markovchain (version 0.9.5)

ctmcFit: Function to fit a CTMC

Description

This function fits the underlying CTMC give the state transition data and the transition times using the maximum likelihood method (MLE)

Usage

ctmcFit(data, byrow = TRUE, name = "", confidencelevel = 0.95)

Value

It returns a list containing the CTMC object and the confidence intervals.

Arguments

data

It is a list of two elements. The first element is a character vector denoting the states. The second is a numeric vector denoting the corresponding transition times.

byrow

Determines if the output transition probabilities of the underlying embedded DTMC are by row.

name

Optional name for the CTMC.

confidencelevel

Confidence level for the confidence interval construnction.

Author

Sai Bhargav Yalamanchi

Details

Note that in data, there must exist an element wise corresponding between the two elements of the list and that data[[2]][1] is always 0.

References

Continuous Time Markov Chains (vignette), Sai Bhargav Yalamanchi, Giorgio Alfredo Spedicato 2015

See Also

rctmc

Examples

data <- list(c("a", "b", "c", "a", "b", "a", "c", "b", "c"), c(0, 0.8, 2.1, 2.4, 4, 5, 5.9, 8.2, 9))
ctmcFit(data)