This function fits the underlying CTMC give the state transition data and the transition times using the maximum likelihood method (MLE)
Usage
ctmcFit(data, byrow = TRUE, name = "", confidencelevel = 0.95)
Arguments
data
It is a list of two elements. The first element is a character vector denoting the states. The second is a numeric vector denoting the corresponding transition times.
byrow
Determines if the output transition probabilities of the underlying embedded DTMC are by row.
name
Optional name for the CTMC.
confidencelevel
Confidence level for the confidence interval construnction.
Value
It returns a list containing the CTMC object and the confidence intervals.
Details
Note that in data, there must exist an element wise corresponding between the two elements of the list and that data[[2]][1] is always 0.
References
Continuous Time Markov Chains (vignette), Sai Bhargav Yalamanchi, Giorgio Alfredo Spedicato 2015
