Here are some software tools for generating Markov chains etc.
A routine for computing the stationary distribution of a Markov chain.
A routine calculating the empirical transition matrix for a Markov chain. Missing data allowed.
A routine calculating higher order empirical transitions, allowing missing data etc. (Requires functions from count_stuff.S below)
A routine additing missing data to a time series with gaps in observation times. Needed for count.s and gcount.s in some cases.
A set of routines from Jim Hughes containting several versions of the "count" function, including a routine that was missing from the gcount.r function.
A couple of spatial point process
routines, and a nearest neighbor routines for point process analysis in Splus.