Vignette 21 - Continuous time Markov chains

After a very brief introduction to continuous time Markov chains (CTMC), I explain how to transform a compartmental system of ordinary differential equations into a CTMC, then how to obtain numerical realisations (simulations) of the resulting CTMC. For the numerics, I first explain and demonstrate the Gillespie algorithm, then show how to use the adaptivetau lbrary and finally, explain how to write code to parallelise such "embarrassingly parralel" problems. See the slide here: https://julien-arino.github.io/R-for-modellers/SLIDES/vignette-21-CTMC.pdf