logLikelihoodPH_RKs {matrixdist}

Loglikelihood of PI with phase-type using Runge-Kutta

Description

Loglikelihood for a sample.

Usage

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

Arguments

h

Step-length.

alpha

Initial probabilities.

S

Sub-intensity matrix.

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.