Pt2 | R Documentation |
Pt2
is used to obtain the transition matrix of a homogeneous continuous time Markov chain for a period of time of t.
Pt2(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 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 two states CTMC example Pt2(matrix(c(0,2,3,0),2,2,byrow=TRUE),t=0.7,epsilon=0.005) # A four states CTMC example R <- matrix(c(0,2,3,0,4,0,2,0,0,2,0,2,1,0,3,0),4,4,byrow=TRUE) Pt2(R,t=0.7,epsilon=0.005) # require(microbenchmark) # microbenchmark(Pt(R,t=0.7,epsilon=0.005),Pt2(R,t=0.7,epsilon=0.005),times=1000L)
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