Calculates a vector of probabilities given a vector of rates using the matrix exponential function from Goulet, Dutang, Maechler, Firth, Shapira, Stadelmann (2014) which depends on the package Matrix of Bates and Maechler (2012).
EPPMprob(vlambda)a vector of rates of an extended Poisson process.
The value returned is a vector of probabilities.
This is a similar function to that in Smith and Faddy (2014).
Bates D, Maechler M (2016). Matrix: Sparse and Dense Matrix Classes and Methods. R package version 1.2-4, https://CRAN.R-project.org/package=Matrix.
Goulet V, Dutang C, Maechler M, Firth D, Shapira M, Stadelmann M. (2014). Package 'expm'. R package version 0.99-1.1, https://CRAN.R-project.org/package=expm.
Smith D, Faddy M (2014). CountsEPPM: Mean and Variance Modeling of Count Data. R package version 2.0, https://CRAN.R-project.org/package=CountsEPPM.