generator: Build the generator matrix of a continuous-time Markov chain

In LaMa: Fast Numerical Maximum Likelihood Estimation for Latent Markov Models

Build the generator matrix of a continuous-time Markov chain

Description

This function builds the infinitesimal generator matrix for a continuous-time Markov chain from an unconstrained parameter vector.

Usage

generator(param, byrow = FALSE, report = TRUE)

Arguments

param	unconstrained parameter vector of length N*(N-1) where N is the number of states of the Markov chain
byrow	logical indicating if the transition probability matrix should be filled by row
report	logical, indicating whether the generator matrix Q should be reported from the fitted model. Defaults to TRUE, but only works if when automatic differentiation with RTMB is used.

Value

infinitesimal generator matrix of dimension c(N,N)

See Also

Other transition probability matrix functions: tpm(), tpm_cont(), tpm_emb(), tpm_emb_g(), tpm_g(), tpm_g2(), tpm_p()

Examples

# 2 states: 2 free off-diagonal elements
generator(rep(-1, 2))
# 3 states: 6 free off-diagonal elements
generator(rep(-2, 6))

LaMa documentation built on Nov. 5, 2025, 6:42 p.m.