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.
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=DTMCPack
to link to this page.