mph: Constructor function for multivariate phase-type...

In matrixdist: Statistics for Matrix Distributions

Constructor function for multivariate phase-type distributions

Description

Constructor function for multivariate phase-type distributions

Usage

mph(alpha = NULL, S = NULL, structure = NULL, dimension = 3, variables = NULL)

Arguments

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	The dimension of the multivariate phase-type.

Value

An object of class mph.

Examples

mph(structure = c("gcoxian", "general"), dimension = 5)

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