CF1Class: Canonical phase-type distribution

In mapfit: PH/MAP Parameter Estimation

Canonical phase-type distribution

Description

Canonical phase-type distribution

Canonical phase-type distribution

Details

A continuous distribution dominated by a continuous-time Markov chain. A random time is given by an absorbing time. In the CF1 (canonical form 1), the infinitesimal generator is given by a bi-diagonal matrix, and whose order is determined by the ascending order.

Super class

mapfit::GPHClass -> CF1Class

Methods

Public methods

• CF1Class$rate()

• CF1Class$new()

• CF1Class$copy()

• CF1Class$print()

• CF1Class$sample()

• CF1Class$emfit()

• CF1Class$init()

• CF1Class$clone()

Inherited methods

• mapfit::GPHClass$Q()
• mapfit::GPHClass$alpha()
• mapfit::GPHClass$ccdf()
• mapfit::GPHClass$cdf()
• mapfit::GPHClass$df()
• mapfit::GPHClass$moment()
• mapfit::GPHClass$pdf()
• mapfit::GPHClass$size()
• mapfit::GPHClass$xi()

---

Method rate()

Get rate

Usage

CF1Class$rate()

Returns

An instance of rate

---

Method new()

Create a CF1

Usage

CF1Class$new(alpha, rate)

Arguments

alpha

A vector of initial probability

rate

A vector of rates

Returns

An instance of CF1

---

Method copy()

copy

Usage

CF1Class$copy()

Returns

A new instance

---

Method print()

Print

Usage

CF1Class$print(...)

Arguments

...

Others

---

Method sample()

Generate a sample of CF1

Usage

CF1Class$sample(...)

Arguments

...

Others

Returns

A sample of CF1

---

Method emfit()

Run EM

Usage

CF1Class$emfit(data, options, ...)

Arguments

data

A dataframe

options

A list of options

...

Others

---

Method init()

Initialize with data

Usage

CF1Class$init(data, options, ...)

Arguments

data

A dataframe

options

A list of options

...

Others

---

Method clone()

The objects of this class are cloneable with this method.

Usage

CF1Class$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

mapfit documentation built on Nov. 22, 2022, 5:05 p.m.