RewTransform: Discretize MPH object with a reward vector

Description Usage Arguments Value Examples

View source: R/RewTransform.R

Description

Reward transformation of continuous phase-type distribution into a discrete phase-type distribution.

Usage

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RewTransform(mph_obj, rewards, theta)

Arguments

mph_obj

multivariate phase-type object generated either from mult_phase_type or kingsman function

rewards

vector of non negative numbers

theta

mutation parameter (positive number)

Value

A list containing keys 'subint_mat', 'init_probs' and 'defect'

Examples

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n = 5
mphobj = kingsman(n)
reward_length = length(mphobj$init_probs)
transformed = RewTransform(mphobj, 0:(reward_length-1), 2)
transformed$subint_mat

aumath-advancedr2019/ticphasetype documentation built on Jan. 29, 2020, 12:24 p.m.