sample_path_unif3 {ECctmc} | R Documentation |
Simulate a sample path from an endpoint conditioned CTMC by uniformization using a pre-computed transition probability matrix.
sample_path_unif3(a, b, t0, t1, Q, P)
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. |
matrix whose first column is the sequence of transition times bookended by interval endpoints, and whose second column is the sequence of states