Simulation from Endpoint-Conditioned Continuous Time Markov Chains

Documentation for package ‘ECctmc’ version 0.2.5

comp_expmat	Compute the matrix exponential.
sample_path	Sample path from the distribution of an endpoint-conditioned CTMC.
sample_path_mr	Simulate a sample path from an endpoint conditioned CTMC by modified rejection sampling.
sample_path_unif	Simulate a sample path from an endpoint conditioned CTMC by uniformization.
sample_path_unif2	Simulate a sample path from an endpoint conditioned CTMC by uniformization using pre-computed eigen-values (assumes that all eigenvalues are real).
sample_path_unif3	Simulate a sample path from an endpoint conditioned CTMC by uniformization using a pre-computed transition probability matrix.