Suite of functions related to discrete-time discrete-state
Markov Chains
R package DTMCPack version 0.1-2
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.
Software
William Nicholson<wbnicholson@gmail.com>
Comprehensive R Archive Network (CRAN)
William Nicholson
GPL (>= 2)
2013-05-28
application/tgz
https://CRAN.R-project.org/package=DTMCPack