scalation.simulation.state

Members list

Type members

Classlikes

class MarkovCT(tr: MatrixD)

The MarkovCT 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.

The MarkovCT 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.

Value parameters

tr

the transition rate matrix

Attributes

See also
Supertypes
class Object
trait Matchable
class Any
class MarkovChain(a: MatrixD)

The MarkoveChain class supports the creation and use of Discrete-Time Markov Chains (DTMC)s. Transient solution: compute the next state p = π * a where π is the current state probability vector and a is the transition probability matrix. Equilibrium solution (steady-state): solve for π in π = π * a.

The MarkoveChain class supports the creation and use of Discrete-Time Markov Chains (DTMC)s. Transient solution: compute the next state p = π * a where π is the current state probability vector and a is the transition probability matrix. Equilibrium solution (steady-state): solve for π in π = π * a.

Value parameters

a

the transition probability matrix

Attributes

Supertypes
class Object
trait Matchable
class Any
final class markovCTTest

Attributes

Supertypes
class Object
trait Matchable
class Any
final class markovChainTest

Attributes

Supertypes
class Object
trait Matchable
class Any
final class markovChainTest2

Attributes

Supertypes
class Object
trait Matchable
class Any
final class markovChainTest3

Attributes

Supertypes
class Object
trait Matchable
class Any
final class markovChainTest4

Attributes

Supertypes
class Object
trait Matchable
class Any
final class markovChainTest5

Attributes

Supertypes
class Object
trait Matchable
class Any

Value members

Concrete methods

def markovCTTest(): Unit

The markovCTTest main function tests the MarkovCT class (Continuous-Time Markov Chains).

The markovCTTest main function tests the MarkovCT class (Continuous-Time Markov Chains).

runMain scalation.simulation.state.markovCTTest

Attributes

def markovChainTest(): Unit

The markovChainTest main function tests the MarkovChain class (Discrete-Time Markov Chains).

The markovChainTest main function tests the MarkovChain class (Discrete-Time Markov Chains).

runMain scalation.simulation.state.markovChainTest

Attributes

def markovChainTest2(): Unit

The markovChainTest2 main function tests the MarkovChain class (Discrete-Time Markov Chains). Six-state coin game.

The markovChainTest2 main function tests the MarkovChain class (Discrete-Time Markov Chains). Six-state coin game.

runMain scalation.simulation.state.markovChainTest2

Attributes

def markovChainTest3(): Unit

The markovChainTest3 main function tests the MarkovChain class (Discrete-Time Markov Chains). Six-state coin game: Tail (-1), Head (+1).

The markovChainTest3 main function tests the MarkovChain class (Discrete-Time Markov Chains). Six-state coin game: Tail (-1), Head (+1).

runMain scalation.simulation.state.markovChainTest3

Attributes

def markovChainTest4(): Unit

The markovChainTest4 main function tests the MarkovChain class.

The markovChainTest4 main function tests the MarkovChain class.

Attributes

See also

Introduction to Probabulity Models, 3rd Ed., Ross, p. 146.

runMain scalation.simulation.state.markovChainTest4

def markovChainTest5(): Unit

The markovChainTest5 main function tests the MarkovChain class. A simple SEIR model: 40, 8, 10 days between S->E, E->I, I-R.

The markovChainTest5 main function tests the MarkovChain class. A simple SEIR model: 40, 8, 10 days between S->E, E->I, I-R.

runMain scalation.simulation.state.markovChainTest5

Attributes