Hello dear Mishra,

Thé n'est one I have used is "markovchain" package un R softwar

Hello Mishra,

You can also take a look at "Arena". Arena package is popular in the Operations Research community. A reference for it is

"Simulation Modeling and Analysis with ARENA"

by Tayfur Altiok and Benjamin Melamed

Also, you can find a "List of discrete event simulation software" in Wikipedia.

IRT-PRO -->

Cai, L., Du Toit, S. H. C., & Thissen, D. (2011). IRTPRO: Flexible, multidimensional, multiple categorical IRT modeling [Computer software]. Chicago, IL: Scientific Software International.

Hope this helps,

Matt

Also possible with Excel or Matlab, both being more flexible for modelling as well...

Hello dear Mishra

The "winbugs" uses Markov Chain Monte Carlo for bayesian inference.

You can find free version.

Robab Aghazadeh Chakherloo, he asked about Markov chain modelling not simulation MCMC method. Thanks

Wolfram Mathematica is also a very rich environment for simulating Markov chains using MCMC methods.