R: Non homogeneus discrete time Markov Chains class

markovchainList-class {markovchain} | R Documentation

## Non homogeneus discrete time Markov Chains class

### Description

A class to handle non homogeneous discrete Markov chains

### Arguments

`markovchains` | Object of class `"list"`: a list of markovchains
`name` | Object of class `"character"`: optional name of the class

### Objects from the Class

A `markovchainlist` is a list of `markovchain` objects. They can be used to model non homogeneous discrete time Markov Chains, when transition probabilities (and possible states) change by time.

### Methods

[[

  `signature(x = "markovchainList")`: extract the i-th `markovchain`

dim

  `signature(x = "markovchainList")`: number of `markovchain` underlying the matrix

predict

  `signature(object = "markovchainList")`: predict from a `markovchainList`

print

  `signature(x = "markovchainList")`: prints the list of markovchains

show

  `signature(object = "markovchainList")`: same as `print`

### Note

The class consists in a list of `markovchain` objects. It is aimed at working with non homogeneous Markov chains.

### Author(s)

Giorgio Spedicato

### References

A First Course in Probability (8th Edition), Sheldon Ross, Prentice Hall 2010

### See Also

`markovchain`

### Examples

    showClass("markovchainList")
    #define a markovchainList
    statesNames=c("a","b")

    mcA<-new("markovchain",name="MCA",
             transitionMatrix=matrix(c(0.7,0.3,0.1,0.9),
                              byrow=TRUE, nrow=2,
                              dimnames=list(statesNames,statesNames))
            )

    mcB<-new("markovchain", states=c("a","b","c"), name="MCB",
             transitionMatrix=matrix(c(0.2,0.5,0.3,0,1,0,0.1,0.8,0.1),
             nrow=3, byrow=TRUE))

    mcC<-new("markovchain", states=c("a","b","c","d"), name="MCC",
             transitionMatrix=matrix(c(0.25,0.75,0,0,0.4,0.6,
                                       0,0,0,0,0.1,0.9,0,0,0.7,0.3),
                                     nrow=4, byrow=TRUE)
    )
    mcList<-new("markovchainList",markovchains=list(mcA, mcB, mcC),
               name="Non - homogeneous Markov Chain")

[Package markovchain version 0.8.6 Index]