knOrderPH: Generate the sub-transition matrix of the k:n order statistic...

In NielsKrarup/phasetypeUtilsUcph: Phase-type Distribution Utilities

Description

Generate the sub-transition matrix of the k:n order statistic given X_1,..., X_n phase-types.

Usage

knOrderPH(listAlpha, listS, k)

Arguments

listAlpha	list of initial distributions of the n phase-type distributions.
listS	list of sub-intensity matrices of the n phase-type distributions.
k	the order statistic of n.

Value

Sub-intensity matrix and initial vector of phase-type representation of kth order statistic. Also dimensions of each block matrix.

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