# matrixexp.R # Section 7.3 # Computing transition function from matrix exponential install.packages("expm") library(expm) Q <- matrix(c(-1/4,1/4,0,0,0,1/5,-9/20,1/4,0,0,0,1/5,-9/20,1/4,0,0,0,1/5,-9/20,1/4,0,0,0,1/5,-1/5),nrow=5,byrow=T) rownames(Q) <- 0:4 colnames(Q) <- 0:4 round(Q,3) P <- function(t) round(expm(t*Q),3) P(2.5) P(100)