CTMC.simulate: Simulate from ("regular") CTMC

In DOBAD: Analysis of Discretely Observed Linear Birth-and-Death(-and-Immigration) Markov Chains

Description

Only CTMCs that have finite number of states to jump directly to starting from all given starting states are allowed.

Usage

CTMC.simulate(rate.fn, jumpLim.fn, T.time, init.state)

Arguments

rate.fn	Rate function from N^2 -> R.
jumpLim.fn	Takes a state (integeR) as argument and returns an integer-pair. The 1st entry is the minimum possible state that can be jumped to from the argument as starting point, and the second is the maximum. These must be finite.
T.time	length of time to simulate for.
init.state	Starting state of sim.

Details

Simulates from a CTMC whose states are the integers. This version requires that each state can only jump to finitely many other states. This information is encapsulated in jumpLim.fn. This isn't fundamental but makes things proceed faster.

Author(s)

Charles Doss

DOBAD documentation built on May 2, 2019, 3:04 a.m.