LRC | R Documentation |
LRC
is used to obtain the Long-Run Cost Rate of a homogeneous continuous time Markov chain.
LRC(X, costs)
X |
matrix, represents the rate matrix of a CTMC. |
costs |
vector, represents the costs of the states of a CTMC. |
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.
## Not run: library(modesto) # A five 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) LRC(X=R,costs=c(-80,-15,50,125,200)) ## End(Not run)
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