fintzij/ECctmc: Simulation from Endpoint-Conditioned Continuous Time Markov Chains

Draw sample paths for endpoint-conditioned continuous time Markov chains via modified rejection sampling or uniformization.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.2.5
URL https://github.com/fintzij/ECctmc
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("fintzij/ECctmc")
fintzij/ECctmc documentation built on May 21, 2018, 2:59 p.m.