### 3 releases

✓ Uses Rust 2018 edition

new 0.1.2 | Apr 2, 2020 |
---|---|

0.1.1 | Mar 24, 2020 |

0.1.0 | Mar 24, 2020 |

#**82** in Science

**MIT/Apache**

24KB

271 lines

# markovian

Simulation of Markov Processes as stochastic processes.

# Main features

- Easy construction of Markov processes, including:
- Discrete time
- Continuous time (exponential times)

- Type agnostic

# Changelog

Last version:

- 0.1.2
- Documentation added.
- Fixed bug in method markovian::traits::BranchingTrait::approx_generating_fun.

For more, see Changelog.

# To do list

- Tests

# Roadmap

## Separate sub and proper stochastic processes

**Goal:** Construct correctly stochastic and sub-stochastic process in different structs.

**Current implementation:** Sub-stochastic process for all structs.

**Options:**

**Needs:**- Exact transitions

## Implement Distribution

**Goal:** Random processes are also source of random transitions, therefore, we should be able to sample transitions.

**Current implementation:** None

**Options:**

- rand_distr::Distribution

## Differentiate Markov Chains in continuous space

**Goal:** Easier and checkable implementation of continuous space markov processes by using randomness from the chain to simulate the next step.

**Current implementation:** Random transition function that leads a vector of one element.

**Options:**

- Needs
- random generator choice.

## Sample trajectory

**Goal:** Random processes are also source of random trajectories. Therefore, we should be able to sample them.

**Current implementation:** None

**Options:**

- method sample_trajectory
- sample_trajectory_iter as in rand_distr::Distribution

## Random generator choice

**Goal:** Include random generator to the construction step.

**Current implementation:** New standard sampler for each step simulation.

**Options:**

- rand

## Exact transitions

**Goal:** Integration with some crate for creation of a correct (sub-)distribution for each step.

**Current implementation:** f64 for probabilities and there is no correctness check.

**Options:**

- Rational numbers
- statrs
- rand_distr
- probability

## Contribution

Your contribution is highly appreciated. Do not hesitate to open an issue or a pull request. Note that any contribution submitted for inclusion in the project will be licensed according to the terms of the dual license (MIT and Apache-2.0).

#### Dependencies

~620KB

~11K SLoC