Returns expected hitting time from state i to state j
ExpectedTime(C,i,j,useRCpp)
C | A CTMC S4 object |
---|---|
i | Initial state i |
j | Final state j |
useRCpp | logical whether to use Rcpp |
A numerical value that returns expected hitting times from i to j
According to the theorem, holding times for all states except j should be greater than 0.
Markovchains, J. R. Norris, Cambridge University Press
Vandit Jain
states <- c("a","b","c","d") byRow <- TRUE gen <- matrix(data = c(-1, 1/2, 1/2, 0, 1/4, -1/2, 0, 1/4, 1/6, 0, -1/3, 1/6, 0, 0, 0, 0), nrow = 4,byrow = byRow, dimnames = list(states,states)) ctmc <- new("ctmc",states = states, byrow = byRow, generator = gen, name = "testctmc") ExpectedTime(ctmc,1,4,TRUE)#> [1] 7