Man pages for jorgeyslas/phfrailty
Phase-type frailty models

bivphasetypeConstructor function for bivariate phase-type distributions
bivphasetype-classBivariate phase-type distributions
bivph_densityBivariate phase-type joint density
bivph_laplaceBivariate phase-type joint Laplace
bivph_laplace_der_noconsDerivative of order (n,m) of the joint Laplace of a bivariate...
bivph_tailBivariate phase-type joint tail
cdfNew generic for the distribution function of matrix...
cdf-frailty-methodDistribution method for univariate phase type frailty models
cdf-mp-methodDistribution method for univariate phase type mixed Poisson...
cdf-phasetype-methodDistribution method for phase-type distributions
clone_matrixClone a matrix
clone_vectorClone a vector
coef-bivphasetype-methodCoef method for bivphasetype class
coef-correlated-methodCoef method for correlated frailty class
coef-frailty-methodCoef method for univariate frailty class
coef-mp-methodCoef method for univariate phase-type mixed Poisson class
coef-phasetype-methodCoef method for phasetype class
coef-shared-methodCoef method for shared frailty class
corrNew generic for the correlation of multivariate matrix...
corr-bivphasetype-methodCorrelation method for bivphasetype class
correlatedConstructor function for correlated phase-type frailty models
correlated-classCorrelated phase-type frailty model
crossNew generic for the cross ratio function of matrix...
cross-shared-methodCross method for shared phase-type frailty models
cumulate_matrixCumulate matrix
cumulate_vectorCumulate vector
densNew generic for the density of matrix distributions
dens-bivphasetype-methodDensity method for bivariate phase-type distributions
dens-correlated-methodDensity method for correlated phase-type frailty models
dens-frailty-methodDensity method for univariate phase type frailty models
dens-mp-methodDensity method for univariate phase type mixed Poisson models
dens-phasetype-methodDensity method for phase-type distributions
dens-shared-methodDensity method for shared phase-type frailty models
discretizate_bivdensityDiscretization of a bivariate density
discretizate_densityDiscretization of a univariate density
embedded_mcEmbedded Markov chain of a sub-intensity matrix
EMstepEM for phase-type distributions using Pade for matrix...
EMstep_bivphEM for bivariate phase-type distributions using Pade for...
fitNew generic for estimation of matrix distributions
fit-correlated-methodFit method for correlated phase-type frailty models
fit-mp-methodFit method for phase-type mixed Poisson models
fit-phasetype-methodFit method for phase-type frailty models
fit-shared-methodFit method for shared phase-type frailty models
frailtyConstructor function for univariate phase type frailty models
frailty-classPhase type frailty model
hazNew generic for the hazard rate of matrix distributions
haz-frailty-methodHazard rate method for univariate phase type frailty models
haz-phasetype-methodHazard rate method for phase-type distributions
inf_normL_inf norm of a matrix
initial_stateInitial state of Markov jump process
marginalNew generic for the marginals of multivariate matrix...
marginal-bivphasetype-methodMarginal method for bivphasetype class
marginal-correlated-methodMarginal method for correlated frailty class
marginal-shared-methodMarginal method for shared frailty class
matrix_exponentialMatrix exponential
matrix_powerComputes A^n
matrix_VanLoanCreates the matrix (A1, B1 ; 0, A2)
merge_matricesMerges the matrices S11, S12 and S22 into a sub-intensity...
momentNew generic for moment of matrix distributions
moment-bivphasetype-methodMoment method for bivphasetype class
moment-phasetype-methodMoment method for phase-type distributions
mpConstructor function for univariate phase type mixed Poisson...
mp_aux_densityPhase-type mixed Poisson density with covariates
mp-classPhase type mixed Poisson model
mp_cor_densCorrelated Phase-type mixed Poisson density
mp_cor_dens_auxCorrelated Phase-type mixed Poisson density with covariates
mp_cor_dens_covCorrelated Phase-type mixed Poisson density with covariates
mp_densityPhase-type mixed Poisson density
mp_density_covPhase-type mixed Poisson density with covariates
new_stateNew state in a Markov jump process
phasetypeConstructor function for phase-type distributions
phasetype-classPhase-type distributions
ph_cdfPhase-type cdf or tail
ph_densityPhase-type density
ph_laplaceLaplace transform of a phase-type distribution
ph_laplace_der_noconsDerivative of order n of the Laplace transform of a...
quanNew generic for the quantile of matrix distributions
quan-phasetype-methodQuantile method for phase-type distributions
random_structureRandom structure of a phase-type
random_structure_bivphRandom structure of a bivariate phase-type
rmphSimulate a MPH* random vector
rphasetypeSimulate phase-type
sharedConstructor function for shared phase-type frailty models
shared-classShared phase-type frailty model
show-bivphasetype-methodShow method for bivariate phase-type distributions
show-correlated-methodShow method for correlated phase-type frailty models
show-frailty-methodShow method for univariate phase type frailty models
show-mp-methodShow method for univariate phase type mixed Poisson models
show-phasetype-methodShow method for phase type distributions
show-shared-methodShow method for shared phase-type frailty models
simNew generic for simulating matrix distributions
sim-bivphasetype-methodSimulation method for bivariate phase-type distributions
sim-correlated-methodSimulation method for correlated phase-type frailty models
sim-frailty-methodSimulation method for univariate phase type frailty models
sim-mp-methodSimulation method for univariate phase type mixed Poisson...
sim-phasetype-methodSimulation method for phase-type distributions
sim-shared-methodSimulation method for shared phase-type frailty models
survNew generic for the survival function of matrix distributions
surv-bivphasetype-methodSurvival method for bivariate phase-type distributions
surv-correlated-methodSurvival method for correlated phase-type frailty models
surv-frailty-methodSurvival method for univariate phase type frailty models
surv-phasetype-methodSurvival method for phase-type distributions
surv-shared-methodSurvival method for shared phase-type frailty models
vector_of_matricesComputes elements S^n until the value size_vec
vector_of_powersComputes elements A^(n + 1) until the given size
jorgeyslas/phfrailty documentation built on April 17, 2025, 4:11 p.m.