Description Usage Arguments Value
Simulate a sample path from an endpoint conditioned CTMC by uniformization using pre-computed eigen-values (assumes that all eigenvalues are real).
1 | sample_path_unif2(a, b, t0, t1, Q, eigen_vals, eigen_vecs, inverse_vecs)
|
a, b |
States at the interval endpoints, provided as integers corresponding to rows of the CTMC rate matrix. |
t0, t1 |
times of the interval endpoints |
Q |
CTMC rate matrix |
eigen_vals |
vector of eigen values of Q. |
eigen_vecs |
matrix of eigen vectors of Q. |
inverse_vecs |
inverse of the eigen vector matrix. |
matrix whose first column is the sequence of transition times bookended by interval endpoints, and whose second column is the sequence of states
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