moment_mph

This function calculates the moments for the multivariate phase-type
distributions.

internal

General implementation of core function from phase-type
theory. 'PhaseTypeR' can be used to model continuous and discrete
phase-type distributions, both univariate and multivariate. The
package includes functions for outputting the mean and (co)variance of
phase-type distributions; their density, probability and quantile
functions; functions for random draws; functions for
reward-transformation; and functions for plotting the distributions as
networks. For more information on these functions please refer to
Bladt and Nielsen (2017, ISBN: 978-1-4939-8377-3) and Campillo Navarro
(2019)
<https://orbit.dtu.dk/en/publications/order-statistics-and-multivariate-discrete-phase-type-distributio>.

Iker Rivas-Gonz<c3><a1>lez

PhaseTypeR

General-Purpose Phase-Type Functions

Iker Rivas-González

Asger Hobolth

Lars Nørvang Andersen

Colin Guetemme

moment_mph function

<dl><dt>obj</dt>
<dd>a mult_cont_phase_type.</dd>
<dt>v</dt>
<dd>a vector or an integer.</dd></dl>

Arguments

Moments of the multivariate continuous phase-type distribution — moment_mph

<dl>

<dt>obj</dt>
<dd>a mult_cont_phase_type.</dd>


<dt>v</dt>
<dd>a vector or an integer.</dd>

</dl>

moment_mph: Moments of the multivariate continuous phase-type distribution

Description

Usage

Value

Arguments

Details