process.prob.one: Calculate transition probability for linear birth death...

In DOBAD: Analysis of Discretely Observed Linear Birth-and-Death(-and-Immigration) Markov Chains

Description

Calculate transition probability for linear birth death process.

Usage

process.prob.one(t, lambda, mu, nu = 0, X0 = 1, Xt,eps.t=1e-10,
eps.params=1e-10, n = -111)
process.prob.many(t, lambda, mu, nu = 0, X0 = 1, n = 1024)

Arguments

t	Time for transition.
lambda	Linear birth rate
mu	linear death rate
nu	immigration rate.
X0	starting state.
Xt	ending state.
n	Deprecated; for backwards compatibility.
eps.t	One precision level below which the function switches to using the generating function instead of the Orthogonal Polynomial Solution to calculate transition probability. Needed when the parameters or time are close to a boundary for which the OPS isn't defined.
eps.params	Another precision level like eps.t.

Details

Calculates P(X_t=Xt |X_0=X0).

DOBAD documentation built on May 2, 2019, 3:04 a.m.