Continuous Time Discrete Event (CTDE)

A Julia library for stochastic simulation in continuous-time with time-dependent hazard rates.

Contents:

• Introduction
  • Organization of library
  • Acknowledgements
  • Availability and distribution
• Installation
• Background
  • The Hazard from Survival Analysis
  • Finite State Machines Generate Trajectories
  • Markov Chain for Discrete-Time Trajectories
  • Markov Process for Continuous-Time Trajectories
• CTDE API
  • Physical State
  • Partial Process
  • Transitions
  • Intensity
  • Transition Distributions
  • Firing Function
  • Simulation Observer
  • Sampler
  • Running a Simulation
• Examples
• Detailed Description of Distributions
  • Notation
  • Requirements for a Continuous-Time Simulation
  • Testing Distributions
  • Using Julia’s Distributions
  • Exponential
  • Weibull
  • Log-Logistic
  • Gamma
  • Uniform Distribution
  • Triangular Distribution
• References

Indices and tables

• Index
• Module Index
• Search Page