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 depends on the suggested ctmcd package, that, as May 2023, can be retrieved from <>.

Version: 0.9.5
Depends: R (≥ 4.2.0), methods
Imports: igraph, Matrix (≥ 1.5-0), 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, msm, Rsolnp, rmarkdown, ctmcd, bookdown, rticles
Enhances: etm
Published: 2023-09-24
DOI: 10.32614/CRAN.package.markovchain
Author: Giorgio Alfredo Spedicato ORCID iD [aut, cre], Tae Seung Kang [aut], Sai Bhargav Yalamanchi [aut], Mildenberger Thoralf ORCID iD [ctb], Deepak Yadav [aut], Ignacio Cordón ORCID iD [aut], Vandit Jain [ctb], Toni Giorgino ORCID iD [ctb], Richèl J.C. Bilderbeek ORCID iD [ctb], Daniel Ebbert ORCID iD [ctb], Shreyash Maheshwari [ctb]
Maintainer: Giorgio Alfredo Spedicato <spedicato_giorgio at>
License: MIT + file LICENSE
NeedsCompilation: yes
SystemRequirements: GNU make
Citation: markovchain citation info
Materials: README NEWS
In views: Finance
CRAN checks: markovchain results


Reference manual: markovchain.pdf
Vignettes: An introduction to markovchain package
Google Summer of Code 2017 Additions
Higher order markov chains


Package source: markovchain_0.9.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): markovchain_0.9.5.tgz, r-oldrel (arm64): markovchain_0.9.5.tgz, r-release (x86_64): markovchain_0.9.5.tgz, r-oldrel (x86_64): markovchain_0.9.5.tgz
Old sources: markovchain archive

Reverse dependencies:

Reverse imports: HVT, lifecontingencies, modesto
Reverse suggests: aqp, FuzzyStatProb


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