sim_rew_phase_type: sim_rew_phase_type implements a naive simulation scheme for...

Description Usage Arguments Value

View source: R/simul.R

Description

sim_rew_phase_type implements a naive simulation scheme for simulation of multivariate phase-type distributions.

Usage

1
sim_rew_phase_type(R, obj, reward_mat = NULL)

Arguments

R

number of replications

obj

an object of class mult_cont_phase_type or cont_phase_type

reward_mat

A p times n matrix of rewards. If a vector is provided it is converted to a matrix and univariate rewards are assumed the number of columns of reward_mat must match subint_mat

Value

An n times R vector


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