modesto (version 0.1.4)

Pt2: Tool to computate the transition matrix for a Continuous Time Markov Chain, CTMC.

Description

Pt2 is used to obtain the transition matrix of a homogeneous continuous time Markov chain for a period of time of t.

Usage

Pt2(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 P(t). Default values 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 two states CTMC example
Pt2(matrix(c(0,2,3,0),2,2,byrow=TRUE),t=0.7,epsilon=0.005)
# A four states CTMC example
R <- matrix(c(0,2,3,0,4,0,2,0,0,2,0,2,1,0,3,0),4,4,byrow=TRUE)
Pt2(R,t=0.7,epsilon=0.005)
# require(microbenchmark)
# microbenchmark(Pt(R,t=0.7,epsilon=0.005),Pt2(R,t=0.7,epsilon=0.005),times=1000L)
# }