[R] Inference on parameters with package "PhaseType"

Paweł Orliński orlinskipawel at wp.pl
Tue Sep 1 23:29:40 CEST 2015


Hi everyone,

I am using package "PhaseType" to approximate given sample of absorption times with a phase-type distribution. The function I am using is called "phtMCMC".
The problem is that this function does not return parameters of starting state distribution. It return only parameters of subintensity matrix.
Hence, the inference is not possible.
Does anyone used this function and struggled with this problem?
Or did I misunderstand something?

Thanks in adnvance.
Paweł Orliński



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