Last data update: 2014.03.03

R: Calculate transition probability for linear birth death...
process.prob.oneR 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.

eps.params

Another precision level like eps.t.

Details

Calculates P(X_t=Xt |X_0=X0).

Results