matrixdist (version 1.1.9)

miph: Constructor function for multivariate inhomogeneous phase-type distributions

Description

Constructor function for multivariate inhomogeneous phase-type distributions

Usage

miph(
  mph = NULL,
  gfun = NULL,
  gfun_pars = NULL,
  alpha = NULL,
  S = NULL,
  structure = NULL,
  dimension = 3,
  variables = NULL,
  scale = 1
)

Value

An object of class iph.

Arguments

mph

An object of class mph.

gfun

Vector of inhomogeneity transforms.

gfun_pars

List of parameters for the inhomogeneity functions.

alpha

A probability vector.

S

A list of sub-intensity matrices.

structure

A vector of valid ph structures.

dimension

The dimension of the ph structure (if provided).

variables

Number of marginals.

scale

Scale.

Examples

under_mph <- mph(structure = c("gcoxian", "general"), dimension = 4)
miph(under_mph, gfun = c("weibull", "pareto"), gfun_pars = list(c(2), c(3)))