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Convert between canonical parameters and rates for a phase-type distribution

Usage

canpars_to_rates(pars, type = "vector")

rates_to_canpars(rates, type = "vector")

Arguments

pars

Canonical parameters, supplied in the order:

  • sojourn rate in phase 1

  • additive increments in sojourn rates for each successive phase

  • probabilities (not rates) of absorption from each phase, for phase 1 up to the second last.

or a list with three components, one vector for each of these three parameter types.

type

"vector" or "list".

rates

List with two components for progression and absorption rates, in increasing order of phase, or a vector with these concatenated.

Value

A list with components

p progression rates between phases

a absorption rates

or a vector with these components concatenated, depending on the "type" argument.