freq2Generator: Returns a generator matrix corresponding to frequency matrix

In markovchain: Easy Handling Discrete Time Markov Chains

Returns a generator matrix corresponding to frequency matrix

Description

The function provides interface to calculate generator matrix corresponding to a frequency matrix and time taken

Usage

freq2Generator(P, t = 1, method = "QO", logmethod = "Eigen")

Arguments

P	relative frequency matrix
t	(default value = 1)
method	one among "QO"(Quasi optimaisation), "WA"(weighted adjustment), "DA"(diagonal adjustment)
logmethod	method for computation of matrx algorithm (by default : Eigen)

Value

returns a generator matix with same dimnames

References

E. Kreinin and M. Sidelnikova: Regularization Algorithms for Transition Matrices. Algo Research Quarterly 4(1):23-40, 2001

Examples

sample <- matrix(c(150,2,1,1,1,200,2,1,2,1,175,1,1,1,1,150),nrow = 4,byrow = TRUE)
sample_rel = rbind((sample/rowSums(sample))[1:dim(sample)[1]-1,],c(rep(0,dim(sample)[1]-1),1)) 
freq2Generator(sample_rel,1)

data(tm_abs)
tm_rel=rbind((tm_abs/rowSums(tm_abs))[1:7,],c(rep(0,7),1))
## Derive quasi optimization generator matrix estimate
freq2Generator(tm_rel,1)

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