Description Usage Arguments Value See Also Examples
View source: R/1_ctmcProbabilisticSAI.R
Calculate the generator matrix for a corresponding transition matrix
1 | transition2Generator(P, t = 1, method = "logarithm")
|
P |
transition matrix between time 0 and t |
t |
time of observation |
method |
"logarithm" returns the Matrix logarithm of the transition matrix |
A matrix that represent the generator of P
1 2 3 4 | mymatr <- matrix(c(.4, .6, .1, .9), nrow = 2, byrow = TRUE)
Q <- transition2Generator(P = mymatr)
expm::expm(Q)
|
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
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