File: probabilistic.R

package info (click to toggle)
r-cran-markovchain 0.8.5-4-1
  • links: PTS, VCS
  • area: main
  • in suites: bullseye
  • size: 2,060 kB
  • sloc: cpp: 2,854; sh: 13; makefile: 2
file content (939 lines) | stat: -rw-r--r-- 29,094 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
# given a markovchain object is it possible to reach goal state from 
# a given state

#' @name is.accessible
#' @title Verify if a state j is reachable from state i.
#' @description This function verifies if a state is reachable from another, i.e., 
#'              if there exists a path that leads to state j leaving from state i with 
#'              positive probability
#'              
#' @param object A \code{markovchain} object.
#' @param from The name of state "i" (beginning state).
#' @param to The name of state "j" (ending state).
#' 
#' @details It wraps an internal function named \code{reachabilityMatrix}.
#' @return A boolean value.
#' 
#' @references James Montgomery, University of Madison
#' 
#' @author Giorgio Spedicato, Ignacio Cordón
#' @seealso \code{is.irreducible}
#' 
#' @examples 
#' statesNames <- c("a", "b", "c")
#' markovB <- new("markovchain", states = statesNames, 
#'                transitionMatrix = matrix(c(0.2, 0.5, 0.3,
#'                                              0,   1,   0,
#'                                            0.1, 0.8, 0.1), nrow = 3, byrow = TRUE, 
#'                                          dimnames = list(statesNames, statesNames)
#'                                         )
#'                )
#' is.accessible(markovB, "a", "c")
#' 
#' @exportMethod is.accessible
setGeneric("is.accessible", function(object, from, to) standardGeneric("is.accessible"))

setMethod("is.accessible", c("markovchain", "character", "character"), 
  function(object, from, to) {
    # O(n²) procedure to see if to state is reachable starting at from state
    return(.isAccessibleRcpp(object, from, to))
  }
)

setMethod("is.accessible", c("markovchain", "missing", "missing"), 
  function(object, from, to) {
    .reachabilityMatrixRcpp(object)
  }
)

# a markov chain is irreducible if it is composed of only one communicating class

#' @name is.irreducible
#' @title Function to check if a Markov chain is irreducible (i.e. ergodic)
#' @description This function verifies whether a \code{markovchain} object transition matrix 
#'              is composed by only one communicating class.
#' @param object A \code{markovchain} object
#' 
#' @details It is based on \code{.communicatingClasses} internal function.
#' @return A boolean values.
#' 
#' @references Feres, Matlab listings for Markov Chains.
#' @author Giorgio Spedicato
#' 
#' @seealso \code{\link{summary}}
#' 
#' @examples 
#' statesNames <- c("a", "b")
#' mcA <- new("markovchain", transitionMatrix = matrix(c(0.7,0.3,0.1,0.9),
#'                                              byrow = TRUE, nrow = 2, 
#'                                              dimnames = list(statesNames, statesNames)
#'            ))
#' is.irreducible(mcA)
#' 
#' @exportMethod is.irreducible
setGeneric("is.irreducible", function(object) standardGeneric("is.irreducible"))

setMethod("is.irreducible", "markovchain", function(object) {
  .isIrreducibleRcpp(object)
})


# what this function will do?
# It calculates the probability to go from given state
# to all other states in k steps
# k varies from 1 to n

#' @name firstPassage
#' @title First passage across states
#' @description This function compute the first passage probability in states
#' 
#' @param object A \code{markovchain} object
#' @param state Initial state
#' @param n Number of rows on which compute the distribution
#' 
#' @details Based on Feres' Matlab listings
#' @return A matrix of size 1:n x number of states showing the probability of the 
#'         first time of passage in states to be exactly the number in the row.
#'
#' @references Renaldo Feres, Notes for Math 450 Matlab listings for Markov chains
#' 
#' @author Giorgio Spedicato
#' @seealso \code{\link{conditionalDistribution}}
#' 
#' @examples 
#' simpleMc <- new("markovchain", states = c("a", "b"),
#'                  transitionMatrix = matrix(c(0.4, 0.6, .3, .7), 
#'                                     nrow = 2, byrow = TRUE))
#' firstPassage(simpleMc, "b", 20)
#'
#' @export
firstPassage <- function(object, state, n) {
  P <- object@transitionMatrix
  stateNames <- states(object)
  
