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Continuous-Time Markov Chains

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Domain-Specific Languages in R

Abstract

We will write a language for specifying continuous-time Markov chains (CTMCs) and for computing the likelihood of parameters in such CTMCs given a trace of which states the chain is in at different time points. As with the list comprehension example in the previous chapter, we are not going to use operators to create a new syntax for the language but will create a DSL by providing functions that can be strung together to construct “sentences.”

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© 2018 Thomas Mailund

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Mailund, T. (2018). Continuous-Time Markov Chains. In: Domain-Specific Languages in R. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4842-3588-1_10

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