How to Simulate Continuous Time Markov Chain in R

Easy Handling Discrete Time Markov Chains

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Documentation for package 'markovchain' version 0.9.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Code demos. Use demo() to run them.
• Package NEWS.

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

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Source: https://search.r-project.org/CRAN/refmans/markovchain/html/00Index.html

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