GPHClass {mapfit}

General phase-type distribution

Description

General phase-type distribution

General phase-type distribution

Details

A continuous distribution dominated by a continuous-time Markov chain. A random time is given by an absorbing time.

Methods

Public methods

• GPHClass$alpha()

• GPHClass$Q()

• GPHClass$xi()

• GPHClass$new()

• GPHClass$copy()

• GPHClass$size()

• GPHClass$df()

• GPHClass$moment()

• GPHClass$print()

• GPHClass$pdf()

• GPHClass$cdf()

• GPHClass$ccdf()

• GPHClass$sample()

• GPHClass$emfit()

• GPHClass$init()

• GPHClass$clone()

Method alpha()

Get alpha

Usage

GPHClass$alpha()

Returns

A vector of alpha

Method Q()

Get Q

Usage

GPHClass$Q()

Returns

A matrix of Q

Method xi()

Get xi

Usage

GPHClass$xi()

Returns

A vector of xi

Method new()

Create a GPH

Usage

GPHClass$new(alpha, Q, xi)

Arguments

alpha

A vector of initial probability

Q

An infinitesimal generator

xi

An exit rate vector

Returns

An instance of GPH

Method copy()

copy

Usage

GPHClass$copy()

Returns

A new instance

Method size()

The number of phases

Usage

GPHClass$size()

Returns

The number of phases

Method df()

Degrees of freedom

Usage

GPHClass$df()

Returns

The degrees of freedom

Method moment()

Moments of GPH

Usage

GPHClass$moment(k, ...)

Arguments

k

A value to indicate the degrees of moments. k-th moment

...

Others

Returns

A vector of moments from 1st to k-th moments

Method print()

Print

Usage

GPHClass$print(...)

Arguments

...

Others

Method pdf()

PDF

Usage

GPHClass$pdf(x, poisson.eps = 1e-08, ufactor = 1.01, ...)

Arguments

x

A vector of points

poisson.eps

A value of tolerance error for uniformization

ufactor

A value of uniformization factor

...

Others

Returns

A vector of densities.

Method cdf()

CDF

Usage

GPHClass$cdf(x, poisson.eps = 1e-08, ufactor = 1.01, ...)

Arguments

x

A vector of points

poisson.eps

A value of tolerance error for uniformization

ufactor

A value of uniformization factor

...

Others

Returns

A vector of probabilities

Method ccdf()

Complementary CDF

Usage

GPHClass$ccdf(x, poisson.eps = 1e-08, ufactor = 1.01, ...)

Arguments

x

A vector of points

poisson.eps

A value of tolerance error for uniformization

ufactor

A value of uniformization factor

...

Others

Returns

A vector of probabilities

Method sample()

Make a sample

Usage

GPHClass$sample(...)

Arguments

...

Others

Returns

A sample of GPH

Method emfit()

Run EM

Usage

GPHClass$emfit(data, options, ...)

Arguments

data

A dataframe

options

A list of options

...

Others

Method init()

Initialize with data

Usage

GPHClass$init(data, ...)

Arguments

data

A dataframe

...

Others

options

A list of options

Method clone()

The objects of this class are cloneable with this method.

Usage

GPHClass$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Note

This function provides the values of p.d.f. for PH distribution with the uniformization technique.

This function provides the values of c.d.f. for PH distribution with the uniformization technique.

This function provides the values of complementary c.d.f. for PH distribution with the uniformization technique.