cont_phase_type: 'cont_phase_type' class

Description Usage Arguments Details Examples

View source: R/cont_phase_type.R

Description

Description of the class cont_phase_type, which represents continuous phase-type distributions.

Usage

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cont_phase_type(subint_mat = NULL, init_probs = NULL)

Arguments

subint_mat

matrix

init_probs

vector, a one-row matrix or NULL.

Details

cont_phase_type is the generator function for the continuous phase-type distribution class of the same name, which inherits from list. The class is generated by supplying a sub-intensity matrix and an optional initial probability vector. If the initial probabilities are not specified, then they are automatically generated as the first state having a probability of 1 and the rest a probability of 0.

Examples

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subintensity_matrix = matrix(c(-1.5, 0, 0, 1.5, -1, 0, 0, 1, -0.5), ncol = 3)
cont_phase_type(subintensity_matrix)

#---

subintensity_matrix = matrix(c(-1.5, 0, 0, 1.5, -1, 0, 0, 1, -0.5), ncol = 3)
initial_probabilities = c(0.9, 0.1, 0)
cont_phase_type(subintensity_matrix, initial_probabilities)

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