logLikelihoodMlognormal_RKs {matrixdist}

Loglikelihood of PI matrix-lognormal using Runge-Kutta

Description

Loglikelihood for a sample.

Usage

logLikelihoodMlognormal_RKs(
  h,
  alpha,
  S,
  beta,
  obs,
  weight,
  rcens,
  rcweight,
  scale1,
  scale2
)

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.

scale1

Scale for observations.

scale2

Scale for censored observations.