BePrU: Probability matrix for u
Description
Computes an estimate for the pdf of the discrete variable u_k. k = 0, 1, ..., K.
Usage
BePrU(alpha, beta, c.r, Pi.r)
References
Nieto-Barajas, L. E. & Walker, S. G. (2002). Markov beta and gamma processes for modelling hazard rates. Scandinavian Journal of Statistics 29, 413-424.