sample_path_mr: Simulate a sample path from an endpoint conditioned CTMC by...
In fintzij/ECctmc: Simulation from Endpoint-Conditioned Continuous Time Markov Chains
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.
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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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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