Determine parameters of a phase-type model that approximate a parametric shape-scale distribution

Usage

shapescale_to_rates(
  shape,
  scale = 1,
  family = "gamma",
  canonical = FALSE,
  method = "moment",
  nphase = 5,
  list = FALSE,
  drop = TRUE
)

Arguments

shape: shape parameter. This can be vectorised.
scale: scale parameter. This can be vectorised.
family: parametric family approximated by the phase-type distribution: "weibull" or "gamma"
canonical: Return the phase-type parameters in canonical form (phase 1 sojourn rate, sojourn rate increments in subsequent states, absorption probabilities). If FALSE then phase transition rates are returned.
method: (Deprecated)
nphase: Number of phases.
list: If TRUE then separate components are returned for progression and absorption rates. Otherwise, and by default, a vector (or matrix) is returned combining all rates. If a vector is supplied for shape or scale, the returned object (or the list components) is a matrix.
drop: If shape or scale have both have one element, and drop=FALSE, a matrix with one row is returned.

Details

The approximating phase-type distribution is one for which the first three moments are the same as those of the target distribution. See the vignettes and paper for full details.