Markov — Chain Analysis & Estimation

Markov chain analysis: stationary distribution, n-step transition, ergodicity, communicating classes, entropy rate, mean first passage time, and chain estimation from observed data. Pure Rust via stem

2 toolsmarkov

Analyze

Analyze a Markov chain. Modes: summary, stationary, n_step, classify, classes, ergodicity, entropy, mfpt.

statestransitionsanalysis

From Data

Estimate a Markov chain from observed state sequences. Returns transition matrix and stationary distribution.

statessequences