probabilityatT: Calculating probability from a ctmc object

Description Usage Arguments Details Value Author(s) References Examples

View source: R/ctmcProbabilistic.R

Description

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

Usage

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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

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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. 15, 2019, 1:02 a.m.