prodint {lifepack} | R Documentation |
Productintegral (C++ optim)
Description
This function calculates the product integral of a matrix function from s to t. It uses a Runge-Kutta method implemented in C++ for efficiency.
Usage
prodint(A, s, t, n)
Arguments
A |
A function returning a matrix (intensity matrix) |
s |
Initial timepoint |
t |
End timepoint |
n |
Number of steps for the Runge-Kutta algorithm |
Value
A matrix (transition probabilities if A is an intensity matrix)
[Package lifepack version 0.1.0 Index]