EMstep_bivdph {matrixdist}R Documentation

EM for discrete bivariate phase-type

Description

EM for discrete bivariate phase-type

Usage

EMstep_bivdph(alpha, S11, S12, S22, obs, weight)

Arguments

alpha

Initial probabilities.

S11

Sub-transition matrix.

S12

Matrix.

S22

Sub-transition matrix.

obs

The observations.

weight

The weights for the observations.


[Package matrixdist version 1.1.9 Index]