probabilityatT: Calculating probability from a ctmc object

In markovchain: Easy Handling Discrete Time Markov Chains

Calculating probability from a ctmc object

Description

This function returns the probability of every state at time t under different conditions

Usage

probabilityatT(C,t,x0,useRCpp)

Arguments

C	A CTMC S4 object
t	final time t
x0	initial state
useRCpp	logical whether to use RCpp implementation

Details

The initial state is not mandatory, In case it is not provided, function returns a matrix of transition function at time t else it returns vector of probaabilities of transition to different states if initial state was x0

Value

returns a vector or a matrix in case x0 is provided or not respectively.

Author(s)

Vandit Jain

References

INTRODUCTION TO STOCHASTIC PROCESSES WITH R, ROBERT P. DOBROW, Wiley

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")
probabilityatT(ctmc,1,useRCpp = TRUE)

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