  # row number
  i <- which(stateNames == state)

  
  outMatr <- .firstpassageKernelRcpp(P = P, i = i, n = n)
  colnames(outMatr) <- stateNames
  rownames(outMatr) <- 1:n
  return(outMatr)
}




#' function to calculate first passage probabilities
#' 
#' @description The function calculates first passage probability for a subset of
#' states given an initial state.
#' 
#' @param object a markovchain-class object
#' @param state intital state of the process (charactervector)
#' @param set set of states A, first passage of which is to be calculated
#' @param n Number of rows on which compute the distribution
#' 
#' @return A vector of size n showing the first time proabilities
#' @references
#' Renaldo Feres, Notes for Math 450 Matlab listings for Markov chains;
#' MIT OCW, course - 6.262, Discrete Stochastic Processes, course-notes, chap -05
#' 
#' @author Vandit Jain
#' 
#' @seealso \code{\link{firstPassage}}
#' @examples 
#' statesNames <- c("a", "b", "c")
#' markovB <- new("markovchain", states = statesNames, transitionMatrix =
#' matrix(c(0.2, 0.5, 0.3,
#'          0, 1, 0,
#'          0.1, 0.8, 0.1), nrow = 3, byrow = TRUE,
#'        dimnames = list(statesNames, statesNames)
#' ))
#' firstPassageMultiple(markovB,"a",c("b","c"),4)  
#' 
#' @export 
firstPassageMultiple <- function(object,state,set, n){
  
  # gets the transition matrix
  P <- object@transitionMatrix
  
  # character vector of states of the markovchain
  stateNames <- states(object)
  
  k <- -1
  k <- which(stateNames == state)
  if(k==-1)
    stop("please provide a valid initial state")
  
  # gets the set in numeric vector
  setno <- rep(0,length(set))
  for(i in 1:length(set))
  {
    setno[i] = which(set[i] == stateNames)
    if(setno[i] == 0)
      stop("please provide proper set of states")
  }
  
  # calls Rcpp implementation
  outMatr <- .firstPassageMultipleRCpp(P,k,setno,n)
  
  #sets column and row names of output
  colnames(outMatr) <- "set"
  rownames(outMatr) <- 1:n
  return(outMatr)
}


#' @name communicatingClasses
#' @rdname structuralAnalysis
#' @aliases transientStates recurrentStates absorbingStates communicatingClasses
#'   transientClasses recurrentClasses
#' @title Various function to perform structural analysis of DTMC
#' @description These functions return absorbing and transient states of the \code{markovchain} objects.
#' 
#' @param object A \code{markovchain} object.
#' 
#' @return
#' \describe{
#'   \item{\code{period}}{returns a integer number corresponding to the periodicity of the Markov 
#'     chain (if it is irreducible)}
#'   \item{\code{absorbingStates}}{returns a character vector with the names of the absorbing 
#'     states in the Markov chain}
#'   \item{\code{communicatingClasses}}{returns a list in which each slot contains the names of
#'     the states that are in that communicating class}
#'   \item{\code{recurrentClasses}}{analogously to \code{communicatingClasses}, but with 
#'     recurrent classes}
#'   \item{\code{transientClasses}}{analogously to \code{communicatingClasses}, but with 
#'     transient classes}
#'   \item{\code{transientStates}}{returns a character vector with all the transient states
#'     for the Markov chain}
#'   \item{\code{recurrentStates}}{returns a character vector with all the recurrent states 
#'     for the Markov chain}
#'   \item{\code{canonicForm}}{returns the Markov chain reordered by a permutation of states 
#'     so that we have blocks submatrices for each of the recurrent classes and a collection 
#'     of rows in the end for the transient states}
#' }
#' 
#' @references Feres, Matlab listing for markov chain.
#' 
#' @author Giorgio Alfredo Spedicato, Ignacio Cordón
#' 
#' @seealso \code{\linkS4class{markovchain}}
#' 
#' @examples 
#' statesNames <- c("a", "b", "c")
#' mc <- new("markovchain", states = statesNames, transitionMatrix =
#'           matrix(c(0.2, 0.5, 0.3,
#'                    0,   1,   0,
#'                    0.1, 0.8, 0.1), nrow = 3, byrow = TRUE,
#'                  dimnames = list(statesNames, statesNames))
#'          )
#' 
#' communicatingClasses(mc)
#' recurrentClasses(mc)
#' recurrentClasses(mc)
#' absorbingStates(mc)
#' transientStates(mc)
#' recurrentStates(mc)
#' canonicForm(mc)
#' 
#' # periodicity analysis
#' A <- matrix(c(0, 1, 0, 0, 0.5, 0, 0.5, 0, 0, 0.5, 0, 0.5, 0, 0, 1, 0), 
#'             nrow = 4, ncol = 4, byrow = TRUE)
#' mcA <- new("markovchain", states = c("a", "b", "c", "d"), 
#'           transitionMatrix = A,
#'           name = "A")
#'
#' is.irreducible(mcA) #true
#' period(mcA) #2
#'
#' # periodicity analysis
#' B <- matrix(c(0, 0, 1/2, 1/4, 1/4, 0, 0,
#'                    0, 0, 1/3, 0, 2/3, 0, 0,
#'                    0, 0, 0, 0, 0, 1/3, 2/3,
#'                    0, 0, 0, 0, 0, 1/2, 1/2,
#'                    0, 0, 0, 0, 0, 3/4, 1/4,
#'                    1/2, 1/2, 0, 0, 0, 0, 0,
#'                    1/4, 3/4, 0, 0, 0, 0, 0), byrow = TRUE, ncol = 7)
#' mcB <- new("markovchain", transitionMatrix = B)
#' period(mcB)
#' 
#' @exportMethod communicatingClasses
setGeneric("communicatingClasses", function(object) standardGeneric("communicatingClasses"))

