ctmcdlogLik {ctmcd}

Discrete-Time Data Log-Likelihood Function

Description

Function for evaluating the likelihood function of a continuous-time Markov chain given discrete-time data.

Usage

ctmcdlogLik(gm, tmabs, te)

Arguments

gm

generator matrix of continuous-time Markov chain

tmabs

matrix of absolute transition frequencies

te

time elapsed in transition process

Value

log-likelihood value

Author(s)

Marius Pfeuffer

Examples

data(tm_abs)

## Initial guess for generator matrix (absorbing default state)
gm0=matrix(1,8,8)
diag(gm0)=0
diag(gm0)=-rowSums(gm0)
gm0[8,]=0

## Log-likelihood of initial guess
ctmcdlogLik(gm0,tm_abs,1)