OcondCDF: Functional of Markov jump process

In NielsKrarup/phasetypeUtilsUcph: Phase-type Distribution Utilities

Description

Use for estimating conditional cdf given absorption time.

Usage

OcondCDF(obj, State, y)

Arguments

obj	Markov jump process object with state and jump sequence and intensity matrix.
State	State in the state space of the Markov jump process.
y

Value

1 if the time spent in state State is less than or equal to y 0 else.

Examples

(a <- simPH(SubIntMat = listS[[6]], phi0 = listAlpha[[6]]))
OcondCDF(a, State = 3, y = 0.2)

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