ctmcd (version 1.4.4)

gmQO: Quasi-Optimization

Description

Function for deriving a Markov generator matrix estimate based on the quasi-optimization procedure of Kreinin and Sidelnikova, 2001

Usage

gmQO(tmrel, te, logmethod = "Eigen")

Value

generator matrix estimate

Arguments

tmrel

matrix of relative transition frequencies

te

time elapsed in transition process

logmethod

method for computation of matrix logarithm, by default eigendecomposition is chosen (see ?logm from expm package for more information)

Author

Marius Pfeuffer

Details

From the set of possible Markov generator matrices, the one is chosen which is closest to a matrix logarithm based candidate solution in terms of sum of squared deviations.

References

E. Kreinin and M. Sidelnikova: Regularization Algorithms for Transition Matrices. Algo Research Quarterly 4(1):23-40, 2001

Examples

data(tm_abs)
## Derive matrix of relative transition frequencies
data(tm_abs)
tm_rel=rbind((tm_abs/rowSums(tm_abs))[1:7,],c(rep(0,7),1))

## Derive quasi optimization generator matrix estimate
gmqo=gmQO(tm_rel,1)
gmqo