DPHSubSeqGen: Discrete Phase-type representation for first occurrence of...

In NielsKrarup/phasetypeUtilsUcph: Phase-type Distribution Utilities

Description

DPHSubSeqGen must have the sub-sequence supplied in the following way: Start with a 1, then for every new unique value increment by one otherwise repeat the value.

Usage

DPHSubSeqGen(pvec = c(0.8, 0.2), k_sub_seq = c(1, 1, 2, 2))

Arguments

pvec	probability vector of unique outcomes
k_sub_seq	sequence to be implemented as DPH. Must start with 1 and increment by one for each new unique outcome.

Value

Initial vector and sub-transition matrix of the discrete phase-type distribution of the first occurrence.

Examples

##For the first occurrence of the sequence (10,9,8,8,9,10) of iid Pois(7) random variables.
DPHSubSeqGen(pvec = dpois(c(10,9,8), lambda = 7), k_sub_seq = c(1,2,3,3,2,1))

NielsKrarup/phasetypeUtilsUcph documentation built on June 26, 2019, 2:27 p.m.