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spedygiorgio
markovchain:Easy Handling Discrete Time Markov Chains
Functions and S4 methods to create and manage discrete time Markov chains more easily. In addition functions to perform statistical (fitting and drawing random variates) and probabilistic (analysis of their structural proprieties) analysis are provided. See Spedicato (2017) <doi:10.32614/RJ-2017-036>. Some functions for continuous times Markov chains depend on the suggested ctmcd package.
Maintained by Giorgio Alfredo Spedicato. Last updated 4 months ago.
ctmcdtmcmarkov-chainmarkov-modelr-programmingrcppopenblascpp
19.9 match 104 stars 12.78 score 712 scripts 4 dependents
wbnicholson
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.
Maintained by William Nicholson. Last updated 3 years ago.
3.8 match 1.71 score 32 scripts