Easy Handling Discrete Time Markov Chains


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Documentation for package ‘markovchain’ version 0.6.9.8-1

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A B C D E F G H I K M N P R S T V misc

markovchain-package Easy Handling Discrete Time Markov Chains

-- A --

absorbingStates Various function to perform structural analysis of DTMC
absorbingStates-method Class '"markovchain"'
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 Class '"markovchain"'
coerce-method Class '"markovchain"'
committorAB Calculates committor of a markovchain object with respect to set A, B
communicatingClasses Various function to perform structural analysis of DTMC
conditionalDistribution 'conditionalDistribution' of a Markov Chain
conditionalDistribution-method Class '"markovchain"'
craigsendi CD4 cells counts on HIV Infects between zero and six month
createSequenceMatrix Function to fit a discrete Markov chain
ctmc-class Class '"ctmc"'
ctmcFit Function to fit a CTMC

-- D --

dim-method Class '"ctmc"'
dim-method Class '"markovchain"'
dim-method Class '"markovchainList"'

-- E --

expectedRewards Expected Rewards for a markovchain
expectedRewardsforA 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 Class '"HigherOrderMarkovChain"'
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-method Class '"ctmc"'
initialize-method Class '"markovchain"'
is.accessible Verify if a state j is reachable from state i.
is.CTMCirreducible Check if CTMC is irreducible
is.irreducible Function to check if a Markov chain is irreducible
is.TimeReversible checks if ctmc object is time reversible

-- K --

kullback Example from Kullback and Kupperman Tests for Contingency Tables

-- M --

markovchain Easy Handling Discrete Time Markov Chains
markovchain-class Class '"markovchain"'
markovchainFit Function to fit a discrete Markov chain
markovchainList-class Class '"markovchainList"'
markovchainListFit markovchainListFit
markovchainSequence Function to generate a sequence of states from homogeneous Markov chains.
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 Class '"markovchain"'
names<--method Class '"markovchain"'
noofVisitsDist return a joint pdf of the number of visits to the various states of the DTMC

-- P --

period Various function to perform structural analysis of DTMC
plot-method Class '"ctmc"'
plot-method Class '"markovchain"'
predict-method Class '"markovchain"'
predict-method Class '"markovchainList"'
predictHommc Simulate a higher order multivariate markovchain
predictiveDistribution Function to compute the probability of observing a new data set, given a data set
preproglucacon Preprogluccacon DNA protein bases sequences
print-method Class '"markovchain"'
print-method Class '"markovchainList"'
priorDistribution Prior Distribution
probabilityatT Calculating probability from a ctmc object

-- R --

rain Alofi island daily rainfall
rctmc Function to generate a sequence of random CTMC transitions.
recurrentClasses Various function to perform structural analysis of DTMC
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 Class '"markovchain"'
show-method Class '"markovchainList"'
sort-method Class '"markovchain"'
states Defined states of a transition matrix
states-method Class '"ctmc"'
states-method Defined states of a transition matrix
steadyStates Stationary states of a 'markovchain' objeect
steadyStates-method Class '"ctmc"'
steadyStates-method Stationary states of a 'markovchain' objeect
summary-method Class '"markovchain"'

-- T --

t-method Class '"markovchain"'
tm_abs Single Year Corporate Credit Rating Transititions
transientStates Various function to perform structural analysis of DTMC
transientStates-method Various function to perform structural analysis of DTMC
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

-- misc --

!=-method Class '"markovchain"'
*-method Class '"markovchain"'
==-method Class '"markovchain"'
[-method Class '"markovchain"'
[[-method Class '"markovchainList"'
^-method Class '"markovchain"'