Discretize MPH object with a reward vector

Source: R/RewTransform.R

Reward transformation of continuous phase-type distribution into a discrete phase-type distribution.

RewTransform(mph_obj, rewards, theta)

Arguments

mph_obj

multivariate phase-type object generated either from mult_phase_type or kingsman function
rewards

vector of non negative numbers
theta

mutation parameter (positive number)

Value

A list containing keys `subint_mat`, `init_probs` and `defect`

Examples

n = 5
mphobj = kingsman(n)
reward_length = length(mphobj$init_probs)
transformed = RewTransform(mphobj, 0:(reward_length-1), 2)
transformed$subint_mat
#>           [,1]      [,2]      [,3]      [,4]      [,5]
#> [1,] 0.1428571 0.1714286 0.2142857 0.1942857 0.1904762
#> [2,] 0.0000000 0.4000000 0.0000000 0.3200000 0.1666667
#> [3,] 0.0000000 0.0000000 0.5000000 0.1333333 0.2777778
#> [4,] 0.0000000 0.0000000 0.0000000 0.8000000 0.0000000
#> [5,] 0.0000000 0.0000000 0.0000000 0.0000000 0.8333333