ph.moment-method: Moments for Phase-Type (PH) Distribution

Description Usage Arguments Details Value Note See Also Examples

Description

Moments for PH distribution.

Usage

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ph.mean(ph)
ph.var(ph)
## S4 method for signature 'ANY,ph'
ph.moment(k, ph, ...)
## S4 method for signature 'ANY,herlang'
ph.moment(k, ph, ...)

Arguments

ph

an object of S4 class of PH (ph) or Hyper-Erlang (herlang).

k

an integer of dgrees of moments.

...

further arguments for methods.

Details

The PH distribution with parameters alpha, Q and xi: k-th moment;

k! α (-Q)^{-k} 1

Value

ph.mean and ph.var give mean and variance of PH. ph.moment gives a vector of up to k moments.

Note

ph.moment is a generic function for ph and herlang.

See Also

ph, cf1, herlang

Examples

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## create a PH with specific parameters
(param1 <- ph(alpha=c(1,0,0), 
	          Q=rbind(c(-4,2,0),c(2,-5,1),c(1,0,-1)), 
	          xi=c(2,2,0)))

## create a CF1 with specific parameters
(param2 <- cf1(alpha=c(1,0,0), rate=c(1.0,2.0,3.0)))

## create a hyper Erlang with specific parameters
(param3 <- herlang(shape=c(2,3), mixrate=c(0.3,0.7),
	               rate=c(1.0,10.0)))

## mean
ph.mean(param1)
ph.mean(param2)
ph.mean(param3)

## variance
ph.var(param1)
ph.var(param2)
ph.var(param3)

## up to 5 moments 
ph.moment(5, param1)
ph.moment(5, param2)
ph.moment(5, param3)

mapfit documentation built on May 29, 2017, 3:44 p.m.