DPH_functions: The Univariate Discrete Phase-Type Distribution
In rivasiker/phasty: General-purpose phase-type functions

Description Usage Arguments Details Value Functions See Also Examples

The Univariate Discrete Phase-Type Distribution

dDPH(x, obj)

qDPH(p, obj)

pDPH(q, obj)

rDPH(n, obj)

rFullDPH(obj)

`x, q`	vector of quantiles.
`obj`	an object of class `disc_phase_type`.
`p`	vector of probabilities.
`n`	number of observations. If length(n) > 1, the length is taken to be the number required.

If the object provided is multivariate, each row of the result will corresponds to each univariate reward transformation. For dDPH, qDPH and pDPH, the inputs x, p and q can be matrices where in row i the i_th reward transformation and in col j the j_th value of x, p or q tested.

dDPH gives the density, pDPH gives the distribution function, qDPH gives the quantile function, and rDPH generates random deviates.

The length of the result is determined by n for rDPH, and is the maximum of the lengths of the numerical arguments for the other functions.

The numerical arguments other than n are recycled to the length of the result. Only the first elements of the logical arguments are used.

dDPH: Density function for the univariate continuous phase-type distribution.
qDPH: Quantile function for the univariate discrete phase-type distribution.
pDPH: Distribution function for the univariate discrete phase-type distribution.
rDPH: Random number generator for the univariate discrete phase-type distribution.
rFullDPH: Simulation of the full path for the univariate discrete phase-type distribution.

Distributions for other standard distributions.

disc_phase_type <- matrix(c(0.4, 0, 0.2,
                            0.5, 0.3, 0.2,
                            0, 0.7, 0.2), ncol = 3)
Y <- DPH(disc_phase_type)

dDPH(3:4, Y)
pDPH(5, Y)
qDPH(0.5, Y)
set.seed(0)
rDPH(6, Y)
rFullDPH(Y)