h {MG1StationaryProbability}

Density of empty time for initial state i jointly with probability of final state j

Description

Density of empty time for initial state i jointly with probability of final state j

Usage

h(i, j, t, m = c(0.2, 0.3), lambda = c(1, 2))

Arguments

i

MC i-th state

j

MC j-th state

t

time value

m

distribution parameters vector of sojourn times in alternating environment states

lambda

Poisson flow intensity vector

Value

double

Examples

h(1, 1, 2, m = c(2.5, 0.2))