Simulate Continuous-Time Markov Chains
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.
Dana (2023). Simulate Continuous-Time Markov Chains (https://www.mathworks.com/matlabcentral/fileexchange/79649-simulate-continuous-time-markov-chains), MATLAB Central File Exchange. 取得済み .
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