default_step_length

Computes the default step length for a matrix <code>S</code> to be employed in the RK method

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

default_step_length function

<dl><dt>S</dt>
<dd>sub-intensity matrix</dd></dl>

Arguments

Default size of the steps in the RK — default_step_length

<dl>

<dt>S</dt>
<dd>sub-intensity matrix</dd>

</dl>

default_step_length: Default size of the steps in the RK

Description

Usage

Value

Arguments