phcdf {matrixdist}

Phase-type cdf

Description

Computes the cdf (tail) of a phase-type distribution with parameters alpha and S at x.

Usage

phcdf(x, alpha, S, lower_tail = TRUE)

Arguments

x

Non-negative value.

alpha

Initial probabilities.

S

Sub-intensity matrix.

lower_tail

Cdf or tail.

Value

The cdf (tail) at x.