Simulate Continuous-Time Markov Chains
This code can be used to simulate continuous-time Markov chains
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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.
Cite As
Dana (2026). Simulate Continuous-Time Markov Chains (https://ch.mathworks.com/matlabcentral/fileexchange/79649-simulate-continuous-time-markov-chains), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.2 (4.43 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
