| LimDist {modesto} | R Documentation |
Tool to computate the limiting distribution for a Continuous Time Markov Chain, CTMC.
Description
LimDist is used to obtain the limiting distribution of a homogeneous continuous time Markov chain.
Usage
LimDist(X, rate, epsilon = 0.01, iter)
Arguments
X |
matrix, represents a rate matrix of a CTMC or the transition probability matrix of the DTMC associated to the CTMC. |
rate |
boolean, if rate is equal to TRUE then the argument X represents the rate matrix of the CTMC. If rate is equal to FALSE then the argument X represents the probability transition matrix of the CTMC. |
epsilon |
numeric, represents the error of approximation. |
iter |
integer, represents the maximum of iterations. |
Author(s)
Carlos Alberto Cardozo Delgado <cardozorpackages@gmail.com>.
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.