File: rNijTRiT_ModRej.Rd

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\name{rNijTRiT_ModRej}
\alias{rNijTRiT_ModRej}
\title{
C++ Based Modified Rejection Sampling
}
\description{
Function for generating initial and endpoint-conditioned Markov process sampling paths for a given discrete-time transition matrix

}
\usage{
rNijTRiT_ModRej(tmabs, te, gm) 
}

\arguments{
  \item{tmabs}{
matrix of absolute transition frequencies
}
  \item{te}{
time elapsed in transition process
}
  \item{gm}{
generator matrix
}
}
\details{
Function for the simulation of paths from an endpoint-conditioned Markov process. Returns number of transitions NijT and cumulative holding times RiT.
}
\references{
J. Fintzi: R Package ECctmc, 2016.

A. Hobolth and E. A. Stone: Simulation from Endpoint-Conditioned, Continuous-Time Markov Chains on a Finite State Space, with Applications to Molecular Evolution. Annals of Applied Statistics 3(3):1204-1231, 2009
}
\author{
Jon Fintzi, Marius Pfeuffer
}
\examples{
data(tm_abs)

## Initial guess for generator matrix (absorbing default state)

gm=matrix(1,8,8)
diag(gm)=0
diag(gm)=-rowSums(gm)
gm[8,]=0

rNijTRiT_ModRej(tm_abs,1,gm)
}