A series of functions which aid in both simulating and determining the properties of finite, discrete-time, discrete state markov chains. Two functions (DTMC, MultDTMC) produce n iterations of a Markov Chain(s) based on transition probabilities and an initial distribution. The function FPTime determines the first passage time into each state. The function statdistr determines the stationary distribution of a Markov Chain.

Documentation

Manual: DTMCPack.pdf
Vignette: None available.

Maintainer: William Nicholson<wbnicholson at gmail.com>

Author(s): William Nicholson

Install package and any missing dependencies by running this line in your R console:

install.packages("DTMCPack")

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Package DTMCPack
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Version 0.1-2
Published 2013-05-28
License GPL (>= 2)
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NeedsCompilation no
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Package source DTMCPack_0.1-2.tar.gz