estimate_ctmc: Estimate the transition-rate matrix of an observed CTMC

estimate_ctmcR Documentation

Estimate the transition-rate matrix of an observed CTMC

Description

The scheme depends on number of transitions form a fixed state to any other state... more details to come.

Usage

estimate_ctmc(chain, times, m)

Arguments

chain

the observed chain

times

the times the chain is observed at

m

the maximum of number of states in the chain

Value

matrix


shill1729/markovChains documentation built on April 24, 2022, 11:50 a.m.