mdphdensity {matrixdist}

Multivariate discrete phase-type density

Description

Computes the density of multivariate discrete phase-type distribution with parameters alpha and S at x.

Usage

mdphdensity(x, alpha, S_list)

Arguments

x

Matrix of positive integer values.

alpha

Initial probabilities.

S_list

List of marginal sub-transition matrices.

Value

The density at x.