Simulate Continuous-Time Markov Chains
Versión 1.0.2 (4,43 KB) por
Dana
This code can be used to simulate continuous-time Markov chains
There are two functions: (1) simCTMC.m is used to simulate jump times and the corresponding states that are jumped to, given a Q-matrix and a desired number of periods. (2) simCTMC_t.m uses the output of simCTMC.m to generate a time series simulation for the states.
Citar como
Dana (2024). Simulate Continuous-Time Markov Chains (https://www.mathworks.com/matlabcentral/fileexchange/79649-simulate-continuous-time-markov-chains), MATLAB Central File Exchange. Recuperado .
Compatibilidad con la versión de MATLAB
Se creó con
R2020a
Compatible con cualquier versión
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