ctmc.sim: 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.
Value
ecA vector of the sequential grid cells (the embedded chain)
in the CTMC movement path
rtA vector of residence times in each sequential grid cell
in the CTMC movement path
Details
This code uses the Gillespie algorithm to simulate a CTMC path in
continuous time.