PyDTMC is a full-featured, lightweight library for discrete-time Markov chains analysis. It provides classes and functions for creating, manipulating and simulating markovian stochastic processes.
Requirements
PyDTMC supports only Python 3 and the minimum required version is 3.6. In addition, the environment must include the following libraries:
For a better user experience, it's recommended to install Graphviz and PyDot before using the plot_graph function.
In order to build the project documentation, it's necessary to install Sphinx.
In order to perform unit tests, it's necessary to install PyTest.
Installation & Upgrade
Via PyPI:
$ pip install PyDTMC
$ pip install --upgrade PyDTMC
Via GitHub:
$ pip install git+https://github.com/TommasoBelluzzo/PyDTMC.git@master#egg=PyDTMC
$ pip install --upgrade git+https://github.com/TommasoBelluzzo/PyDTMC.git@master#egg=PyDTMC
Usage
The core element of the library is the MarkovChain class, which can be instantiated as follows:
>>> p = [[0.2, 0.7, 0.0, 0.1], [0.0, 0.6, 0.3, 0.1], [0.0, 0.0, 1.0, 0.0], [0.5, 0.0, 0.5, 0.0]]
>>> mc = MarkovChain(p, ['A', 'B', 'C', 'D'])
>>> print(mc)
DISCRETE-TIME MARKOV CHAIN
SIZE: 4
RANK: 4
CLASSES: 2
> RECURRENT: 1
> TRANSIENT: 1
ERGODIC: NO
> APERIODIC: YES
> IRREDUCIBLE: NO
ABSORBING: YES
REGULAR: NO
REVERSIBLE: NO
Below a few examples of MarkovChain instance properties and static computations:
>>> print(mc.is_ergodic)
False
>>> print(mc.recurrent_states)
['C']
>>> print(mc.transient_states)
['A', 'B', 'D']
>>> print(mc.steady_states)
[array([0.0, 0.0, 1.0, 0.0])]
>>> print(mc.is_absorbing)
True
>>> print(mc.fundamental_matrix)
[[1.50943396 2.64150943 0.41509434]
[0.18867925 2.83018868 0.30188679]
[0.75471698 1.32075472 1.20754717]]
>>> print(mc.kemeny_constant)
5.547169811320755
>>> print(mc.mean_absorption_times())
[4.56603774 3.32075472 3.28301887]
>>> print(mc.absorption_probabilities())
[1.0 1.0 1.0]
>>> print(mc.entropy_rate)
None
Dynamic computations on MarkovChain instances can be performed through their parametrized methods:
>>> print(mc.expected_rewards(10, [2, -3, 8, -7]))
[-2.76071635, -12.01665113, 23.23460025, -8.45723276]
>>> print(mc.expected_transitions(2))
[[0.085, 0.2975, 0.0, 0.0425]
[0.0, 0.345, 0.1725, 0.0575]
[0.0, 0.0, 0.7, 0.0 ]
[0.15, 0.0, 0.15, 0.0 ]]
>>> print(mc.first_passage_probabilities(5, 3))
[[0.5, 0.0, 0.5, 0.0 ]
[0.0, 0.35, 0.0, 0.05 ]
[0.0, 0.07, 0.13, 0.045 ]
[0.0, 0.0315, 0.1065, 0.03 ]
[0.0, 0.0098, 0.0761, 0.0186]]
>>> print(mc.hitting_probabilities([0, 1]))
[1.0, 1.0, 0.0, 0.5]
>>> print(mc.walk(10))
['B', 'B', 'B', 'D', 'A', 'B', 'B', 'C', 'C', 'C']
Plotting functions can provide a visual representation of MarkovChain instances; in order to display function outputs immediately, the interactive mode of Matplotlib must be turned on:
>>> plot_eigenvalues(mc)
>>> plot_graph(mc)
>>> plot_walk(mc, 10, 'sequence')
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