ECctmc: Simulation from Endpoint-Conditioned Continuous Time Markov Chains

Draw sample paths for endpoint-conditioned continuous time Markov chains via modified rejection sampling or uniformization.

Package details

AuthorJon Fintzi [aut, cre]
MaintainerJon Fintzi <[email protected]>
LicenseGPL-3
Version0.2.5
URL https://github.com/fintzij/ECctmc
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ECctmc")

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ECctmc documentation built on May 2, 2019, 6:48 a.m.