logLikelihoodDPH: Loglikelihood for discrete phase-type

View source: R/RcppExports.R

logLikelihoodDPHR Documentation

Loglikelihood for discrete phase-type

Description

Loglikelihood for discrete phase-type

Usage

logLikelihoodDPH(alpha, S, obs, weight)

Arguments

alpha

Initial probabilities.

S

Sub-transition matrix.

obs

The observations.

weight

The weights of the observations.


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