prodint: Productintegral (C++ optim)
In lifepack: Insurance Reserve Calculations
prodint R Documentation
Productintegral (C++ optim)
Description
This function calculates the product integral of a matrix function from s to t.
It uses a Runge-Kutta method implemented in C++ for efficiency.
Usage
prodint(A, s, t, n)
Arguments
A
A function returning a matrix (intensity matrix)
s
Initial timepoint
t
End timepoint
n
Number of steps for the Runge-Kutta algorithm
Value
A matrix (transition probabilities if A is an intensity matrix)
lifepack documentation built on April 4, 2025, 2:29 a.m.
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| prodint | R Documentation |
Productintegral (C++ optim)
Description
This function calculates the product integral of a matrix function from s to t. It uses a Runge-Kutta method implemented in C++ for efficiency.
Usage
prodint(A, s, t, n)
Arguments
A |
A function returning a matrix (intensity matrix) |
s |
Initial timepoint |
t |
End timepoint |
n |
Number of steps for the Runge-Kutta algorithm |
Value
A matrix (transition probabilities if A is an intensity matrix)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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