bivdph {matrixdist}

Constructor function for bivariate discrete phase-type distributions

Description

Constructor function for bivariate discrete phase-type distributions

Usage

bivdph(alpha = NULL, S11 = NULL, S12 = NULL, S22 = NULL, dimensions = c(3, 3))

Arguments

alpha

A probability vector.

S11

A sub-transition matrix.

S12

A matrix.

S22

A sub-transition matrix.

dimensions

The dimensions of the bivariate discrete phase-type (if no parameters are provided).

Value

An object of class bivdph.

Examples

bivdph(dimensions = c(3, 3))
S11 <- matrix(c(0.1, .5, .5, 0.1), 2, 2)
S12 <- matrix(c(.2, .3, .2, .1), 2, 2)
S22 <- matrix(c(0.2, 0, 0.1, 0.1), 2, 2)
bivdph(alpha = c(.5, .5), S11, S12, S22)