EMstep_UNI {matrixdist}

EM for phase-type using uniformization for matrix exponential

Description

EM for phase-type using uniformization for matrix exponential

Usage

EMstep_UNI(h, alpha, S, obs, weight, rcens, rcweight)

Arguments

h

Positive parameter.

alpha

Initial probabilities.

S

Sub-intensity matrix.

obs

The observations.

weight

The weights for the observations.

rcens

Censored observations.

rcweight

The weights for the censored observations.