GaPrU: Probability matrix for u
Description
Computes an estimate for the pdf of the discrete variable u_k. k=0,1,...K
Usage
GaPrU(alpha, beta, c.r, lambda.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.