ECctmc (version 0.2.5)

sample_path_unif: Simulate a sample path from an endpoint conditioned CTMC by uniformization.

Description

Simulate a sample path from an endpoint conditioned CTMC by uniformization.

Usage

sample_path_unif(a, b, t0, t1, Q)

Arguments

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

Value

matrix whose first column is the sequence of transition times bookended by interval endpoints, and whose second column is the sequence of states