bivdph: Constructor function for bivariate discrete phase-type...

In matrixdist: Statistics for Matrix Distributions

Constructor function for bivariate discrete phase-type distributions

Description

Constructor function for bivariate discrete phase-type distributions

Usage

bivdph(alpha = NULL, S11 = NULL, S12 = NULL, S22 = NULL, dimensions = c(3, 3))

Arguments

alpha	A probability vector.
S11	A sub-transition matrix.
S12	A matrix.
S22	A sub-transition matrix.
dimensions	The dimensions of the bivariate discrete phase-type (if no parameters are provided).

Value

An object of class bivdph.

Examples

bivdph(dimensions = c(3, 3))
S11 <- matrix(c(0.1, .5, .5, 0.1), 2, 2)
S12 <- matrix(c(.2, .3, .2, .1), 2, 2)
S22 <- matrix(c(0.2, 0, 0.1, 0.1), 2, 2)
bivdph(alpha = c(.5, .5), S11, S12, S22)

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