I know that there is a package called JumpProcesses.jl but there is no option to implement the tau-leaping algorithm. Is there any existing package that can implement this method?
Welcome to the discourse @jameslawkc. I believe there is an implementation of Tau Leaping in JumpProcesses.jl. See this section of the package code, and this page of the docs (which also point to StochasticDiffEq.jl for an adaptive implementation of a Tau Leaping algorithm). I’m afraid I can’t help much with any implementation questions you may have as I’ve always just written my own versions, but hopefully this test file from StochasticDiffEq.jl can get you most of the way!
Thank you for the reply. I notice the tau leaping algorithm is called from StochasticDiffEq.jl. Is that the same algorithm in the context for jump processes? It just a bit weird we are calling this from a package that deals with continuous stochastic process.
Yes, the tau-leaping integrators just live in StochasticDiffEq but take inputs from JumpProcesses. This is because they reuse components from other integrators in StochasticDiffEq.
Note that there should be a lot more work on it this summer, so things should improve in this space “soon”