DMHMarkov Chain
Constructors
Properties
If true, the stream will automatically participate in having its stream advanced to the next sub-stream via stream managers
Tells the stream to start producing antithetic variates
The initial starting state of the chain
The last (previous) randomly generated value. This value does not change until the next randomly generated value is obtained
If true, the stream will automatically participate in having its stream reset to its start stream via stream managers
rnStream provides a reference to the underlying stream of random numbers
Functions
Positions the RNG at the beginning of its next substream
Simulates the chain forward starting from the startState until the desired state desiredState is reached for the first time and returns the number of transitions required to reach the desired state for the first time.
Estimates the first passage time distribution from the starting state to the desired state as an IntegerFrequency based on the provided sample size sampleSize.
Makes a new instance. False allows the new instance to keep using the same underlying source of random numbers.
The resetStartStream method will position the RNG at the beginning of its stream. This is the same location in the stream as assigned when the RNG was created and initialized.
Resets the position of the RNG at the start of the current substream
Generates the number of columns nCols with each column holding a random sample of size sampleSize
Generates the number of rows nRows with each row holding a random sample of size sampleSize
Fills the supplied matrix with randomly generated values
Fills the supplied array with randomly generated values
Assigns the stream associated with the supplied number from the default RNStreamProvider