generatorToInputs: 'qidef' & 'pijdef' from a generator matrix

In yuki0425/mc: Markov Chain Model

Description

Get the inputs 'qidef' & 'pijdef' from a infiniteseimal generator matrix

Usage

generatorToInputs(generator, bycol = TRUE)

Arguments

generator	infiniteseimal generator matrix
bycol	logical, indicate whether the generater matrix columns sum to zero, default value is TRUE

Value

pijdef	the transition matrix of Markov Chain, shown by row
qidef	the holding-time rates for the continuous Markov Chain

Author(s)

Jiexuan Cao, Yuki Liu, Qianhan Zhang

Examples

q = 0.5
alpha = 0.4
sigma = 0.3
mu = 0.2
omega = 0.1

Q =
  rbind(c(-alpha, sigma, 0, mu, 0, 0),
        c(alpha*(1 - q), -(alpha + sigma), (omega + sigma), 0, mu, 0),
        c(0, alpha, -(sigma + omega), 0, 0, 0),
        c(alpha*q, 0, 0, -(alpha + mu), sigma, (mu + omega)),
        c(0, 0, 0, alpha*(1-q), -(sigma + mu), 0),
        c(0, 0, 0, alpha*q, 0, -(mu + omega)))

generatorToInputs(Q)

yuki0425/mc documentation built on May 4, 2019, 7:44 p.m.