initial_state {matrixdist}

Initial state of Markov jump process

Description

Given the accumulated values of the initial probabilities alpha and a uniform value u, it returns the initial state of a Markov jump process. This corresponds to the states satisfying cum_alpha_(k-1) < u < cum_alpha_(k).

Usage

initial_state(cum_alpha, u)

Arguments

cum_alpha

A cummulated vector of initial probabilities.

u

Random value in (0,1).

Value

Initial state of the Markov jump process.