ctmcFit: Function to fit a CTMC

In markovchain: Easy Handling Discrete Time Markov Chains

Function to fit a CTMC

Description

This function fits the underlying CTMC give the state transition data and the transition times using the maximum likelihood method (MLE)

Usage

ctmcFit(data, byrow = TRUE, name = "", confidencelevel = 0.95)

Arguments

data	It is a list of two elements. The first element is a character vector denoting the states. The second is a numeric vector denoting the corresponding transition times.
byrow	Determines if the output transition probabilities of the underlying embedded DTMC are by row.
name	Optional name for the CTMC.
confidencelevel	Confidence level for the confidence interval construnction.

Details

Note that in data, there must exist an element wise corresponding between the two elements of the list and that data[[2]][1] is always 0.

Value

It returns a list containing the CTMC object and the confidence intervals.

Author(s)

Sai Bhargav Yalamanchi

References

Continuous Time Markov Chains (vignette), Sai Bhargav Yalamanchi, Giorgio Alfredo Spedicato 2015

See Also

rctmc

Examples

data <- list(c("a", "b", "c", "a", "b", "a", "c", "b", "c"), c(0, 0.8, 2.1, 2.4, 4, 5, 5.9, 8.2, 9))
ctmcFit(data)

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