Constructor Detail

• MarkovChain

  MarkovChain(Matrix transMat)

  Creates a DTMC with the specified transition matrix

  Parameters:

  transMat - the transition matrix

• MarkovChain

  MarkovChain(Matrix transMat, boolean isFinite)

  Creates a DTMC with the specified transition matrix and finite flag

  Parameters:

  transMat - the transition matrix

  isFinite - whether the DTMC is finite

Method Detail

• toCTMC

   MarkovProcess toCTMC()

  Convert to CTMC by subtracting identity matrix

  Returns:

  the equivalent CTMC

• toTimeReversed

   MarkovChain toTimeReversed()

  Get time-reversed DTMC

  Returns:

  time-reversed DTMC

• getTransMat

   Matrix getTransMat()

  Get the transition matrix

  Returns:

  the transition matrix

• setStateSpace

   void setStateSpace(Matrix stateSpace)

  Set the state space

  Parameters:

  stateSpace - the state space matrix

• getStateSpace

   Matrix getStateSpace()

  Get the state space

  Returns:

  the state space matrix

• isFinite

   boolean isFinite()

  Check if the DTMC is finite

  Returns:

  true if finite

• sample

   Matrix sample()

  Sample from the DTMC

  Returns:

  sampled value

• sample

   Matrix sample(int n)

  Sample n steps from the DTMC starting from initial distribution

  Parameters:

  n - number of steps to sample

  Returns:

  matrix containing sampled states (column vector)

• sample

   Matrix sample(int n, Matrix pi0, Random random)

  Sample n steps from the DTMC

  Parameters:

  n - number of steps to sample

  pi0 - initial state distribution (if null, uses uniform distribution)

  random - random number generator

  Returns:

  matrix containing sampled states (column vector)

• rand

   static MarkovChain rand(int nStates)

  Create a random DTMC

  Parameters:

  nStates - number of states

  Returns:

  random DTMC

• fromSampleSysAggr

   static MarkovChain fromSampleSysAggr(Matrix samples)

  Create DTMC from sample system aggregation

  Parameters:

  samples - matrix where each row is a sample trajectory, each column is a time step

  Returns:

  DTMC constructed from samples by estimating transition probabilities

• fromSampleSysAggr

   static MarkovChain fromSampleSysAggr(Matrix samples, int numStates)

  Create DTMC from sample system aggregation

  Parameters:

  samples - matrix where each row is a sample trajectory, each column is a time step

  numStates - number of states (if -1, infer from data)

  Returns:

  DTMC constructed from samples by estimating transition probabilities

• fromSampleSysAggr

   static MarkovChain fromSampleSysAggr(Object sa)

  Create DTMC from sample system aggregation (legacy interface)

  Parameters:

  sa - the sample aggregation object

  Returns:

  DTMC constructed from samples