Packages

class MarkovC extends Error

The MarkovC class supports the creation and use of Continuous-Time Markov Chains 'CTMC's. 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 differential equations. Equilibrium solution (steady-state): solve for 'p' in 'p * tr = 0'.

See also

www.math.wustl.edu/~feres/Math450Lect05.pdf

Linear Supertypes
Error, AnyRef, Any
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. MarkovC
  2. Error
  3. AnyRef
  4. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

Instance Constructors

  1. new MarkovC(tr: MatrixD)

    tr

    the transition rate matrix

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. def animate(): Unit

    Animate 'this' continuous-time Markov Chain.

    Animate 'this' continuous-time Markov Chain. Place the nodes around a circle and connect them if there is a such a transition.

  5. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  6. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  7. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  8. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  9. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  10. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  11. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  12. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  13. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  14. val jump: MatrixD

    The jump matrix derived from the transition rate matrix 'tr'

  15. def limit: VectorD

    Compute the limiting probabilistic state as 't -> infinity', by finding the left nullspace of the tr matrix: solve for 'p' such that 'p * tr = 0' and normalize 'p', i.e., '||p|| = 1'.

  16. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  17. def next(p: VectorD, t: Double = 1.0): VectorD

    Compute the next probabilistic state at t time units in the future.

    Compute the next probabilistic state at t time units in the future.

    p

    the current state probability vector

    t

    compute for time t

  18. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  19. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  20. def simulate(i0: Int, endTime: Double): Unit

    Simulate the continuous-time Markov chain, by starting in state 'i0' and after the state's holding, making a transition to the next state according to the jump matrix.

    Simulate the continuous-time Markov chain, by starting in state 'i0' and after the state's holding, making a transition to the next state according to the jump matrix.

    i0

    the initial/start state

    endTime

    the end time for the simulation

  21. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  22. def toString(): String

    Convert 'this' continuous-time Markov Chain to s string.

    Convert 'this' continuous-time Markov Chain to s string.

    Definition Classes
    MarkovC → AnyRef → Any
  23. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  24. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  25. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )

Inherited from Error

Inherited from AnyRef

Inherited from Any

Ungrouped