ArmaMarkovLoop: An inner Markov loop implemented using RcppArmadillo

In seabbs/SpeedyMarkov: Speed up Discrete Markov Model Cost Effectiveness Simulations

Description

An inner Markov loop implemented using RcppArmadillo

Usage

ArmaMarkovLoop(sim, cohort, transition, duration)

Arguments

sim	Matrix with the same number of rows as the duration of the model and the same number of columns as the number of states in the model.
cohort	A vector containing the initial state.
transition	A transition matrix, see example_two_state_markov for an example of setting this up.
duration	Numeric, how many long to run the model for.

Value

A matrix of the same size as the inputted sim matrix.

Examples

transition <- matrix(rnorm(4), 2, 2)
sim <- matrix(NA, 100, 2)
cohort <- c(1, 0)
duration <- 100

# Reference R implementation
sim_r <- markov_loop(sim, cohort, transition, duration)

# RcppArmadillo implementation
sim_rcppArma <- ArmaMarkovLoop(sim, cohort, transition, duration)

# Check results are within tolerances
all.equal(sim_r, sim_rcppArma)

# Benchmark
library(microbenchmark)
microbenchmark(markov_loop(sim, cohort, transition, duration), 
               ArmaMarkovLoop(sim, cohort, transition, duration), 
               times = 1000)

seabbs/SpeedyMarkov documentation built on Dec. 26, 2019, 4:38 a.m.