markovchain (version 0.9.5)

transition2Generator: Return the generator matrix for a corresponding transition matrix

Description

Calculate the generator matrix for a corresponding transition matrix

Usage

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

Value

A matrix that represent the generator of P

Arguments

P

transition matrix between time 0 and t

t

time of observation

method

"logarithm" returns the Matrix logarithm of the transition matrix

See Also

rctmc

Examples

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