setMethod("communicatingClasses", "markovchain", function(object) {
  return(.communicatingClassesRcpp(object))
})


# A communicating class will be a recurrent class if 
# there is no outgoing edge from this class
# Recurrent classes are subset of communicating classes
#' @rdname structuralAnalysis
#' 
#' @exportMethod recurrentClasses
setGeneric("recurrentClasses", function(object) standardGeneric("recurrentClasses"))

setMethod("recurrentClasses", "markovchain", function(object) {
  return(.recurrentClassesRcpp(object))
})


# A communicating class will be a transient class iff
# there is an outgoing edge from this class to an state
# outside of the class
# Transient classes are subset of communicating classes
#' @rdname structuralAnalysis
#' 
#' @exportMethod transientClasses
setGeneric("transientClasses", function(object) standardGeneric("transientClasses"))

setMethod("transientClasses", "markovchain", function(object) {
  return(.transientClassesRcpp(object))
})


#' @rdname structuralAnalysis
#' 
#' @exportMethod transientStates
setGeneric("transientStates", function(object) standardGeneric("transientStates"))


setMethod("transientStates", "markovchain", function(object) {
    .transientStatesRcpp(object)
  }
)


#' @rdname structuralAnalysis
#' 
#' @exportMethod recurrentStates
setGeneric("recurrentStates", function(object) standardGeneric("recurrentStates"))


setMethod("recurrentStates", "markovchain", function(object) {
    .recurrentStatesRcpp(object)
  }
)

# generic function to extract absorbing states

#' @rdname structuralAnalysis
#' 
#' @exportMethod absorbingStates
setGeneric("absorbingStates", function(object) standardGeneric("absorbingStates"))

setMethod("absorbingStates", "markovchain", function(object) {
    .absorbingStatesRcpp(object)
  }
)


#' @rdname structuralAnalysis
#' 
#' @exportMethod canonicForm
setGeneric("canonicForm", function(object) standardGeneric("canonicForm"))

setMethod("canonicForm", "markovchain", function(object) {
    .canonicFormRcpp(object)
  }
)


#' @title Calculates committor of a markovchain object with respect to set A, B
#' 
#' @description Returns the probability of hitting states rom set A before set B 
#' with different initial states
#' 
#' @usage committorAB(object,A,B,p)
#' 
#' @param object a markovchain class object
#' @param A a set of states
#' @param B a set of states
#' @param p initial state (default value : 1)
#' 
#' @details The function solves a system of linear equations to calculate probaility that the process hits
#' a state from set A before any state from set B
#' 
#' @return Return a vector of probabilities in case initial state is not provided else returns a number
#' 
#' @examples 
#' transMatr <- matrix(c(0,0,0,1,0.5,
#'                       0.5,0,0,0,0,
#'                       0.5,0,0,0,0,
#'                       0,0.2,0.4,0,0,
#'                       0,0.8,0.6,0,0.5),
#'                       nrow = 5)
#' object <- new("markovchain", states=c("a","b","c","d","e"),transitionMatrix=transMatr)
#' committorAB(object,c(5),c(3))
#' 
#' @export
committorAB <- function(object,A,B,p=1) {
  
