EMstep_RK

alpha

weight

rcens

<p>the weights for the censored observations</p>

rcweight

<p>Computes one step of the EM algorithm by using a Runge-Kutta method of 4th order</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:2011.03219>.

Martin Bladt

matrixdist

Statistics for Matrix Distributions

Jorge Yslas

EMstep_RK function

EM step using Runge Kutta — EMstep_RK

EM step using Runge Kutta

EMstep_RK: EM step using Runge Kutta

Description

Usage

Arguments