sim,iph-method

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

an integer of length of realization.

Simulation Method for inhomogeneous phase type distributions

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

sim,iph-method function

<dl><dt>x</dt>
<dd>an object of class iph.</dd>
<dt>n</dt>
<dd>an integer of length of realization.</dd></dl>

Arguments

Simulation Method for inhomogeneous phase type distributions — sim,iph-method

<dl>

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


<dt>n</dt>
<dd>an integer of length of realization.</dd>

</dl>

sim,iph-method: Simulation Method for inhomogeneous phase type distributions

Description

Usage

Value

Arguments

Examples