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.


Reference manual

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install.packages("DTMCPack")

0.1-3 by William Nicholson, 5 years ago


Browse source code at https://github.com/cran/DTMCPack


Authors: William Nicholson


Documentation:   PDF Manual  


GPL (>= 2) license


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See at CRAN