EMstep_bivph: EM for bivariate phase-type distributions using Pade for...

View source: R/RcppExports.R

EMstep_bivphR Documentation

EM for bivariate phase-type distributions using Pade for matrix exponential

Description

EM for bivariate phase-type distributions using Pade for matrix exponential

Usage

EMstep_bivph(alpha, S11, S12, S22, obs, weight)

Arguments

alpha

Initial probabilities.

S11

Sub-intensity.

S12

A matrix.

S22

Sub-intensity.

obs

The observations.

weight

The weights for the observations.

Value

Fitted alpha, S11, S12 and S22 after one iteration.


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