Simulation from Endpoint-Conditioned Continuous Time Markov Chains

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


Reference manual

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0.2.5 by Jon Fintzi, 3 years ago

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Authors: Jon Fintzi [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp

Suggests knitr, rmarkdown, testthat

Linking to Rcpp, RcppArmadillo

See at CRAN