probabilitiesMatrix {MG1StationaryProbability}

Probability matrix calculation. Rows represent arriving probabilities at state i and columns represent the same for state j

Description

Probability matrix calculation. Rows represent arriving probabilities at state i and columns represent the same for state j

Usage

probabilitiesMatrix(
  i,
  j,
  m = c(0.2, 0.3),
  lambda = c(1, 2),
  tmax = 12,
  nmax = 5
)

Arguments

i

MC i-th state

j

MC j-th state

m

distribution parameters vector of sojourn times in alternating environment states

lambda

Poisson flow intensity vector

tmax

upper integration limit

nmax

limitation for number of arriving claims

Value

matrix with nmax rows and columns