ECctmc (version 0.2.5)

sample_path_unif3: Simulate a sample path from an endpoint conditioned CTMC by uniformization using a pre-computed transition probability matrix.

Description

Simulate a sample path from an endpoint conditioned CTMC by uniformization using a pre-computed transition probability matrix.

Usage

sample_path_unif3(a, b, t0, t1, Q, P)

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

P

CTMC transition probability matrix over the interval.

Value

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