PXt | R Documentation |
Pt
is used to obtain the transient probability distribution of a homogeneous continuous time Markov chain at a point of time t.
PXt(X0, R, t, epsilon = 0.001)
X0 |
numeric vector, represents the probability distribution of the initial state. |
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 P(t). Default values 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 three states CTMC example R <- matrix(c(0,2,0,3,0,1,0,6,0),3,3,byrow=TRUE) X0 <- c(1,0,0) PXt(X0,R,t=0.5,epsilon=0.005) X0 <- c(0,0,1) PXt(X0,R,t=0.5,epsilon=0.005)
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