MPHstar {matrixdist}

Constructor function for multivariate phase-type distributions (MPH* class)

Description

Constructor function for multivariate phase-type distributions (MPH* class)

Usage

MPHstar(
  alpha = NULL,
  S = NULL,
  structure = NULL,
  dimension = 3,
  R = NULL,
  variables = 2
)

Arguments

alpha

A probability vector.

S

A sub-intensity matrix.

structure

A valid ph structure.

dimension

The dimension of the ph structure (if provided).

R

A compatible (non-negative) reward matrix.

variables

The number of desired marginals.

Value

An object of class MPHstar.

Examples

MPHstar(structure = "general", dimension = 4, variables = 3)