DTMCPack: Suite of functions related to discrete-time discrete-state Markov Chains

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.

Version: 0.1-2
Published: 2013-05-28
Author: William Nicholson
Maintainer: William Nicholson <wbnicholson at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: DTMCPack results

Downloads:

Reference manual: DTMCPack.pdf
Package source: DTMCPack_0.1-2.tar.gz
MacOS X binary: DTMCPack_0.1-2.tgz
Windows binary: DTMCPack_0.1-2.zip