ExpectedTime: Returns expected hitting time from state i to state j

In markovchain: Easy Handling Discrete Time Markov Chains

Returns expected hitting time from state i to state j

Description

Returns expected hitting time from state i to state j

Usage

ExpectedTime(C,i,j,useRCpp)

Arguments

C	A CTMC S4 object
i	Initial state i
j	Final state j
useRCpp	logical whether to use Rcpp

Details

According to the theorem, holding times for all states except j should be greater than 0.

Value

A numerical value that returns expected hitting times from i to j

Author(s)

Vandit Jain

References

Markovchains, J. R. Norris, Cambridge University Press

Examples

states <- c("a","b","c","d")
byRow <- TRUE
gen <- matrix(data = c(-1, 1/2, 1/2, 0, 1/4, -1/2, 0, 1/4, 1/6, 0, -1/3, 1/6, 0, 0, 0, 0),
nrow = 4,byrow = byRow, dimnames = list(states,states))
ctmc <- new("ctmc",states = states, byrow = byRow, generator = gen, name = "testctmc")
ExpectedTime(ctmc,1,4,TRUE)

markovchain documentation built on Sept. 24, 2023, 5:06 p.m.