MDPH_functions: The Multivariate Discrete Phase-Type Distribution

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

Description

The Multivariate Discrete Phase-Type Distribution

Usage

dMDPH(x, obj)

qMDPH(p, obj)

pMDPH(q, obj)

rMDPH(n, obj)

Arguments

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

Details

If the object provided is multivariate, each row of the result will corresponds to each univariate reward transformation. For dMDPH, qMDPH and pMDPH, 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.

Value

dMDPH gives the density, pMDPH gives the distribution function, qMDPH gives the quantile function, and rMDPH generates random deviates.

The length of the result is determined by n for rMDPH, 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.

Functions

• dMDPH: Density function for the multivariate discrete phase-type distribution.

• qMDPH: Quantile function for the multivariate discrete phase-type distribution.

• pMDPH: Distribution function for the multivariate discrete phase-type distribution.

• rMDPH: Random number generator for the multivariate discrete phase-type distribution.

See Also

Distributions for other standard distributions.

Examples

disc_phase_type <- matrix(c(0.4, 0, 0.2,
                            0.5, 0.3, 0.2,
                            0, 0.7, 0.2), ncol = 3)
R <- matrix(c(0, 1, 1,
              2, 1, 5,
              0, 1, 10), ncol = 3)
Y <- MDPH(disc_phase_type, reward_mat = R)

dMDPH(3:4, Y)
pMDPH(1.45, Y)
qMDPH(0.5, Y)
rMDPH(6, Y)

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