runge_kutta

avector

bvector

cmatrix

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

runge_kutta function

<dl><dt>avector</dt>
<dd>the a vector</dd>
<dt>bvector</dt>
<dd>the b vector</dd>
<dt>cmatrix</dt>
<dd>the c matrix</dd>
<dt>dt</dt>
<dd>the increment</dd>
<dt>h</dt>
<dd>step-length</dd>
<dt>S</dt>
<dd>sub-intensity</dd>
<dt>t</dt>
<dd>exit rates</dd></dl>

Arguments

Runge Kutta for the calculation of the a,b and c vectors in a EM step — runge_kutta

<dl>

<dt>avector</dt>
<dd>the a vector</dd>


<dt>bvector</dt>
<dd>the b vector</dd>


<dt>cmatrix</dt>
<dd>the c matrix</dd>


<dt>dt</dt>
<dd>the increment</dd>


<dt>h</dt>
<dd>step-length</dd>


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


<dt>t</dt>
<dd>exit rates</dd>

</dl>

Runge Kutta for the calculation of the a,b and c vectors in a EM step

runge_kutta: Runge Kutta for the calculation of the a,b and c vectors in a EM step

Description

Usage

Arguments