erhmm

Estimation methods for phase-type
distribution (PH) and Markovian arrival process (MAP) from
empirical data (point and grouped data) and density function.
The tool is based on the following researches:
Okamura et al. (2009) <doi:10.1109/TNET.2008.2008750>,
Okamura and Dohi (2009) <doi:10.1109/QEST.2009.28>,
Okamura et al. (2011) <doi:10.1016/j.peva.2011.04.001>,
Okamura et al. (2013) <doi:10.1002/asmb.1919>,
Horvath and Okamura (2013) <doi:10.1007/978-3-642-40725-3_10>,
Okamura and Dohi (2016) <doi:10.15807/jorsj.59.72>.

Hiroyuki Okamura

mapfit

PH/MAP Parameter Estimation

erhmm function

<dl><dt>size</dt>
<dd>An integer of the number of phases</dd>
<dt>shape</dt>
<dd>A vector of shape parameters</dd>
<dt>alpha</dt>
<dd>A vector of initial probability (alpha)</dd>
<dt>rate</dt>
<dd>A vector of rate parameters</dd>
<dt>P</dt>
<dd>A matrix of transition probabilities</dd></dl>

Arguments

Create ERHMM — erhmm

<dl>

<dt>size</dt>
<dd>An integer of the number of phases</dd>


<dt>shape</dt>
<dd>A vector of shape parameters</dd>


<dt>alpha</dt>
<dd>A vector of initial probability (alpha)</dd>


<dt>rate</dt>
<dd>A vector of rate parameters</dd>


<dt>P</dt>
<dd>A matrix of transition probabilities</dd>

</dl>

erhmm: Create ERHMM

Description

Usage

Value

Arguments