  if(!class(object) == "markovchain")
    stop("please provide a valid markovchain object")
  
  matrix <- object@transitionMatrix
  
  noofstates <- length(object@states)
  
  for(i in length(A))
  {
    if(A[i] <= 0 || A[i] > noofstates)
      stop("please provide a valid set A")
  }
  
  for(i in length(B))
  {
    if(B[i] <= 0 || B[i] > noofstates)
      stop("please provide a valid set B")
  }
  
  for(i in 1:noofstates)
  {
    if(i %in% A && i %in% B)
      stop("intersection of set A and B in not null")
  }
  
  if(p <=0 || p > noofstates)
    stop("please provide a valid initial state")
  
  I <- diag(noofstates)
  
  matrix <- matrix - I
  
  A_size = length(A)
  B_size = length(B)
  
  # sets the matrix according to the provided states
  for(i in 1:A_size)
  {
    for(j in 1:noofstates)
    {
      if(A[i]==j)
        matrix[A[i],j] = 1
      else
        matrix[A[i],j] = 0
    }
  }
  
  # sets the matrix according to the provided states
  for(i in 1:B_size)
  {
    for(j in 1:noofstates)
    {
      if(B[i]==j)
        matrix[B[i],j] = 1
      else
        matrix[B[i],j] = 0
    }
  }
  
  # initialises b in the equation the system of equation AX =b
  b <- rep(0,noofstates)
  
  
  for(i in 1:A_size)
  {
    b[A[i]] = 1
  }
  
  # solve AX = b according using solve function from base package
  out <- solve(matrix,b)
  
  
  if(missing(p))
    return(out)
  else
    return(out[p])
}


#' Expected Rewards for a markovchain
#' 
#' @description Given a markovchain object and reward values for every state,
#' function calculates expected reward value after n steps.
#' 
#' @usage expectedRewards(markovchain,n,rewards)
#' 
#' @param markovchain the markovchain-class object
#' @param n no of steps of the process
#' @param rewards vector depicting rewards coressponding to states
#' 
#' @details the function uses a dynamic programming approach to solve a 
#' recursive equation described in reference.
#' 
#' @return
#' returns a vector of expected rewards for different initial states
#' 
#' @author Vandit Jain
#' 
#' @references Stochastic Processes: Theory for Applications, Robert G. Gallager,
#' Cambridge University Press
#' 
#' @examples 
#' transMatr<-matrix(c(0.99,0.01,0.01,0.99),nrow=2,byrow=TRUE)
#' simpleMc<-new("markovchain", states=c("a","b"),
#'              transitionMatrix=transMatr)
#' expectedRewards(simpleMc,1,c(0,1))
#' @export
expectedRewards <- function(markovchain, n, rewards) {
  
  # gets the transition matrix
  matrix <- markovchain@transitionMatrix
  
  # Rcpp implementation of the function
  out <- .expectedRewardsRCpp(matrix,n, rewards)
  
  noofStates <- length(states(markovchain))
  
  result <- rep(0,noofStates)
  
  for(i in 1:noofStates)
    result[i] = out[i]
  
  #names(result) <- states(markovchain)
  return(result)
}

#' Expected first passage Rewards for a set of states in a markovchain
#' 
#' @description Given a markovchain object and reward values for every state,
#' function calculates expected reward value for a set A of states after n 
#' steps. 
#'  
#' @usage expectedRewardsBeforeHittingA(markovchain, A, state, rewards, n)
#'  
#' @param markovchain the markovchain-class object
#' @param A set of states for first passage expected reward
#' @param state initial state
#' @param rewards vector depicting rewards coressponding to states
#' @param n no of steps of the process
#'  
#' @details The function returns the value of expected first passage 
#' rewards given rewards coressponding to every state, an initial state
#' and number of steps.
#'  
#' @return returns a expected reward (numerical value) as described above
#'  
#' @author Sai Bhargav Yalamanchi, Vandit Jain
#'  
#' @export
expectedRewardsBeforeHittingA <- function(markovchain, A, state, rewards, n) {
  
