EMstep_bivph {matrixdist}

EM for bivariate phase-type distributions using Pade for matrix exponential

Description

EM for bivariate phase-type distributions using Pade for matrix exponential

Usage

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

Arguments

alpha

Initial probabilities.

S11

Sub-intensity.

S12

A matrix.

S22

Sub-intensity.

obs

The observations.

weight

The weights for the observations.

Value

Fitted alpha, S11, S12 and S22 after one iteration.