Simulate Continuous-Time Markov Chains

Version 1.0.2 (4,43 ko) par Dana
This code can be used to simulate continuous-time Markov chains
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Mise à jour 15 jan. 2021

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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.

Citation pour cette source

Dana (2026). Simulate Continuous-Time Markov Chains (https://fr.mathworks.com/matlabcentral/fileexchange/79649-simulate-continuous-time-markov-chains), MATLAB Central File Exchange. Extrait(e) le .

Compatibilité avec les versions de MATLAB
Créé avec R2020a
Compatible avec toutes les versions
Plateformes compatibles
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Version Publié le Notes de version
1.0.2

Added some additional input verification
1.0.1

Can now set T=Inf to simulate until an absorbing state is reached. Other minor improvements also made.
1.0.0