  ## gets the markovchain matrix
  matrix <- markovchain@transitionMatrix
  
  # gets the names of states
  stateNames <- states(markovchain)
  
  # no of states
  S <- length(stateNames)
  
  # vectors for states in S-A
  SAno <- rep(0,S-length(A))
  rewardsSA <- rep(0,S-length(A))
  
  # for initialisation for set S-A 
  i=1
  ini = -1
  for(j in 1:length(stateNames))
  {
    if(!(stateNames[j] %in% A)){
      SAno[i] = j
      rewardsSA[i] = rewards[j]
      if(stateNames[j] == state)
        ini = i
      i = i+1
    }
  }
  
  ## get the matrix coressponding to S-A
  matrix <- matrix[SAno,SAno]
  
  ## cals the cpp implementation
  out <- .expectedRewardsBeforeHittingARCpp(matrix, ini, rewardsSA, n)
  
  return(out)
  
}




#' Mean First Passage Time for irreducible Markov chains
#'
#' @description Given an irreducible (ergodic) markovchain object, this function
#'   calculates the expected number of steps to reach other states
#'
#' @param object the markovchain object
#' @param destination a character vector representing the states respect to
#'   which we want to compute the mean first passage time. Empty by default
#'
#' @details For an ergodic Markov chain it computes: 
#' \itemize{ 
#'   \item If destination is empty, the average first time (in steps) that takes
#'   the Markov chain to go from initial state i to j. (i, j) represents that 
#'   value in case the Markov chain is given row-wise, (j, i) in case it is given
#'   col-wise. 
#'   \item If destination is not empty, the average time it takes us from the 
#'   remaining states to reach the states in \code{destination} 
#' }
#'
#' @return a Matrix of the same size with the average first passage times if
#'   destination is empty, a vector if destination is not
#'
#' @author Toni Giorgino, Ignacio Cordón
#'
#' @references C. M. Grinstead and J. L. Snell. Introduction to Probability.
#' American Mathematical Soc., 2012.
#'
#' @examples
#' m <- matrix(1 / 10 * c(6,3,1,
#'                        2,3,5,
#'                        4,1,5), ncol = 3, byrow = TRUE)
#' mc <- new("markovchain", states = c("s","c","r"), transitionMatrix = m)
#' meanFirstPassageTime(mc, "r")
#'
#'
#' # Grinstead and Snell's "Oz weather" worked out example
#' mOz <- matrix(c(2,1,1,
#'                 2,0,2,
#'                 1,1,2)/4, ncol = 3, byrow = TRUE)
#'
#' mcOz <- new("markovchain", states = c("s", "c", "r"), transitionMatrix = mOz)
#' meanFirstPassageTime(mcOz)
#'
#' @export meanFirstPassageTime
setGeneric("meanFirstPassageTime", function(object, destination) {
  standardGeneric("meanFirstPassageTime")
})


setMethod("meanFirstPassageTime",  signature("markovchain", "missing"),
  function(object, destination) {
    destination = character()
    .meanFirstPassageTimeRcpp(object, destination)
  }
)

setMethod("meanFirstPassageTime",  signature("markovchain", "character"),
  function(object, destination) {
    states <- object@states
    incorrectStates <- setdiff(destination, states)
    
    if (length(incorrectStates) > 0)
      stop("Some of the states you provided in destination do not match states from the markovchain")

    result <- .meanFirstPassageTimeRcpp(object, destination)
    asVector <- as.vector(result)
    names(asVector) <- colnames(result)
    
    asVector
  }
)

#' Mean recurrence time
#'
#' @description Computes the expected time to return to a recurrent state
#'   in case the Markov chain starts there
#'
#' @usage meanRecurrenceTime(object)
#'
#' @param object the markovchain object
#'
#' @return For a Markov chain it outputs is a named vector with the expected 
#'   time to first return to a state when the chain starts there.
#'   States present in the vector are only the recurrent ones. If the matrix
#'   is ergodic (i.e. irreducible), then all states are present in the output
#'   and order is the same as states order for the Markov chain
#'
#' @author Ignacio Cordón
#'
#' @references C. M. Grinstead and J. L. Snell. Introduction to Probability.
#' American Mathematical Soc., 2012.
#'
#' @examples
#' m <- matrix(1 / 10 * c(6,3,1,
#'                        2,3,5,
#'                        4,1,5), ncol = 3, byrow = TRUE)
#' mc <- new("markovchain", states = c("s","c","r"), transitionMatrix = m)
#' meanRecurrenceTime(mc)
#'
#' @export meanRecurrenceTime
setGeneric("meanRecurrenceTime", function(object) {
  standardGeneric("meanRecurrenceTime")
})

setMethod("meanRecurrenceTime", "markovchain", function(object) {
  .meanRecurrenceTimeRcpp(object)
})


