transition2Generator: Return the generator matrix for a corresponding transition...
In markovchain: Easy Handling Discrete Time Markov Chains
View source: R/ctmcProbabilistic.R
transition2Generator R Documentation
Return the generator matrix for a corresponding transition matrix
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)
markovchain documentation built on April 3, 2025, 9:59 p.m.
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View source: R/ctmcProbabilistic.R
| transition2Generator | R Documentation |
Return the generator matrix for a corresponding transition matrix
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)
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.
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