R/ctmcProbabilistic.R
impreciseProbabilityatT.Rd
This function calculates full conditional probability at given time s using lower rate transition matrix
impreciseProbabilityatT(C,i,t,s,error,useRCpp)
C | a ictmc class object |
---|---|
i | initial state at time t |
t | initial time t. Default value = 0 |
s | final time |
error | error rate. Default value = 0.001 |
useRCpp | logical whether to use RCpp implementation; by default TRUE |
Imprecise Continuous-Time Markov Chains, Thomas Krak et al., 2016
Vandit Jain
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