EMstep: EM for phase-type distributions using Pade for matrix...

View source: R/RcppExports.R

EMstepR Documentation

EM for phase-type distributions using Pade for matrix exponential

Description

EM for phase-type distributions using Pade for matrix exponential

Usage

EMstep(alpha, S, obs, weight)

Arguments

alpha

Initial probabilities.

S

Sub-intensity.

obs

The observations.

weight

The weights for the observations.

Value

Fitted alpha and S after one iteration.


jorgeyslas/phfrailty documentation built on April 17, 2025, 4:11 p.m.