Tools for phase-type distributions including the following variants: continuous, discrete, multivariate, in-homogeneous, right-censored, and regression. Methods for functional evaluation, simulation and estimation using the expectation-maximization (EM) algorithm are provided for all models. The methods of this package are based on the following references. Asmussen, S., Nerman, O., & Olsson, M. (1996). Fitting phase-type distributions via the EM algorithm, Olsson, M. (1996). Estimation of phase-type distributions from censored data, Albrecher, H., & Bladt, M. (2019) <doi:10.1017/jpr.2019.60>, Albrecher, H., Bladt, M., & Yslas, J. (2022) <doi:10.1111/sjos.12505>, Albrecher, H., Bladt, M., Bladt, M., & Yslas, J. (2022) <doi:10.1016/j.insmatheco.2022.08.001>, Bladt, M., & Yslas, J. (2022) <doi:10.1080/03461238.2022.2097019>, Bladt, M. (2022) <doi:10.1017/asb.2021.40>, Bladt, M. (2023) <doi:10.1080/10920277.2023.2167833>, Albrecher, H., Bladt, M., & Mueller, A. (2023) <doi:10.1515/demo-2022-0153>, Bladt, M. & Yslas, J. (2023) <doi:10.1016/j.insmatheco.2023.02.008>.
| Version: | 1.1.9 |
| Depends: | R (≥ 4.2.0) |
| Imports: | Rcpp, methods, nnet, reshape2 |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2023-08-08 |
| DOI: | 10.32614/CRAN.package.matrixdist |
| Author: | Martin Bladt [aut, cre], Jorge Yslas [aut], Alaric Müller [ctb] |
| Maintainer: | Martin Bladt <martinbladt at gmail.com> |
| BugReports: | https://github.com/martinbladt/matrixdist_1.0/issues |
| License: | GPL-3 |
| URL: | https://github.com/martinbladt/matrixdist_1.0 |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | Distributions |
| CRAN checks: | matrixdist results |
| Reference manual: | matrixdist.pdf |
| Package source: | matrixdist_1.1.9.tar.gz |
| Windows binaries: | r-devel: matrixdist_1.1.9.zip, r-release: matrixdist_1.1.9.zip, r-oldrel: matrixdist_1.1.9.zip |
| macOS binaries: | r-devel (arm64): matrixdist_1.1.9.tgz, r-release (arm64): matrixdist_1.1.9.tgz, r-oldrel (arm64): matrixdist_1.1.9.tgz, r-devel (x86_64): matrixdist_1.1.9.tgz, r-release (x86_64): matrixdist_1.1.9.tgz, r-oldrel (x86_64): matrixdist_1.1.9.tgz |
| Old sources: | matrixdist archive |
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