#' Mean absorption time
#'
#' @description Computes the expected number of steps to go from any of the
#'   transient states to any of the recurrent states. The Markov chain should
#'   have at least one transient state for this method to work
#'
#' @usage meanAbsorptionTime(object)
#'
#' @param object the markovchain object
#'
#' @return A named vector with the expected number of steps to go from a
#'   transient state to any of the recurrent ones
#'
#' @author Ignacio Cordón
#'
#' @references C. M. Grinstead and J. L. Snell. Introduction to Probability.
#' American Mathematical Soc., 2012.
#'
#' @examples
#' m <- matrix(c(1/2, 1/2, 0,
#'               1/2, 1/2, 0,
#'                 0, 1/2, 1/2), ncol = 3, byrow = TRUE)
#' mc <- new("markovchain", states = letters[1:3], transitionMatrix = m)
#' times <- meanAbsorptionTime(mc)
#'
#' @export meanAbsorptionTime
setGeneric("meanAbsorptionTime", function(object) {
  standardGeneric("meanAbsorptionTime")
})

setMethod("meanAbsorptionTime",  "markovchain", function(object) {
  .meanAbsorptionTimeRcpp(object)
})

#' Absorption probabilities
#'
#' @description Computes the absorption probability from each transient
#'   state to each recurrent one (i.e. the (i, j) entry or (j, i), in a 
#'   stochastic matrix by columns, represents the probability that the
#'   first not transient state we can go from the transient state i is j
#'   (and therefore we are going to be absorbed in the communicating
#'   recurrent class of j)
#'
#' @usage absorptionProbabilities(object)
#'
#' @param object the markovchain object
#'
#' @return A named vector with the expected number of steps to go from a
#'   transient state to any of the recurrent ones
#'
#' @author Ignacio Cordón
#'
#' @references C. M. Grinstead and J. L. Snell. Introduction to Probability.
#' American Mathematical Soc., 2012.
#'
#' @examples
#' m <- matrix(c(1/2, 1/2, 0,
#'               1/2, 1/2, 0,
#'                 0, 1/2, 1/2), ncol = 3, byrow = TRUE)
#' mc <- new("markovchain", states = letters[1:3], transitionMatrix = m)
#' absorptionProbabilities(mc)
#'
#' @export absorptionProbabilities
setGeneric("absorptionProbabilities", function(object) {
  standardGeneric("absorptionProbabilities")
})

setMethod("absorptionProbabilities",  "markovchain", function(object) {
  .absorptionProbabilitiesRcpp(object)
})


#' @title Check if a DTMC is regular
#' 
#' @description Function to check wether a DTCM is regular
# 
#' @details A Markov chain is regular if some of the powers of its matrix has all elements 
#'   strictly positive
#' 
#' @param object a markovchain object
#'
#' @return A boolean value
#'
#' @author Ignacio Cordón
#' @references Matrix Analysis. Roger A.Horn, Charles R.Johnson. 2nd edition. 
#'   Corollary 8.5.8, Theorem 8.5.9
#'
#' 
#' @examples 
#' P <- matrix(c(0.5,  0.25, 0.25,
#'               0.5,     0, 0.5,
#'               0.25, 0.25, 0.5), nrow = 3)
#' colnames(P) <- rownames(P) <- c("R","N","S")
#' ciao <- as(P, "markovchain")
#' is.regular(ciao)
#' 
#' @seealso \code{\link{is.irreducible}}
#' 
#' @exportMethod is.regular
setGeneric("is.regular", function(object) standardGeneric("is.regular"))

setMethod("is.regular", "markovchain", function(object) {
  .isRegularRcpp(object)
})


