| ctmc.sim {ctmcmove} | R Documentation |
Code to simulate a continuous-time Markov chain.
Description
Simulates a CTMC with given rate matrix (Q) for a time (T), or until it reaches a final absorbing state.
Usage
ctmc.sim(Q,start.state=1,T=1,final.state=NA)
Arguments
Q |
A square matrix. Either a rate matrix or the infinitessimal generator of the CTMC. |
start.state |
An integer - the starting state for the simulation. |
T |
A numeric value greater than zero. The time window for simulating the CTMC will be [0,T]. |
final.state |
Either NA or an integer. If an integer, the chain will be simulated until it enters the "final.state", at which time the simulation will be terminated. |
Details
This code uses the Gillespie algorithm to simulate a CTMC path in continuous time.
Value
ec |
A vector of the sequential grid cells (the embedded chain) in the CTMC movement path |
rt |
A vector of residence times in each sequential grid cell in the CTMC movement path |
Author(s)
Ephraim M. Hanks
References
None
Examples
## For example code, do
##
## > help(ctmcMove)