transition2Generator: Return the generator matrix for a corresponding transition...
In markovchain: Easy Handling Discrete Time Markov Chains
Description
Usage
Arguments
Value
See Also
Examples
View source: R/1_ctmcProbabilisticSAI.R
Description
Calculate the generator matrix for a
corresponding transition matrix
Usage
1
transition2Generator(P, t = 1, method = "logarithm")
Arguments
P
transition matrix between time 0 and t
t
time of observation
method
"logarithm" returns the Matrix logarithm of the transition matrix
Value
A matrix that represent the generator of P
See Also
Examples
1
2
3
4
mymatr <- matrix(c(.4, .6, .1, .9), nrow = 2, byrow = TRUE)
Q <- transition2Generator(P = mymatr)
expm::expm(Q)
Example output
Package: markovchain
Version: 0.6.9.3
Date: 2017-05-08
BugReport: http://github.com/spedygiorgio/markovchain/issues
[,1] [,2]
[1,] 0.4 0.6
[2,] 0.1 0.9
markovchain documentation built on Aug. 24, 2018, 1:03 a.m.
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Description Usage Arguments Value See Also Examples
View source: R/1_ctmcProbabilisticSAI.R
Description
Calculate the generator matrix for a corresponding transition matrix
Usage
1 | transition2Generator(P, t = 1, method = "logarithm")
|
Arguments
P |
transition matrix between time 0 and t |
t |
time of observation |
method |
"logarithm" returns the Matrix logarithm of the transition matrix |
Value
A matrix that represent the generator of P
See Also
Examples
1 2 3 4 | mymatr <- matrix(c(.4, .6, .1, .9), nrow = 2, byrow = TRUE)
Q <- transition2Generator(P = mymatr)
expm::expm(Q)
|
Example output
Package: markovchain
Version: 0.6.9.3
Date: 2017-05-08
BugReport: http://github.com/spedygiorgio/markovchain/issues
[,1] [,2]
[1,] 0.4 0.6
[2,] 0.1 0.9
markovchain documentation built on Aug. 24, 2018, 1:03 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
As an Amazon Associate I earn from qualifying purchases.
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