markovian

Simulation of Stochastic processes.

Goal

Serve as an extension of the rand crate for sub-stochastic markovian processes.

Main features

• Easy construction of Markov processes, including:
  • Finite/Infinite states
  • Discrete/continuous time
• Type agnostic
• Zero-cost abstraction

Changelog

See Changelog.

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).

Related crates

Statistics

Crates that serve for statistics (estimation, model fitting or prediction):

• bio::stats - Mathematical and statistical tools for bioinformatics, including Hidden Markov Chains.

• statrs - Statistical utilities for Rust scientific computing.

• mkv_chain - Finite state Markov Chains

Simulation

• rand - Random number generation.

• noise - A procedural noise generation library for Rust.

• rv - Random variables (RV) for rust.

• sim - "Sim" or "SimRS" is a discrete event simulation package that facilitates Rust- and npm-based simulation products and projects.

• randomwalk - Build glorious random walks.

For the reader

Has this project been useful to you? How? :) Let me know through a github issue!