mapfit (version 0.9.9)

ph.moment: Moments for Phase-Type (PH) Distribution

Description

Moments for PH distribution.

Usage

# S4 method for ANY,ph
ph.moment(k, ph, ...)
ph.mean(ph)
ph.var(ph)

Arguments

k

An integer of dgrees of moments.

ph

An object of S4 class of PH ('>ph) or Hyper-Erlang ('>herlang).

...

Further arguments for methods.

Value

ph.mean and ph.var give mean and variance of PH. ph.moment gives a vector of up to k moments.

Details

The PH distribution with parameters \(alpha\), \(Q\) and \(xi\): k-th moment; $$k! \alpha (-Q)^{-k} 1$$

See Also

ph, cf1, herlang

Examples

# NOT RUN {
## create a PH with specific parameters
(param1 <- ph(alpha=c(1,0,0), 
              Q=rbind(c(-4,2,0),c(2,-5,1),c(1,0,-1)), 
              xi=c(2,2,0)))

## create a CF1 with specific parameters
(param2 <- cf1(alpha=c(1,0,0), rate=c(1.0,2.0,3.0)))

## create a hyper Erlang with specific parameters
(param3 <- herlang(shape=c(2,3), mixrate=c(0.3,0.7), rate=c(1.0,10.0)))

## mean
ph.mean(param1)
ph.mean(param2)
ph.mean(param3)

## variance
ph.var(param1)
ph.var(param2)
ph.var(param3)

## up to 5 moments 
ph.moment(5, param1)
ph.moment(5, param2)
ph.moment(5, param3)

# }