getKernel: Method to get the semi-Markov kernel q

In corentin-dev/smmR: Simulation, Estimation and Reliability of Semi-Markov Models

Method to get the semi-Markov kernel q

Description

Computes the semi-Markov kernel q_{ij}(k).

Usage

getKernel(x, k, var = FALSE, klim = 10000)

Arguments

x	An object of S3 class smmfit or smm.
k	A positive integer giving the time horizon.
var	Logical. If TRUE the asymptotic variance is computed.
klim	Optional. The time horizon used to approximate the series in the computation of the mean sojourn times vector m (cf. meanSojournTimes function) for the asymptotic variance.

Value

An array giving the value of q_{ij}(k) at each time between 0 and k if var = FALSE. If var = TRUE, a list containing the following components:

• x: an array giving the value of q_{ij}(k) at each time between 0 and k;

• sigma2: an array giving the asymptotic variance of the estimator \sigma_{q}^{2}(i, j, k).

corentin-dev/smmR documentation built on April 14, 2023, 11:36 p.m.