A simulator for continuous-time Markov chains

[2016-04-09 Sat] I extended my set of C++ programs to include a simulator for generic continuous-time Markov chains. I.e., any transition rate matrix can be used.

If you are interested, just get the GitHub repository and compile the whole set of programs with make all. Documentation can be found in the doc/ folder (check the CTMC class).

There is a sample program src/moran_model_boundary_mutation, that runs the Moran model with boundary mutation (De Maio, N., Schrempf, D., & Kosiol, C. (2015). PoMo: An Allele Frequency-Based Approach for Species Tree Estimation. Systematic Biology, 64(6), 1018–1031. https://doi.org/10.1093/sysbio/syv048).

Using the chain is as easy as:

// Define a GNU Scientific Library Matrix object.
gsl_matrix * my_transition_rate_matrix = alloc_and_set_matrix();
CTMC my_chain(my_transition_rate_matrix, number_of_states);
my_chain.run(a_specific_time);

// Now we print some output.
my_chain.print_hitting_times(std::cout);
my_chain.print_invariant_distribution(std::cout);

If you want to log the path of the chain, you have to activate the log path upon initialization:

CTMC my_chain(my_transition_rate_matrix, number_of_states, true);

// Print the path.
my_chain.print_path(std::cout);

Logging the path is disabled by default because it uses a lot of memory.