modesto (version 0.1.4)

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

Description

ETCt is used to obtain the Expected Total Cost vector up to t of a homogeneous continuous time Markov chain.

Usage

ETCt(R, c, t, epsilon = 0.001)

Arguments

R

numeric, represents the rate matrix of a CTMC.

c

vector, represents the costs of the states of a CTMC.

t

numeric, represents the length of time.

epsilon

numeric, represents the error bound of the approximation of M(t). Default value is 0.001.

References

Ross, S, Introduction to Probability Models, Eleven Edition. Academic Press, 2014.

Kulkarni V, Introduction to modeling and analysis of stochastic systems. Second Edition. Springer-Verlag, 2011.

Examples

# NOT RUN {
library(modesto)
# A four states CTMC example
R <- matrix(c(0,1,0,0,0, 1/72,0,1,0,0, 0,2/72,0,1,0, 0,0,3/72,0,1/2, 0,0,0,4/72,0),5,5,byrow=TRUE)
ETCt(R,c(-80,-15,50,125,200),t=24,epsilon=0.001)
# }