CharlotteJana/pdmpsim: Simulate Piecewise Deterministic Markov Processes

Simulate certain stochastic processes known as piecewise deterministic Markov processes (PDMPs) and Markov jump processes (MJPs). The package contains methods to simulate, store multiple simulations, calculate some statistics on them, plot methods and a function to calculate the generator of a PDMP. The PDMPs can have multiple discrete and continous variables, but are not allowed to have borders or a varying number of continous variables (the number should be independent of the state of the discrete variable).

Getting started

Package details

AuthorVolkmar Liebscher [aut, cre], Charlotte Jana[aut]
MaintainerVolkmar Liebscher <[email protected]>
LicenseGPL(>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
CharlotteJana/pdmpsim documentation built on Dec. 15, 2018, 12:05 p.m.