R: Function to fit a CTMC

ctmcFit {markovchain} | R Documentation

## 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)

### 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.

### 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.

### Value

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

### Author(s)

Sai Bhargav Yalamanchi

### 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)

[Package markovchain version 0.8.6 Index]