ETCt | R Documentation |
ETCt
is used to obtain the Expected Total Cost vector up to t of a homogeneous continuous time Markov chain.
ETCt(R, c, t, epsilon = 0.001)
R |
numeric, represents the rate matrix of a CTMC. |
c |
vector, represents the costs of the states of a CTMC. |
t |
numeric, represents the length of time. |
epsilon |
numeric, represents the error bound of the approximation of M(t). Default value is 0.001. |
Carlos Alberto Cardozo Delgado <cardozorpackages@gmail.com>.
Ross, S, Introduction to Probability Models, Eleven Edition. Academic Press, 2014.
Kulkarni V, Introduction to modeling and analysis of stochastic systems. Second Edition. Springer-Verlag, 2011.
library(modesto) # A four states CTMC example R <- matrix(c(0,1,0,0,0, 1/72,0,1,0,0, 0,2/72,0,1,0, 0,0,3/72,0,1/2, 0,0,0,4/72,0),5,5,byrow=TRUE) ETCt(R,c(-80,-15,50,125,200),t=24,epsilon=0.001)
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