sample_path_unif3: Simulate a sample path from an endpoint conditioned CTMC by...
In ECctmc: Simulation from Endpoint-Conditioned Continuous Time Markov Chains
Description
Usage
Arguments
Value
Description
Simulate a sample path from an endpoint conditioned CTMC by uniformization
using a pre-computed transition probability matrix.
Usage
1
sample_path_unif3(a, b, t0, t1, Q, P)
Arguments
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
P
CTMC transition probability matrix over the interval.
Value
matrix whose first column is the sequence of transition times
bookended by interval endpoints, and whose second column is the sequence of
states
ECctmc documentation built on May 2, 2019, 6:48 a.m.
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Description Usage Arguments Value
Description
Simulate a sample path from an endpoint conditioned CTMC by uniformization using a pre-computed transition probability matrix.
Usage
1 | sample_path_unif3(a, b, t0, t1, Q, P)
|
Arguments
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 |
P |
CTMC transition probability matrix over the interval. |
Value
matrix whose first column is the sequence of transition times bookended by interval endpoints, and whose second column is the sequence of states
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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