ph_laplace: Laplace transform of a phase-type distribution

In jorgeyslas/phfrailty: Phase-type frailty models

Laplace transform of a phase-type distribution

Description

Computes the Laplace transform at r of a phase-type distribution with parameters alpha and S.

Usage

ph_laplace(r, alpha, S)

Arguments

r	Vector of real values.
alpha	Vector of initial probabilities.
S	Sub-intensity matrix.

Value

Laplace transform at r.

Examples

alpha <- c(0.5, 0.3, 0.2)
S <- matrix(c(c(-1, 0, 0), c(1, -2, 0),c(0, 1, -5)), nrow = 3, ncol = 3)
ph_laplace(0.5, alpha, S)

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