prodint {AalenJohansen}R Documentation

Calculate the product integral of a matrix function

Description

Calculate the product integral of a matrix function

Usage

prodint(start, end, step_size, lambda)

Arguments

start

Start time.

end

End time.

step_size

Step size of the grid.

lambda

A given matrix function.

Value

The product integral of the given matrix function.


[Package AalenJohansen version 1.0 Index]