markovchain: Easy Handling Discrete Time Markov Chains
Description: Functions and S4 classes to create, manage and analyse discrete time Markov chains. Includes probabilistic analysis of chain structure (state classification, hitting times, stationary distributions, spectral and mixing diagnostics), statistical inference (maximum likelihood and Bayesian estimation, tests of the Markov property, homogeneity, stationarity and order, simulation), higher-order and multivariate chains, state aggregation, and import/export to JSON, YAML and CSV. Basic support for continuous time Markov chains is also provided; some of these functions depend on the suggested 'ctmcd' package. See Spedicato (2017) <doi:10.32614/RJ-2017-036>.
| Version: | 1.2 |
| Depends: | R (≥ 4.4.0), Matrix (≥ 1.5-0), methods |
| Imports: | igraph (≥ 1.0.0), expm, stats4, parallel, Rcpp (≥ 1.0.2), RcppParallel, utils, stats, grDevices |
| LinkingTo: | Rcpp, RcppParallel, RcppArmadillo (≥ 0.9.600.4.0) |
| Suggests: | knitr, testthat, diagram, DiagrammeR, ggplot2 (≥ 3.4.0), msm, Rsolnp, rmarkdown, ctmcd, bookdown, rticles, MCMCpack, microbenchmark, quarto, jsonlite, yaml, xml2 |
| Enhances: | etm |
| Published: | 2026-10-10 |
| DOI: | 10.32614/CRAN.package.markovchain |
| Author: | Giorgio Alfredo Spedicato
 [aut, cre],
Tae Seung Kang [aut],
Sai Bhargav Yalamanchi [aut],
Mildenberger Thoralf
[ctb],
Deepak Yadav [aut],
Ignacio Cordón
[aut],
Vandit Jain [ctb],
Toni Giorgino
[ctb],
Richèl J.C. Bilderbeek
[ctb],
Daniel Ebbert
[ctb],
Shreyash Maheshwari [ctb],
Reinhold Koch [ctb] |
| Maintainer: | Giorgio Alfredo Spedicato <spedicato_giorgio at yahoo.it> |
| BugReports: | https://github.com/spedygiorgio/markovchain/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/spedygiorgio/markovchain/ |
| NeedsCompilation: | yes |
| SystemRequirements: | GNU make, Quarto |
| Citation: | markovchain citation info |
| Materials: | README, NEWS |
| In views: | Finance |
| CRAN checks: | markovchain results |
Documentation:
| Reference manual: | markovchain.html , markovchain.pdf |
| Vignettes: |
An introduction to markovchain package (source, R code) Google Summer of Code 2017 Additions (source, R code) Higher order Markov chains (source, R code) |
Downloads:
| Package source: | markovchain_1.2.tar.gz |
| Windows binaries: | r-devel: markovchain_1.1.1.zip, r-release: markovchain_1.1.1.zip, r-oldrel: markovchain_1.1.1.zip |
| macOS binaries: | r-release (arm64): markovchain_1.1.1.tgz, r-oldrel (arm64): markovchain_1.1.1.tgz, r-release (x86_64): markovchain_1.2.tgz, r-oldrel (x86_64): markovchain_1.1.1.tgz |
| Old sources: | markovchain archive |
Reverse dependencies:
| Reverse imports: | dtms, HVT, modesto |
| Reverse suggests: | aqp, CADF, lifecontingencies |
Linking:
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