Pctmc {ctmcmove}

Transition Matrix of a CTMC.

Description

Computes the transition matrix P(t) of a CTMC with given rate matrix (Q) and time (t).

Usage

Pctmc(Q,t)

Arguments

Q

A square matrix. Either a rate matrix or the infinitessimal generator of the CTMC.

t

A numeric value - the time step.

Details

Uses the method of homogenization to compute the probability transition matrix given by exp(Q*t).

Value

A square matrix P with entries P[i,j]=Prob(X(t)=j|X(0)=i)

Author(s)

Ephraim M. Hanks

References

Hanks, E. M.; Hooten, M. B. & Alldredge, M. W. Continuous-time Discrete-space Models for Animal Movement The Annals of Applied Statistics, 2015, 9, 145-165

Examples

## For example code, do
##
## > help(ctmcMove)