mph {matrixdist}

Constructor function for multivariate phase-type distributions

Description

Constructor function for multivariate phase-type distributions

Usage

mph(alpha = NULL, S = NULL, structure = NULL, dimension = 3, variables = NULL)

Arguments

alpha

A probability vector.

S

A list of sub-intensity matrices.

structure

A vector of valid ph structures.

dimension

The dimension of the ph structure (if provided).

variables

The dimension of the multivariate phase-type.

Value

An object of class mph.

Examples

mph(structure = c("gcoxian", "general"), dimension = 5)