Simulate a sample path from an endpoint conditioned CTMC by uniformization
using a pre-computed transition probability matrix.
Taken from ECctmc-0.2.5 under a GPL-3 license
Usage
sample_path(a, b, t0, t1, Q, P)
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
- P
CTMC transition probability matrix over the interval.
Value
matrix whose first column is the sequence of transition times
bookended by interval endpoints, and whose second column is the sequence of
states
Author
Jon Fintzi (ECctmc-0.2.5)