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A Julia package for efficient simulation, statistical inference and verification of Continuous Time Markov Chains.
It implements:
* A core of simulation for Markov Processes.
* A simple interface for Biochemical Networks / Stochastic Petri Nets.
* Synchronized simulation with Linear Hybrid Automata.
* Approximate Bayesian Computation (a likelihood-free inference method)
* Automaton-ABC: a statistical method for verification of parametric CTMC (cite paper)
## Install
This package is not yet registered in the Julia's packages. For the install of the package:
1. Launch Julia's REPL (for example by entering `julia` in the shell)
2. Enter Pkg's REPL by typing `]`
3. Enter
```julia
pkg> add https://gitlab-research.centralesupelec.fr/2017bentrioum/markovprocesses.jl/
## Getting started
A few notebooks are available in examples/notebooks for a quick presentation of the different features of the package.
Execution tests and statistical tests are available. It can be run by
`julia test/runtests.jl`
or in Pkg's REPL:
```julia
pkg> test MarkovProcesses
```
> :warning: The statistical tests run by `test/run_cosmos.jl` needs [Cosmos](http://cosmos.lacl.fr/) in your PATH environment variable.
Benchmarks have been made to test the performance of the package compared to well-known efficient other packages such as `DifferentialEquations.jl`.
## Info
This package was written during my PhD thesis. The mathematical fundations and the package archtecture are presented in it.