biviph {matrixdist}

Constructor function for bivariate inhomogeneous phase-type distributions

Description

Constructor function for bivariate inhomogeneous phase-type distributions

Usage

biviph(
  bivph = NULL,
  gfun = NULL,
  gfun_pars = NULL,
  alpha = NULL,
  S11 = NULL,
  S12 = NULL,
  S22 = NULL,
  dimensions = c(3, 3)
)

Arguments

bivph

An object of class bivph.

gfun

Vector of inhomogeneity transforms.

gfun_pars

List of parameters for the inhomogeneity functions.

alpha

A probability vector.

S11

A sub-intensity matrix.

S12

A matrix.

S22

A sub-intensity matrix.

dimensions

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

Value

An object of class biviph.

Examples

under_bivph <- bivph(dimensions = c(3, 3))
biviph(under_bivph, gfun = c("weibull", "pareto"), gfun_pars = list(c(2), c(3)))