logLikelihoodPH_RKs: Loglikelihood of PI with phase-type using Runge-Kutta

In matrixdist: Statistics for Matrix Distributions

Loglikelihood of PI with phase-type using Runge-Kutta

Description

Loglikelihood for a sample.

Usage

logLikelihoodPH_RKs(h, alpha, S, obs, weight, rcens, rcweight, scale1, scale2)

Arguments

h	Step-length.
alpha	Initial probabilities.
S	Sub-intensity matrix.
obs	The observations.
weight	Weights of the observations.
rcens	Censored observations.
rcweight	Weights of the censored observations.
scale1	Scale for observations.
scale2	Scale for censored observations.

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