Description of the class cont_phase_type, which represents continuous phase-type
distributions.
cont_phase_type(subint_mat = NULL, init_probs = NULL)
| subint_mat | matrix |
|---|---|
| init_probs | vector, a one-row matrix or |
cont_phase_type is the generator function for the continuous phase-type distribution class
of the same name, which inherits from list. The class is generated by supplying a sub-intensity
matrix and an optional initial probability vector. If the initial probabilities are not specified,
then they are automatically generated as the first state having a probability of 1 and the rest
a probability of 0.
subintensity_matrix = matrix(c(-1.5, 0, 0, 1.5, -1, 0, 0, 1, -0.5), ncol = 3) cont_phase_type(subintensity_matrix)#> Warning: The initial probability vector is automatically generated.#> $subint_mat #> [,1] [,2] [,3] #> [1,] -1.5 1.5 0.0 #> [2,] 0.0 -1.0 1.0 #> [3,] 0.0 0.0 -0.5 #> #> $init_probs #> [,1] [,2] [,3] #> [1,] 1 0 0 #> #> $defect #> [1] 0 #> #> attr(,"class") #> [1] "cont_phase_type"#--- subintensity_matrix = matrix(c(-1.5, 0, 0, 1.5, -1, 0, 0, 1, -0.5), ncol = 3) initial_probabilities = c(0.9, 0.1, 0) cont_phase_type(subintensity_matrix, initial_probabilities)#> $subint_mat #> [,1] [,2] [,3] #> [1,] -1.5 1.5 0.0 #> [2,] 0.0 -1.0 1.0 #> [3,] 0.0 0.0 -0.5 #> #> $init_probs #> [,1] [,2] [,3] #> [1,] 0.9 0.1 0 #> #> $defect #> [1] 0 #> #> attr(,"class") #> [1] "cont_phase_type"