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matrixdist (version 1.1.9)

marginal_expectation: Marginal conditional expectations

Description

Marginal conditional expectations

Usage

marginal_expectation(rew, pos, N, alpha, S, obs, weight)

Value

A vector with the expected time spent in each state by the marginal, conditional on the observations.

Arguments

rew

Column of the reward matrix corresponding to its marginal.

pos

Vector that indicates which state is associated to a positive reward.

N

Uniformization parameter.

alpha

Marginal initial distribution vector.

S

Marginal sub-intensity matrix.

obs

Marginal observations.

weight

Marginal weights.