Simu.PDMP: Simulation of a piecewise-deterministic Markov process with...
In EstSimPDMP: Estimation and Simulation for PDMPs

Description Usage Arguments Author(s) See Also Examples

This function computes a simulation of a particular piecewise-deterministic Markov process. The state space of the process is the interval ]0,10[. This function is given for illustrating the function CondPdf.CC.interval.

1	Simu.PDMP(x0,T,verbose)

`x0`	origin of the process.
`T`	number of simulated jumps.
`verbose`	if TRUE, add a plot of the simulation.

Romain Azais

CondPdf.CC.interval, Simu.PDMP.DC

1	Simu.PDMP(2.4,20)

          [,1]      [,2]
 [1,] 2.400000 4.0847998
 [2,] 5.291170 4.7088299
 [3,] 2.339419 1.3832910
 [4,] 2.030226 1.9680310
 [5,] 3.105811 6.8941886
 [6,] 9.683034 0.3169661
 [7,] 6.772254 3.2277463
 [8,] 1.004632 3.7879806
 [9,] 3.640558 6.3594419
[10,] 2.759040 0.7215541
[11,] 6.274000 0.7773344
[12,] 7.944290 2.0557096
[13,] 0.145537 0.8662616
[14,] 4.729797 3.2758560
[15,] 1.237433 3.1713382
[16,] 4.777786 5.2222140
[17,] 8.335970 1.6640303
[18,] 4.680834 1.6996195
[19,] 8.893502 1.1064977
[20,] 4.293263 4.2682753
[21,] 8.284820 0.0000000