ctmc.sim: Code to simulate a continuous-time Markov chain.

In ctmcmove: Modeling Animal Movement with Continuous-Time Discrete-Space Markov Chains

Code to simulate a continuous-time Markov chain.

Description

Simulates a CTMC with given rate matrix (Q) for a time (T), or until it reaches a final absorbing state.

Usage

ctmc.sim(Q,start.state=1,T=1,final.state=NA)

Arguments

Q	A square matrix. Either a rate matrix or the infinitessimal generator of the CTMC.
start.state	An integer - the starting state for the simulation.
T	A numeric value greater than zero. The time window for simulating the CTMC will be [0,T].
final.state	Either NA or an integer. If an integer, the chain will be simulated until it enters the "final.state", at which time the simulation will be terminated.

Details

This code uses the Gillespie algorithm to simulate a CTMC path in continuous time.

Value

ec	A vector of the sequential grid cells (the embedded chain) in the CTMC movement path
rt	A vector of residence times in each sequential grid cell in the CTMC movement path

Author(s)

Ephraim M. Hanks

References

None

Examples

## For example code, do
##
## > help(ctmcMove)

ctmcmove documentation built on April 3, 2025, 6:22 p.m.