UBC-Stat-ML/pske

pske: Probabilistic Solutions to Kolmogorov's Equations

pske: Probabilistic Solutions to Kolmogorov's Equations

Description

pske (pronounced "peh·skee") is a collection of probabilistic solvers of Kolmogorov's equations for Markov jump processes.

Installation

Step 1: system dependencies

A working C/C++/Fortran toolchain

Linux systems usually ship with such tools, but macOS and Windows users might require additional setup:

• Windows: install Rtools.
• macOS: follow these instructions (only "Mandatory tools").

Step 2: install pske

if (!require(remotes)) {
    install.packages('remotes')
}
remotes::install_github("UBC-Stat-ML/pske")

TODO

• Basic parameter checking to avoid crashing R session by passing wrong things to C code
• More solvers