Simulate Continuous-Time Markov Chains

버전 1.0.2 (4.43 KB) 작성자: Dana

This code can be used to simulate continuous-time Markov chains

팔로우

5.0

(2)

다운로드 수: 460

업데이트 날짜: 2021/1/15

라이선스 보기

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.

인용 양식

Dana (2025). Simulate Continuous-Time Markov Chains (https://kr.mathworks.com/matlabcentral/fileexchange/79649-simulate-continuous-time-markov-chains), MATLAB Central File Exchange. 검색 날짜: 2025/11/19.

MATLAB 릴리스 호환 정보

개발 환경: R2020a

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버전	게시됨	릴리스 정보
1.0.2	2021/1/15	Added some additional input verification	다운로드
1.0.1	2020/8/31	Can now set T=Inf to simulate until an absorbing state is reached. Other minor improvements also made.	다운로드
1.0.0	2020/8/28		다운로드