R: Calculate transition probability for linear birth death...
process.prob.one
R Documentation
Calculate transition probability for linear birth death process.
Description
Calculate transition probability for linear birth death process.
Usage
process.prob.one(t, lambda, mu, nu = 0, X0 = 1, Xt,eps.t=1e-10,
eps.params=1e-10, n = -111)
process.prob.many(t, lambda, mu, nu = 0, X0 = 1, n = 1024)
Arguments
t
Time for transition.
lambda
Linear birth rate
mu
linear death rate
nu
immigration rate.
X0
starting state.
Xt
ending state.
n
Deprecated; for backwards compatibility.
eps.t
One precision level below which the function
switches to using the generating function
instead of the Orthogonal Polynomial Solution to calculate
transition probability. Needed when the parameters or time
are close to a boundary for which the OPS isn't defined.