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]