Pctmc: Transition Matrix of a CTMC.

In ctmcmove: Modeling Animal Movement with Continuous-Time Discrete-Space Markov Chains

Description

Computes the transition matrix P(t) of a CTMC with given rate matrix (Q) and time (t).

Usage

Pctmc(Q,t)

Arguments

Q	A square matrix. Either a rate matrix or the infinitessimal generator of the CTMC.
t	A numeric value - the time step.

Details

Uses the method of homogenization to compute the probability transition matrix given by exp(Q*t).

Value

A square matrix P with entries P[i,j]=Prob(X(t)=j|X(0)=i)

Author(s)

Ephraim M. Hanks

References

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

Examples

## For example code, do
##
## > help(ctmcMove)

Example output

Loading required package: raster
Loading required package: sp
Loading required package: Matrix
Loading required package: fda
Loading required package: splines

Attaching package: 'fda'

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

    matplot

Loading required package: gdistance
Loading required package: igraph

Attaching package: 'igraph'

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

    union

The following objects are masked from 'package:stats':

    decompose, spectrum

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

    union


Attaching package: 'gdistance'

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

    normalize

ctmcmove documentation built on May 1, 2019, 7:56 p.m.