ImpSampler: Importance Sampler of process underlying a Phase-type...

In NielsKrarup/phasetypeUtilsUcph: Phase-type Distribution Utilities

Description

Importance Sampler of process underlying a Phase-type distribution conditioned on absorption time.

Usage

ImpSampler(pi = listAlpha[["pi4"]], SubIntMat = listS[["S4"]],
  N = 100, TimePoint = 0.8, OFun = OtimeSpent, ...)

Arguments

pi	Initial distribution of underlying process.
SubIntMat	Sub-intensity matrix of underlying process.
N	Number of total iterations.
TimePoint	Time of absorption to be conditioned on.
OFun	Functional applied to underlying process.
...	Additional argument passed on to OFun.

Examples

ImpSampler(State = 1)

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