mapfit (version 0.9.6)

ph: Phase-Type (PH) Distribution

Description

Density function, distribution function and random generation for the PH distribution, and a function to generate an object of ph.

Usage

ph(size, alpha, Q, xi, class = "CsparseMatrix")
dph(x, ph = ph(1), log = FALSE)
pph(q, ph = ph(1), lower.tail = TRUE, log.p = FALSE)
rph(n, ph = ph(1))

Value

ph gives an object of general PH distribution. dph gives the density function, pph gives the distribution function, and rph generates random samples.

Details

The PH distribution with parameters $alpha$, $Q$ and $xi$: Cumulative probability function; $$F(q) = 1 - alpha \exp( Q q ) 1$$ Probability density function; $$f(x) = alpha \exp( Q x ) xi$$

See Also

cf1, herlang

Examples

## create a PH (full matrix) with 5 phases
(param1 <- ph(5))

## create a PH (full matrix) with 5 phases
(param1 <- ph(size=5))

## create a PH with specific parameters
(param2 <- 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))) 

## p.d.f. for 0, 0.1, ..., 1
(dph(x=seq(0, 1, 0.1), ph=param2))

## c.d.f. for 0, 0.1, ..., 1
(pph(q=seq(0, 1, 0.1), ph=param2))

## generate 10 samples
(rph(n=10, ph=param2))