#' Hitting probabilities for markovchain
#' 
#' @description Given a markovchain object,
#' this function calculates the probability of ever arriving from state i to j
#' 
#' @usage hittingProbabilities(object)
#' 
#' @param object the markovchain-class object
#' 
#' @return a matrix of hitting probabilities
#' 
#' @author Ignacio Cordón
#' 
#' @references R. Vélez, T. Prieto, Procesos Estocásticos, Librería UNED, 2013
#' 
#' @examples
#' M <- matlab::zeros(5, 5)
#' M[1,1] <- M[5,5] <- 1
#' M[2,1] <- M[2,3] <- 1/2
#' M[3,2] <- M[3,4] <- 1/2
#' M[4,2] <- M[4,5] <- 1/2
#' 
#' mc <- new("markovchain", transitionMatrix = M)
#' hittingProbabilities(mc)
#' 
#' @exportMethod hittingProbabilities
setGeneric("hittingProbabilities", function(object) standardGeneric("hittingProbabilities"))

setMethod("hittingProbabilities", "markovchain", function(object) {
  .hittingProbabilitiesRcpp(object)
})



#' Mean num of visits for markovchain, starting at each state
#' 
#' @description Given a markovchain object, this function calculates 
#' a matrix where the element (i, j) represents the expect number of visits
#' to the state j if the chain starts at i (in a Markov chain by columns it
#' would be the element (j, i) instead)
#' 
#' @usage meanNumVisits(object)
#' 
#' @param object the markovchain-class object
#' 
#' @return a matrix with the expect number of visits to each state
#' 
#' @author Ignacio Cordón
#' 
#' @references R. Vélez, T. Prieto, Procesos Estocásticos, Librería UNED, 2013
#' 
#' @examples
#' M <- matlab::zeros(5, 5)
#' M[1,1] <- M[5,5] <- 1
#' M[2,1] <- M[2,3] <- 1/2
#' M[3,2] <- M[3,4] <- 1/2
#' M[4,2] <- M[4,5] <- 1/2
#' 
#' mc <- new("markovchain", transitionMatrix = M)
#' meanNumVisits(mc)
#' 
#' @exportMethod meanNumVisits
setGeneric("meanNumVisits", function(object) standardGeneric("meanNumVisits"))

setMethod("meanNumVisits", "markovchain", function(object) {
  .minNumVisitsRcpp(object)
})


setMethod(
  "steadyStates",
  "markovchain", 
  function(object) {
    .steadyStatesRcpp(object)
  }
)


#' @exportMethod summary
setGeneric("summary")

# summary method for markovchain class
# lists: closed, transient classes, irreducibility, absorbint, transient states
setMethod("summary", signature(object = "markovchain"),
  function(object){
    
    # list of closed, recurrent and transient classes
    outs <- .summaryKernelRcpp(object)
    
    # display name of the markovchain object
    cat(object@name," Markov chain that is composed by:", "\n")
    
    # number of closed classes
    check <- length(outs$closedClasses)
    
    cat("Closed classes:","\n")
    
    # display closed classes
    if(check == 0) cat("NONE", "\n") else {
      for(i in 1:check) cat(outs$closedClasses[[i]], "\n")
    }
    
    # number of recurrent classes
    check <- length(outs$recurrentClasses)
    
    cat("Recurrent classes:", "\n")
    
    # display recurrent classes
    if(check == 0) cat("NONE", "\n") else {
      cat("{")
      cat(outs$recurrentClasses[[1]], sep = ",")
      cat("}")
      if(check > 1) {
        for(i in 2:check) {
          cat(",{")
          cat(outs$recurrentClasses[[i]], sep = ",")
          cat("}")
        }
      }
      cat("\n")
    }
    
    # number of transient classes
    check <- length(outs$transientClasses)
    
    cat("Transient classes:","\n")
    
    # display transient classes
    if(check == 0) cat("NONE", "\n") else {
      cat("{")
      cat(outs$transientClasses[[1]], sep = ",")
      cat("}")
      if(check > 1) { 
        for(i in 2:check) {
          cat(",{")
          cat(outs$transientClasses[[i]], sep = ",")
          cat("}")
        }
      }
      cat("\n")
    }
    
    # bool to say about irreducibility of markovchain
    irreducibility <- is.irreducible(object)
    
    if(irreducibility) 
      cat("The Markov chain is irreducible", "\n") 
    else cat("The Markov chain is not irreducible", "\n")
    
    # display absorbing states
    check <- absorbingStates(object)
    if(length(check) == 0) check <- "NONE"
    cat("The absorbing states are:", check )
    cat("\n")
    
    # return outs
    # useful when user will assign the value returned
    invisible(outs) 
  }
)