Calculate transition probability for linear birth death process.
process.prob.one(t, lambda, mu, nu = 0, X0 = 1, Xt,eps.t=1e-10,
eps.params=1e-10, n = -111)
process.prob.many(t, lambda, mu, nu = 0, X0 = 1, n = 1024)Time for transition.
Linear birth rate
linear death rate
immigration rate.
starting state.
ending state.
Deprecated; for backwards compatibility.
One precision level below which the function switches to using the generating function instead of the Orthogonal Polynomial Solution to calculate transition probability. Needed when the parameters or time are close to a boundary for which the OPS isn't defined.
Another precision level like eps.t.
Calculates P(X_t=Xt |X_0=X0).