miph: Constructor function for multivariate inhomogeneous...

In matrixdist: Statistics for Matrix Distributions

Constructor function for multivariate inhomogeneous phase-type distributions

Description

Constructor function for multivariate inhomogeneous phase-type distributions

Usage

miph(
  mph = NULL,
  gfun = NULL,
  gfun_pars = NULL,
  alpha = NULL,
  S = NULL,
  structure = NULL,
  dimension = 3,
  variables = NULL,
  scale = 1
)

Arguments

mph	An object of class mph.
gfun	Vector of inhomogeneity transforms.
gfun_pars	List of parameters for the inhomogeneity functions.
alpha	A probability vector.
S	A list of sub-intensity matrices.
structure	A vector of valid ph structures.
dimension	The dimension of the ph structure (if provided).
variables	Number of marginals.
scale	Scale.

Value

An object of class iph.

Examples

under_mph <- mph(structure = c("gcoxian", "general"), dimension = 4)
miph(under_mph, gfun = c("weibull", "pareto"), gfun_pars = list(c(2), c(3)))

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