modesto (version 0.1.4)

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

Description

Mt is used to obtain the Occupancy matrix of a homogeneous continuous time Markov chain for a period of time [0,t].

Usage

Mt(R, t, epsilon = 0.001)

Arguments

R

numeric, represents the rate matrix 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 five 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)
Mt(R,t=24,epsilon=0.005)
# }