rctmc: Simulate a continuous time Markov chain

rctmcR Documentation

Simulate a continuous time Markov chain

Description

The standard scheme to simulate CTMCs, e.g. in J.R. Norris's textbook.

Usage

rctmc(tt, Q, mu, states = NULL)

Arguments

tt

how long to simulate the chain for

Q

the transition rate matrix also called the infinitesimal generator matrix

mu

the initial distribution vector

states

optional list of states for non-integer chains

Value

data.frame


shill1729/markovChains documentation built on April 24, 2022, 11:50 a.m.