comp_expmat |
Compute the matrix exponential. |
sample_path |
Sample path from the distribution of an endpoint-conditioned CTMC. |
sample_path_mr |
Simulate a sample path from an endpoint conditioned CTMC by modified rejection sampling. |
sample_path_unif |
Simulate a sample path from an endpoint conditioned CTMC by uniformization. |
sample_path_unif2 |
Simulate a sample path from an endpoint conditioned CTMC by uniformization using pre-computed eigen-values (assumes that all eigenvalues are real). |
sample_path_unif3 |
Simulate a sample path from an endpoint conditioned CTMC by uniformization using a pre-computed transition probability matrix. |