EMstep_UNI: EM for phase-type using uniformization for matrix exponential

View source: R/RcppExports.R

EMstep_UNIR Documentation

EM for phase-type using uniformization for matrix exponential

Description

EM for phase-type using uniformization for matrix exponential

Usage

EMstep_UNI(h, alpha, S, obs, weight, rcens, rcweight)

Arguments

h

Positive parameter.

alpha

Initial probabilities.

S

Sub-intensity matrix.

obs

The observations.

weight

The weights for the observations.

rcens

Censored observations.

rcweight

The weights for the censored observations.


matrixdist documentation built on Aug. 8, 2023, 5:06 p.m.