Fisher,sph-method

an object of class <a href="/link/?package=matrixdist&version=1.1.3" sph'="" data-mini-rdoc="matrixdist::"></a>'>sph.

Fisher Information Method for sph Class

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

Fisher,sph-method function

<dl><dt>x</dt>
<dd>an object of class sph.</dd>
<dt>y</dt>
<dd>independent variate.</dd>
<dt>X</dt>
<dd>matrix of covariates.</dd>
<dt>w</dt>
<dd>weights.</dd></dl>

Arguments

Fisher Information Method for sph Class — Fisher,sph-method

<dl>

<dt>x</dt>
<dd>an object of class sph.</dd>


<dt>y</dt>
<dd>independent variate.</dd>


<dt>X</dt>
<dd>matrix of covariates.</dd>


<dt>w</dt>
<dd>weights.</dd>

</dl>

Fisher,sph-method: Fisher Information Method for sph Class

Description

Usage

Value

Arguments