PExp                    Probability function, distribution function,
                        quantile function and random generation for the
                        Piecewise Exponential (PE) distribution.
findInt                 Function to identify the times' intervals
getGrid                 Computes the time grid from the auxiliary
                        vector U.
gibbs                   Runs the Gibbs sampler
pehaz                   Hazard and cumulative hazard functions of the
                        PE distribution
peppm                   Piecewise Exponential Product Partition Model
telecom                 GTE Corporation telecommunication systems
timeGrid                Time grid for the PE distribution
