ConstrA | R Documentation |
Function that constructs the transition matrix at time t
ConstrA(K, t, DeltaT, vec_alpha_ij, modA_mat)
K |
an integer representing the size of K*K matrix |
t |
an integer indicating the time at which coefficients are computed |
DeltaT |
double that indicates the discretization step |
vec_alpha_ij |
a vector of overall parameters associated to the model.matrix for elements of the transistion matrix |
modA_mat |
model.matrix for elements of the transistion matrix |
Id + DeltaT*A where A is the transition matrix
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