RejMJP: Rejection sample a Markov jump process still active at time =...

In NielsKrarup/phasetypeUtilsUcph: Phase-type Distribution Utilities

Description

Rejection sample a Markov jump process still active at time = Timepoint

Usage

RejMJP(IntDist = listAlpha[[6]], SubIntMat = listS[[6]],
  TimePoint = 0.8)

Arguments

IntDist	Initial distribution of the Markov jump process.
SubIntMat	Sub-intensity matrix of the Markov jump process.
TimePoint	Timepoint at which the Markov jump process must surpass.

Value

Markov jump process active at time x=Timepoint. Including Sequence of visited states and holding times.

NielsKrarup/phasetypeUtilsUcph documentation built on June 26, 2019, 2:27 p.m.