuin Build a gambler's ruin Markov chain
generatorToTransitionMatrix Function to obtain the transition matrix from the generator

-- H --

higherOrderLogLik Log-likelihood, deviance and information criteria of a higher order Markov chain
HigherOrderMarkovChain-class Higher order Markov Chains class
higherOrderPredict Next-state probabilities and simulation for higher order Markov chains
higherOrderSimulate Next-state probabilities and simulation for higher order Markov chains
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
identityChain Identity Markov chain
impliedTimescales Implied timescales of a Markov chain
impliedTimescales-method Implied timescales of a Markov chain
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.lumpable Check exact lumpability of a Markov chain
is.lumpable-method Check exact lumpability of a Markov chain
is.regular Check if a DTMC is regular
is.regular-method Markov Chain class
is.reversible Check whether a Markov chain is reversible
is.reversible-method Check whether a Markov chain is reversible
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 --

kemenyConstant Kemeny's constant of a Markov chain
kemenyConstant-method Kemeny's constant of a Markov chain
kullback Example from Kullback and Kupperman Tests for Contingency Tables

-- L --

lazyChain Build a lazy version of a Markov chain
lazyChain-method Build a lazy version of a Markov chain
lump Aggregate a Markov chain over a partition
lump-method Aggregate a Markov chain over a partition

-- 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
mergeWith Merge two Markov chains by convex combination of their transition matrices
mergeWith-method Merge two Markov chains by convex combination of their transition matrices
mixingTime Mixing time of a Markov chain
mixingTime-method Mixing time of a Markov chain
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 Expected fraction of the first N steps spent in each state
normalizedEntropyRate Normalized entropy rate of a Markov chain
normalizedEntropyRate-method Normalized entropy rate of a Markov chain

-- 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
populationGeneticsModel Build a population-genetics Markov chain (Moran or Wright-Fisher)
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
randomMarkovChain Random Markov chain
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
redistribute Evolution of a distribution over time
redistribute-method Evolution of a distribution over time
relaxationTime Relaxation time of a Markov chain
relaxationTime-method Relaxation time of a Markov chain
rmarkovchain Function to generate a sequence of states from homogeneous or non-homogeneous Markov chains.
rouwenhorst Discretize an AR(1) process into a Markov chain (Rouwenhorst's method)

-- S --

sales Sales Demand Sequences
selectOrder Select the order of a Markov chain by information criteria
sensitivity Sensitivity of the stationary distribution to a state's transition row
sensitivity-method Sensitivity of the stationary distribution to a state's transition row
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
slem Second largest eigenvalue modulus (SLEM) of a Markov chain
slem-method Second largest eigenvalue modulus (SLEM) of a Markov chain
sort-method Markov Chain class
spectralGap Spectral gap of a Markov chain
spectralGap-method Spectral gap of a Markov chain
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
subchain Restrict a Markov chain to a subset of states
subchain-method Restrict a Markov chain to a subset of states
summary-method Markov Chain class

-- T --

t-method Markov Chain class
tauchen Discretize an AR(1) process into a Markov chain (Tauchen's method)
timeCorrelations Time correlations and time relaxations of observed sequences
timeCorrelations-method Time correlations and time relaxations of observed sequences
timeRelaxations Time correlations and time relaxations of observed sequences
timeRelaxations-method Time correlations and time relaxations of observed sequences
tm_abs Single Year Corporate Credit Rating Transititions
toBoundedChain Apply a boundary condition to a Markov chain's first and last state
toBoundedChain-method Apply a boundary condition to a Markov chain's first and last state
toDictionary Represent a Markov chain as a plain R list
toDictionary-method Represent a Markov chain as a plain R list
toDot Export the transition graph as Graphviz DOT or Mermaid text
toDot-method Export the transition graph as Graphviz DOT or Mermaid text
toFile Write or read a Markov chain to or from a file
toFile-method Write or read a Markov chain to or from a file
toMermaid Export the transition graph as Graphviz DOT or Mermaid text
toMermaid-method Export the transition graph as Graphviz DOT or Mermaid text
toNthOrder Return the n-step transition chain
topologicalEntropy Topological entropy of a Markov chain
topologicalEntropy-method Topological entropy of a Markov chain
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.

-- U --

urnModel Build an Ehrenfest urn model Markov chain

-- 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