Calculating full conditional probability using lower rate transition matrix
Source:R/ctmcProbabilistic.R
impreciseProbabilityatT.RdThis function calculates full conditional probability at given time s using lower rate transition matrix
Examples
states <- c("n","y")
Q <- matrix(c(-1,1,1,-1),nrow = 2,byrow = TRUE,dimnames = list(states,states))
range <- matrix(c(1/52,3/52,1/2,2),nrow = 2,byrow = 2)
name <- "testictmc"
ictmc <- new("ictmc",states = states,Q = Q,range = range,name = name)
impreciseProbabilityatT(ictmc,2,0,1,10^-3,TRUE)
#> [1] 0.008259774 0.140983476