unif_expm: Uniformization
In UBC-Stat-ML/pske: Probabilistic Solutions to Kolmogorov's Equations
unif_expm R Documentation
Uniformization
Description
Uniformization
Usage
unif_expm(Q, K, t_pow = 1, eps, sparse)
Arguments
Q
rate matrix.
K
precision level. If provided, eps is ignored.
t_pow
the t in exp(tQ)
eps
desired error tolerance
Value
exp(tQ) up to tolerance eps in op-1 norm.
UBC-Stat-ML/pske documentation built on April 5, 2022, 7:48 p.m.
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| unif_expm | R Documentation |
Uniformization
Description
Uniformization
Usage
unif_expm(Q, K, t_pow = 1, eps, sparse)
Arguments
Q |
rate matrix. |
K |
precision level. If provided, eps is ignored. |
t_pow |
the t in exp(tQ) |
eps |
desired error tolerance |
Value
exp(tQ) up to tolerance eps in op-1 norm.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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