General phase-type distribution
General phase-type distribution
alpha()Get alpha
GPHClass$alpha()A vector of alpha
Q()Get Q
GPHClass$Q()A matrix of Q
xi()Get xi
GPHClass$xi()A vector of xi
new()Create a GPH
GPHClass$new(alpha, Q, xi)alphaA vector of initial probability
QAn infinitesimal generator
xiAn exit rate vector
An instance of GPH
copy()copy
GPHClass$copy()A new instance
size()The number of phases
GPHClass$size()The number of phases
The degrees of freedom
moment()Moments of GPH
GPHClass$moment(k, ...)kA value to indicate the degrees of moments. k-th moment
...Others
A vector of moments from 1st to k-th moments
...Others
xA vector of points
poisson.epsA value of tolerance error for uniformization
ufactorA value of uniformization factor
...Others
A vector of densities.
cdf()CDF
GPHClass$cdf(x, poisson.eps = 1e-08, ufactor = 1.01, ...)xA vector of points
poisson.epsA value of tolerance error for uniformization
ufactorA value of uniformization factor
...Others
A vector of probabilities
ccdf()Complementary CDF
GPHClass$ccdf(x, poisson.eps = 1e-08, ufactor = 1.01, ...)xA vector of points
poisson.epsA value of tolerance error for uniformization
ufactorA value of uniformization factor
...Others
A vector of probabilities
...Others
A sample of GPH
emfit()Run EM
GPHClass$emfit(data, options, ...)dataA dataframe
optionsA list of options
...Others
init()Initialize with data
GPHClass$init(data, ...)dataA dataframe
...Others
optionsA list of options
clone()The objects of this class are cloneable with this method.
GPHClass$clone(deep = FALSE)deepWhether to make a deep clone.
A continuous distribution dominated by a continuous-time Markov chain. A random time is given by an absorbing time.