DPHrep: Construction of DPH-representation

In rivasiker/phasty: General-purpose phase-type functions

Description

DPHrep computes the representation of of a integer-linear-combination of the Site Frequency as a discrete phase-type distribution. The construction is described in Section 7.1 of Hobolth (2020).

Usage

DPHrep(bM, bA, ba)

Arguments

bM	Subtransition probabilities un the underlying discrete Markov chain (cf. Figure 6).
bA	Statespace of the underlying block-counting process
ba	Vector of integer coeffcients

Value

List consisting of bMt: The constructed matrix subtransition probabilities. sizes_of_blocks: The sizes of the constructed blocks.

Examples

## Not run: 
ba = c(1,2,3)
ph_bcp = block_counting_process(4)
subintensity_matrix = ph_bcp$subint_mat
bA = ph_bcp$reward_mat
ph = phase_type(subintensity_matrix)
ph_rew_obj = reward_phase_type(ph, rowSums(rew_mat))
bS = ph_rew_obj$subint_mat
bM = solve(diag(dim(bS)[1])-(2/theta)*bS)
DPHrep(ba,bM)

## End(Not run)

rivasiker/phasty documentation built on June 15, 2021, 9:18 p.m.