package state
The state
package contains classes, traits and objects for
state-oriented simulation models (for example, Markov Chains).
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Type Members
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class
Markov extends Error
The
Markov
class supports the creation and use of Discrete-Time Markov Chains 'DTMC's.The
Markov
class supports the creation and use of Discrete-Time Markov Chains 'DTMC's. Transient solution: compute the next state 'pp = 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'. -
class
MarkovC extends Error
The
MarkovC
class supports the creation and use of Continuous-Time Markov Chains 'CTMC's.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
Value Members
-
object
MarkovCTest extends App
The
MarkovCTest
object tests theMarkovC
class (Continuous-Time Markov Chains). -
object
MarkovTest extends App
The
MarkovTest
object tests theMarkov
class (Discrete-Time Markov Chains).The
MarkovTest
object tests theMarkov
class (Discrete-Time Markov Chains). > runMain scalation.state.MarkovTest