prodint {lifepack}R Documentation

Productintegral This function calculates the productintegral of a matrix from s to t with a given number of steps for the runge kutta

Description

Productintegral This function calculates the productintegral of a matrix from s to t with a given number of steps for the runge kutta

Usage

prodint(A, s, t, n)

Arguments

A

intensity matrix

s

initial timepoint

t

end timepoint

n

number of steps for the runge kutta algorithm

Value

returns a matrix (if using an intensity matrix as A you are given the transition probabilities)

Examples

Lambda <- function(x) matrix(c(-0.1, 0.1, 0, -0.1), 2, 2)
prodint(Lambda, 0, 80, 100)

[Package lifepack version 0.0.8 Index]