Simu.PDMP.DC

verbose


This function computes a simulation of a particular piecewise-deterministic Markov process. The state space of the process is the set (1,2,3). This function is given for illustrating the function CondPdf.DC.interval.

This package deals with the estimation of the jump rate for piecewise-deterministic Markov processes (PDMPs), from only one observation of the process within a long time. The main functions provide an estimate of this function. The state space may be discrete or continuous. The associated paper has been published in Scandinavian Journal of Statistics and is given in references. Other functions provide a method to simulate random variables from their (conditional) hazard rate, and then to simulate PDMPs.

Simu.PDMP.DC: Simulation of a piecewise-deterministic Markov process with discrete state space

Description

Usage

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See Also

Examples