Good morning, Try expm() in the Matrix package by Douglas Bates and Martin Maechler http://www.stats.bris.ac.uk/R/web/packages/Matrix/index.html
Note that there is a revised version of that paper, refer: Cleve Moler and Charles Van Loan (2003) Nineteen dubious ways to compute the exponential of a matrix, twenty-five years later. SIAM Review 45, 1, 3–49. Regards, Sean O'Riordain [EMAIL PROTECTED] Peter Dalgaard wrote: > > Terry Therneau wrote: >> Is the matrix exponential available in some package? > > Multiple. At least Matrix and msm. One of Jim Lindsey's too, but I think > that's one of the more dubious ones. > >> The cannonical reference is "Nineteen dubious ways to take the >> exponential of a matrix". (Love that title) > > Yes, it's a classic. As I recall it, the paper misses one point, though: > You often want a fast way of computing exp(tQ) (or exp(tQ)%*%v or > u%*%exp(tQ)) for multiple values of t, and it is mainly about finding > exp(Q) as accurately as possible. > >> Terry T. >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > > -- > O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B > c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K > (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 > ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://www.nabble.com/exponential-of-a-matrix-tp20449726p20454590.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
