Mt | R Documentation |
Mt
is used to obtain the Occupancy matrix of a homogeneous continuous time Markov chain for a period of time [0,t].
Mt(R, t, epsilon = 0.001)
R |
numeric, represents the rate matrix 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 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) Mt(R,t=24,epsilon=0.005)
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