logLikelihoodMlognormal_RK {matrixdist}

Loglikelihood of matrix-lognormal using Runge-Kutta

Description

Loglikelihood for a sample.

Usage

logLikelihoodMlognormal_RK(h, alpha, S, beta, obs, weight, rcens, rcweight)

Arguments

h

Step-length.

alpha

Initial probabilities.

S

Sub-intensity matrix.

beta

Parameter of transformation.

obs

The observations.

weight

Weights of the observations.

rcens

Censored observations.

rcweight

Weights of the censored observations.