This class supports the creation and use of Discrete-Time Markov Chains (DTMC).
This class supports the creation and use of Discrete-Time Markov Chains (DTMC). Transient solution: compute the next state p' = p * tr where 'p' is the current state probability vector and 'tr' is the transition probability matrix. Equilibrium solution (steady-state): solve for p in p = p * tr.
This class supports the creation and use of Continuous-Time Markov Chains (CTMC).
This class supports the creation and use of Continuous-Time Markov Chains (CTMC). Note: the transition matrix tr gives the state transition rates off-diagonal. The diagonal elements must equal minus the sum of the rest of their row. Transient solution: Solve the Chapman-Kolmogorov differemtial equations. Equilibrium solution (steady-state): solve for p in p * tr = 0. See: www.math.wustl.edu/~feres/Math450Lect05.pdf
This object tests the MarkovC class (Continuous-Time Markov Chains).
This object tests the Markov class (Discrete-Time Markov Chains).
The state package contains classes, traits and objects for state-oriented simulation models (for example, Markov Chains).