Aver_soj_time {MMLR} | R Documentation |
Calculating the average sojourn time in each state
Description
Calculating expectation of sojourn times in states for the observed time and for given initial state, using eigenvalues and eigenvectors.
Usage
Aver_soj_time(ii, tau_observed, Q)
Arguments
ii |
number (scalar) |
tau_observed |
number (scalar), observed time |
Q |
Matrix (m x m), m - number of states |
Details
Calculating expectation of sojourn times in states for the observed time (tau_observed) and if initial state is given (ii).
Matrix Q is so-called Generator matrix: Q=\lambda-\Lambda, where \lambda
is matrix with known transition rates from state $s_i$ to state $s_j$,
and \Lambda
is diagonal matrix with a vector (\Lambda_{1},...,\Lambda_{m}
on the main diagonal, where m is a number of states of external environment.
Eigenvalues and eigenvectors are used in calculations.
Value
Vector of average sojourn times in each state. Vector components in total should give observation time (tau_observed).
Examples
lambda <- matrix(c(0, 0.33, 0.45, 0), nrow = 2, ncol = 2, byrow = TRUE)
m <- nrow(lambda)
ld <- as.matrix(rowSums(lambda))
Lambda <- diag(as.vector(ld))
Generator <- t(lambda) - Lambda
Aver_soj_time(1,10,Generator)