Simulation from Endpoint-Conditioned Continuous Time Markov Chains

Draw sample paths for endpoint-conditioned continuous time Markov chains via modified rejection sampling or uniformization.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("ECctmc")

0.2.5 by Jon Fintzi, a year ago


https://github.com/fintzij/ECctmc


Report a bug at https://github.com/fintzij/ECctmc/issues


Browse source code at https://github.com/cran/ECctmc


Authors: Jon Fintzi [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp

Suggests knitr, rmarkdown, testthat

Linking to Rcpp, RcppArmadillo


See at CRAN