newState

<p>Previous state of the Markov jump process</p>

previousState

cumulatedEmbeddedMC

<p>Given a transition matrix <code>Q</code>, a uniform value <code>u</code>, and a previous state <code>k</code>, it returns the new state of a Markov jump process</p>

Tools for homogeneous and in-homogeneous phase-type distributions.
Methods for functional evaluation, simulation and estimation using the
expectation-maximization (EM) algorithm are provided.
The methods of this package are based on the following references.
Asmussen, S., Nerman, O., & Olsson, M. (1996) <https://www.jstor.org/stable/4616418>,
Olsson, M. (1996) <https://www.jstor.org/stable/4616419>.
Albrecher, H., & Bladt, M. (2019) <doi:10.1017/jpr.2019.60>
Albrecher, H., Bladt, M., & Yslas, J. (2020) <doi:10.1111/sjos.12505>
Bladt, M., & Yslas, J. (2020) <arXiv:abs/2011.03219>.

Martin Bladt

newState: New state in a Markov jump process

Description

Usage

Arguments

Value