ph_laplace: Laplace transform of a phase-type distribution

View source: R/RcppExports.R

ph_laplaceR Documentation

Laplace transform of a phase-type distribution

Description

Computes the Laplace transform at r of a phase-type distribution with parameters alpha and S.

Usage

ph_laplace(r, alpha, S)

Arguments

r

Vector of real values.

alpha

Vector of initial probabilities.

S

Sub-intensity matrix.

Value

Laplace transform at r.


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