logLikelihoodDPH {matrixdist}R Documentation

Loglikelihood for discrete phase-type

Description

Loglikelihood for discrete phase-type

Usage

logLikelihoodDPH(alpha, S, obs, weight)

Arguments

alpha

Initial probabilities.

S

Sub-transition matrix.

obs

The observations.

weight

The weights of the observations.


[Package matrixdist version 1.1.9 Index]