Learn R Programming

modesto (version 0.1.4)

Modeling and Analysis of Stochastic Systems

Description

Compute important quantities when we consider stochastic systems that are observed continuously. Such as, Cost model, Limiting distribution, Transition matrix, Transition distribution and Occupancy matrix. The methods are described, for example, Ross S. (2014), Introduction to Probability Models. Eleven Edition. Academic Press.

Copy Link

Version

Install

install.packages('modesto')

Monthly Downloads

162

Version

0.1.4

License

GPL-3

Maintainer

Carlos Cardozo Delgado

Last Published

May 31st, 2022

Functions in modesto (0.1.4)

LRC

Tool to computate the Long-Run Cost Rate for a Continuous Time Markov Chain, CTMC.
ETCt

Tool to computate the Expected Total Cost vector for a Continuous Time Markov Chain, CTMC.
LimDist

Tool to computate the limiting distribution for a Continuous Time Markov Chain, CTMC.
PXt

Tool to computate the transient probability distribution for a Continuous Time Markov Chain, CTMC.
summary.modesto

summary.modesto
Pt2

Tool to computate the transition matrix for a Continuous Time Markov Chain, CTMC.
Mt

Tool to computate the Occupancy Matrix for a Continuous Time Markov Chain, CTMC.