MPHstar: Constructor function for multivariate phase-type...

In matrixdist: Statistics for Matrix Distributions

Constructor function for multivariate phase-type distributions (MPH* class)

Description

Constructor function for multivariate phase-type distributions (MPH* class)

Usage

MPHstar(
  alpha = NULL,
  S = NULL,
  structure = NULL,
  dimension = 3,
  R = NULL,
  variables = 2
)

Arguments

alpha	A probability vector.
S	A sub-intensity matrix.
structure	A valid ph structure.
dimension	The dimension of the ph structure (if provided).
R	A compatible (non-negative) reward matrix.
variables	The number of desired marginals.

Value

An object of class MPHstar.

Examples

MPHstar(structure = "general", dimension = 4, variables = 3)

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