Pctmc | R Documentation |
Computes the transition matrix P(t) of a CTMC with given rate matrix (Q) and time (t).
Pctmc(Q,t)
Q |
A square matrix. Either a rate matrix or the infinitessimal generator of the CTMC. |
t |
A numeric value - the time step. |
Uses the method of homogenization to compute the probability transition matrix given by exp(Q*t).
A square matrix P with entries P[i,j]=Prob(X(t)=j|X(0)=i)
Ephraim M. Hanks
Hanks, E. M.; Hooten, M. B. & Alldredge, M. W. Continuous-time Discrete-space Models for Animal Movement The Annals of Applied Statistics, 2015, 9, 145-165
## For example code, do
##
## > help(ctmcMove)
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