ctmcdlogLik | R Documentation |
Function for evaluating the likelihood function of a continuous-time Markov chain given discrete-time data.
ctmcdlogLik(gm, tmabs, te)
gm |
generator matrix of continuous-time Markov chain |
tmabs |
matrix of absolute transition frequencies |
te |
time elapsed in transition process |
log-likelihood value
Marius Pfeuffer
data(tm_abs)
## Initial guess for generator matrix (absorbing default state)
gm0=matrix(1,8,8)
diag(gm0)=0
diag(gm0)=-rowSums(gm0)
gm0[8,]=0
## Log-likelihood of initial guess
ctmcdlogLik(gm0,tm_abs,1)
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