bivph: Constructor function for bivariate phase-type distributions

In matrixdist: Statistics for Matrix Distributions

Constructor function for bivariate phase-type distributions

Description

Constructor function for bivariate phase-type distributions

Usage

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

Arguments

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 bivph.

Examples

bivph(dimensions = c(3, 3))
S11 <- matrix(c(-1, .5, .5, -1), 2, 2)
S12 <- matrix(c(.2, .4, .3, .1), 2, 2)
S22 <- matrix(c(-2, 0, 1, -1), 2, 2)
bivph(alpha = c(.5, .5), S11, S12, S22)

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