object Step
Functions which accept a Spn
and return a function for simulating from the transition kernel of that model
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- def cle(n: Spn[DoubleState], dt: Double = 0.01): (DoubleState, Time, Time) => DoubleState
An Euler-Maruyama simulation of a CLE approximation to the provided
Spn
.An Euler-Maruyama simulation of a CLE approximation to the provided
Spn
.- n
A
Spn[DoubleState]
model (note that the state must be continous)- dt
The internal time step of the algorithm. Not the same as the
deltat
of the returned transition kernel.- returns
A function with type signature
(x0: DoubleState, t0: Time, deltat: Time) => DoubleState
which will simulate the state of the system at timet0+deltat
given initial statex0
and intial timet0
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- def euler(n: Spn[DoubleState], dt: Double = 0.01): (DoubleState, Time, Time) => DoubleState
A simple Euler integration of the continuous deterministic approximation to the provided
Spn
.A simple Euler integration of the continuous deterministic approximation to the provided
Spn
. Euler methods are well-known to be very unstable, but the function can be useful for getting a basic idea of how the model behaves in the absence of noise.- n
A
Spn[DoubleState]
model (note that the state must be continous)- dt
The internal time step of the algorithm. Not the same as the
deltat
of the returned transition kernel.- returns
A function with type signature
(x0: DoubleState, t0: Time, deltat: Time) => DoubleState
which will simulate the state of the system at timet0+deltat
given initial statex0
and intial timet0
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- def gillespie(n: Spn[IntState], minH: Double = 1e-20, maxH: Double = 1e6): (IntState, Time, Time) => IntState
The Gillespie algorithm, sometimes known as the direct method, or the stochastic simulation algorithm (SSA)
The Gillespie algorithm, sometimes known as the direct method, or the stochastic simulation algorithm (SSA)
- n
A
Spn[IntState]
model- minH
Threshold for treating hazard as zero
- maxH
Threshold for terminating simulation early
- returns
A function with type signature
(x0: IntState, t0: Time, deltat: Time) => IntState
which will simulate the state of the system at timet0+deltat
given initial statex0
and intial timet0
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- def pts(n: Spn[IntState], dt: Double = 0.01): (IntState, Time, Time) => IntState
A Poisson time-stepping algorithm.
A Poisson time-stepping algorithm. Like a tau-leaping algorithm, but with fixed step sizes.
- n
A
Spn[IntState]
model- dt
The internal time step of the algorithm. Not the same as the
deltat
of the returned transition kernel.- returns
A function with type signature
(x0: IntState, t0: Time, deltat: Time) => IntState
which will simulate the state of the system at timet0+deltat
given initial statex0
and intial timet0
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