logLikelihoodPH_UNI {matrixdist}

Loglikelihood of phase-type using uniformization

Description

Loglikelihood for a sample.

Usage

logLikelihoodPH_UNI(h, alpha, S, obs, weight, rcens, rcweight)

Arguments

h

Positive parameter.

alpha

Initial probabilities.

S

Sub-intensity matrix.

obs

The observations.

weight

Weights of the observations.

rcens

Censored observations.

rcweight

Weights of the censored observations.