Return the generator matrix for a corresponding transition matrix

Source: R/ctmcProbabilistic.R

Calculate the generator matrix for a corresponding transition matrix

transition2Generator(P, t = 1, method = "logarithm")

Arguments

P

transition matrix between time 0 and t
t

time of observation
method

"logarithm" returns the Matrix logarithm of the transition matrix

Value

A matrix that represent the generator of P

See also

rctmc

Examples

mymatr <- matrix(c(.4, .6, .1, .9), nrow = 2, byrow = TRUE)
Q <- transition2Generator(P = mymatr)
expm::expm(Q)

#>      [,1] [,2]
#> [1,]  0.4  0.6
#> [2,]  0.1  0.9