semigroup: Numerically compute the transition matrix of a CTMC given the...
In shill1729/markovChains: Simulation, estimation and modeling with Markov chains
semigroup R Documentation
Numerically compute the transition matrix of a CTMC given the generator matrix
Description
Computes P(t)=e^{tQ}, numerically
Usage
semigroup(t, Q)
Arguments
t
time input
Q
generator matrix, also called Q-matrix, and transition-rate matrix.
Details
The exponential of a matrix is defined by the Taylor series ∑ (tQ)^n/n!
Value
matrix
shill1729/markovChains documentation built on April 24, 2022, 11:50 a.m.
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| semigroup | R Documentation |
Numerically compute the transition matrix of a CTMC given the generator matrix
Description
Computes P(t)=e^{tQ}, numerically
Usage
semigroup(t, Q)
Arguments
t |
time input |
Q |
generator matrix, also called Q-matrix, and transition-rate matrix. |
Details
The exponential of a matrix is defined by the Taylor series ∑ (tQ)^n/n!
Value
matrix
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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