tsGmatprodA0totau | R Documentation |
Function that creates a big matrix ts_G_mat_prod_A_0_to_tau containing Prod(A_t)t=0,tau.
tsGmatprodA0totau(K, vec_alpha_ij, tau, DeltaT, modA_mat)
K |
an integer representing the size of K*K matrix |
vec_alpha_ij |
a vector of overall parameters associated to the model.matrix for elements of the transistion matrix |
tau |
vector of integers indicating times |
DeltaT |
double that indicates the discretization step |
modA_mat |
model.matrix for elements of the transistion matrix |
a matrix
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