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

Description Usage Arguments Details Value Author(s) References Examples

View source: R/ctmc.sim.R

Description

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

Usage

1
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

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

Example output

Loading required package: raster
Loading required package: sp
Loading required package: Matrix
Loading required package: fda
Loading required package: splines

Attaching package: 'fda'

The following object is masked from 'package:graphics':

    matplot

Loading required package: gdistance
Loading required package: igraph

Attaching package: 'igraph'

The following object is masked from 'package:raster':

    union

The following objects are masked from 'package:stats':

    decompose, spectrum

The following object is masked from 'package:base':

    union


Attaching package: 'gdistance'

The following object is masked from 'package:igraph':

    normalize

ctmcmove documentation built on May 1, 2019, 7:56 p.m.