sample_path_mr: Simulate a sample path from an endpoint conditioned CTMC by...

Description Usage Arguments Value

Description

Simulate a sample path from an endpoint conditioned CTMC by modified rejection sampling.

Usage

1
sample_path_mr(a, b, t0, t1, Q)

Arguments

a, b

States at the interval endpoints, provided as integers corresponding to rows of the CTMC rate matrix.

t0, t1

times of the interval endpoints

Q

CTMC rate matrix

Value

matrix whose first column is the sequence of transition times bookended by interval endpoints, and whose second column is the sequence of states


fintzij/ECctmc documentation built on May 16, 2019, 12:56 p.m.