iph-class

Class of objects for inhomogeneous phase type distributions

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

iph-class function

<dl class="dl-horizontal">
<dt><code>name</code></dt><dd>name of the phase type distribution.</dd></dl><dt><code>gfun</code></dt><dd>a list comprising of the parameters.</dd><dt><code>scale</code></dt><dd>scale.</dd>

iph-class: Inhomogeneous Phase Type distributions

Description

Arguments

Value

Slots