rNijTRiT_ModRej {ctmcd}

C++ Based Modified Rejection Sampling

Description

Function for generating initial and endpoint-conditioned Markov process sampling paths for a given discrete-time transition matrix

Usage

rNijTRiT_ModRej(tmabs, te, gm) 

Arguments

tmabs

matrix of absolute transition frequencies

te

time elapsed in transition process

gm

generator matrix

Details

Function for the simulation of paths from an endpoint-conditioned Markov process. Returns number of transitions NijT and cumulative holding times RiT.

Value

endpoint-conditioned sampling path

Author(s)

Jon Fintzi, Marius Pfeuffer

References

J. Fintzi: R Package ECctmc, 2016.

A. Hobolth and E. A. Stone: Simulation from Endpoint-Conditioned, Continuous-Time Markov Chains on a Finite State Space, with Applications to Molecular Evolution. Annals of Applied Statistics 3(3):1204-1231, 2009

Examples

data(tm_abs)

## Initial guess for generator matrix (absorbing default state)

gm=matrix(1,8,8)
diag(gm)=0
diag(gm)=-rowSums(gm)
gm[8,]=0

rNijTRiT_ModRej(tm_abs,1,gm)