transition2Generator: Return the generator matrix for a corresponding transition...

In markovchain: Easy Handling Discrete Time Markov Chains

Description

Calculate the generator matrix for a corresponding transition matrix

Usage

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

rctmc

Examples

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 June 30, 2018, 5:01 p.m.