initialState

cumulatedPi

Given the accumulated values of the initial probabilities <code>Pi</code> and a uniform value <code>u</code>, it returns the initial state of a Markov jump process

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

initialState function

<dl><dt>cumulatedPi</dt>
<dd>A vector</dd>
<dt>u</dt>
<dd>A random value in (0,1)</dd></dl>

Arguments

Initial state of Markov jump process — initialState

<dl>

<dt>cumulatedPi</dt>
<dd>A vector</dd>


<dt>u</dt>
<dd>A random value in (0,1)</dd>

</dl>

initialState: Initial state of Markov jump process

Description

Usage

Value

Arguments