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ctmcmove (version 1.2.10)

Pctmc: Transition Matrix of a CTMC.

Description

Computes the transition matrix P(t) of a CTMC with given rate matrix (Q) and time (t).

Usage

Pctmc(Q,t)

Value

A square matrix P with entries P[i,j]=Prob(X(t)=j|X(0)=i)

Arguments

Q

A square matrix. Either a rate matrix or the infinitessimal generator of the CTMC.

t

A numeric value - the time step.

Author

Ephraim M. Hanks

Details

Uses the method of homogenization to compute the probability transition matrix given by exp(Q*t).

References

Hanks, E. M.; Hooten, M. B. & Alldredge, M. W. Continuous-time Discrete-space Models for Animal Movement The Annals of Applied Statistics, 2015, 9, 145-165

Examples

Run this code
## For example code, do
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## > help(ctmcMove)

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