Canonical phase-type distribution
Canonical phase-type distribution
mapfit::GPHClass -> CF1Class
rate()Get rate
CF1Class$rate()An instance of rate
new()Create a CF1
CF1Class$new(alpha, rate)alphaA vector of initial probability
rateA vector of rates
An instance of CF1
copy()copy
CF1Class$copy()A new instance
...Others
...Others
A sample of CF1
emfit()Run EM
CF1Class$emfit(data, options, ...)dataA dataframe
optionsA list of options
...Others
init()Initialize with data
CF1Class$init(data, options, ...)dataA dataframe
optionsA list of options
...Others
clone()The objects of this class are cloneable with this method.
CF1Class$clone(deep = FALSE)deepWhether to make a deep clone.
A continuous distribution dominated by a continuous-time Markov chain. A random time is given by an absorbing time. In the CF1 (canonical form 1), the infinitesimal generator is given by a bi-diagonal matrix, and whose order is determined by the ascending order.