biviph: Constructor function for bivariate inhomogeneous phase-type...

In matrixdist: Statistics for Matrix Distributions

Constructor function for bivariate inhomogeneous phase-type distributions

Description

Constructor function for bivariate inhomogeneous phase-type distributions

Usage

biviph(
  bivph = NULL,
  gfun = NULL,
  gfun_pars = NULL,
  alpha = NULL,
  S11 = NULL,
  S12 = NULL,
  S22 = NULL,
  dimensions = c(3, 3)
)

Arguments

bivph	An object of class bivph.
gfun	Vector of inhomogeneity transforms.
gfun_pars	List of parameters for the inhomogeneity functions.
alpha	A probability vector.
S11	A sub-intensity matrix.
S12	A matrix.
S22	A sub-intensity matrix.
dimensions	The dimensions of the bivariate phase-type (if no parameters are provided).

Value

An object of class biviph.

Examples

under_bivph <- bivph(dimensions = c(3, 3))
biviph(under_bivph, gfun = c("weibull", "pareto"), gfun_pars = list(c(2), c(3)))

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