Inference for Phase-type Distributions

Functions to perform Bayesian inference on absorption time data for Phase-type distributions. Plans to expand this to include frequentist inference and simulation tools.


PhaseType 0.1.3

  • Added ability to have constant multiple of parameters in the generator matrix for phtMCMC2().
  • Improved numerical stability of ECS method in phtMCMC2().
  • Added extra parameter correctness checks to all functions.
  • Corrected some errors in citations.

PhaseType 0.1.2

  • Minor fix due to updated ggplot2 package.

PhaseType 0.1.1

  • Minor fix because of incorrect calls into private R API.

PhaseType 0.1.0

  • First public release
  • phtMCMC() function for Bayesian inference on dense CTMC generator
  • phtMCMC2() function for Bayesian inference on structured CTMC generator

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.1.3 by Louis Aslett, 7 years ago

Browse source code at

Authors: Louis Aslett <[email protected]>

Documentation:   PDF Manual  

Task views:

GPL-2 | GPL-3 license

Depends on coda, ggplot2, reshape

Suggests actuar

See at CRAN