bivph_laplace_der_nocons: Derivative of order (n,m) of the joint Laplace of a bivariate...

In jorgeyslas/phfrailty: Phase-type frailty models

Derivative of order (n,m) of the joint Laplace of a bivariate phase-type

Description

Derivative of order (n,m) of the joint Laplace of a bivariate phase-type

Usage

bivph_laplace_der_nocons(r, n, m, alpha, S11, S12, S22)

Arguments

r	Matrix of values.
n	Order of first component.
m	Order of second component.
alpha	Vector of initial probabilities.
S11	Sub-intensity matrix.
S12	Matrix.
S22	Sub-intensity matrix.

Value

Derivative of joint laplace at r, without multiplicative constants.

Examples

alpha <- c(0.15, 0.85)
S11 <- matrix(c(c(-2, 9), c(0, -11)), nrow = 2, ncol = 2)
S12 <- matrix(c(c(2, 0), c(0, 2)), nrow = 2, ncol = 2)
S22 <- matrix(c(c(-1, 0), c(0.5, -5)), nrow = 2, ncol = 2)
x <- matrix(c(c(0.5, 1), c(2, 1.5)), ncol = 2)
bivph_laplace_der_nocons(x, 2, 3, alpha, S11, S12, S22)

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