rNijTRiT_Unif: C++ Based Uniformization Sampling

In ctmcd: Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data

Description

Function for generating initial and endpoint-conditioned Markov process sampling paths for a given discrete-time transition matrix

Usage

rNijTRiT_Unif(tmabs, te, gm, tpm) 

Arguments

tmabs	matrix of absolute transition frequencies
te	time elapsed in transition process
gm	generator matrix
tpm	discrete-time transition probability matrix, matrix exponential of gm

Details

Function for the simulation of paths from an endpoint-conditioned Markov process. Returns number of transitions NijT and cumulative holding times RiT.

Author(s)

Jon Fintzi, Marius Pfeuffer

References

J. Fintzi: R Package ECctmc, 2016.

A. Hobolth and E. A. Stone: Simulation from Endpoint-Conditioned, Continuous-Time Markov Chains on a Finite State Space, with Applications to Molecular Evolution. Annals of Applied Statistics 3(3):1204-1231, 2009

Examples

data(tm_abs)

## Generator Matrix
gm=matrix(1,8,8)
diag(gm)=0
diag(gm)=-rowSums(gm)
gm[8,]=0

## Transition Probability Matrix
library(expm)
te=1
tpm=expm(gm*te)

rNijTRiT_Unif(tm_abs,te,gm,tpm)

Example output

Loading required package: Matrix

Attaching package: 'expm'

The following object is masked from 'package:Matrix':

    expm

$RiT
[1]  724.44345  902.85005 1115.62990 1127.87344  952.80055  918.99552  679.83170
[8]   50.57537

$NijT
     [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8]
[1,]    0  825  895  926  784  799  717   12
[2,]  842    8  995 1028  888  900  767    4
[3,]  887 1036   25 1104 1058  977  889   13
[4,]  946  983 1058   25 1029 1031  876   11
[5,]  813  895 1029 1012   12  938  890   10
[6,]  802  905 1016 1042  944   17  790   21
[7,]  650  796  902  851  873  811    0   14
[8,]    0    0    0    0    0    0    0    0

ctmcd documentation built on Oct. 10, 2017, 1:10 a.m.