logLikelihoodmDPH_MoE {matrixdist}

Loglikelihood for multivariate discrete phase-type MoE

Description

Loglikelihood for multivariate discrete phase-type MoE

Usage

logLikelihoodmDPH_MoE(alpha, S_list, obs, weight)

Arguments

alpha

Initial probabilities.

S_list

List of marginal sub-transition matrices.

obs

The observations.

weight

The weights of the observations.