matrixExpSum_arma

powerVector

Computes e^(Sx) base on the values on powerVector

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

matrixExpSum_arma function

<dl><dt>x</dt>
<dd>a number</dd>
<dt>n</dt>
<dd>an integer</dd>
<dt>powerVector</dt>
<dd>a vector</dd>
<dt>a</dt>
<dd>a number</dd></dl>

Arguments

Computes e^(Sx) base on the values on powerVector — matrixExpSum_arma

<dl>

<dt>x</dt>
<dd>a number</dd>


<dt>n</dt>
<dd>an integer</dd>


<dt>powerVector</dt>
<dd>a vector</dd>


<dt>a</dt>
<dd>a number</dd>

</dl>

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matrixExpSum_arma: Computes e^(Sx) base on the values on powerVector

Description

Usage

Arguments