General-Purpose Phase-Type Functions

General implementation of core function from phase-type theory. 'PhaseTypeR' can be used to model continuous and discrete phase-type distributions, both univariate and multivariate. The package includes functions for outputting the mean and (co)variance of phase-type distributions; their density, probability and quantile functions; functions for random draws; functions for reward-transformation; and functions for plotting the distributions as networks. For more information on these functions please refer to Bladt and Nielsen (2017, ISBN: 978-1-4939-8377-3) and Campillo Navarro (2019) <>.


Reference manual

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1.0.1 by Iker Rivas-González, 2 months ago,

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Authors: Iker Rivas-González [aut, cre] , Colin Guetemme [aut] , Asger Hobolth [aut] , Lars Nørvang Andersen [aut]

Documentation:   PDF Manual  

GPL-3 license

Depends on expm, igraph, methods

Suggests knitr, partitions, rmarkdown, testthat

See at CRAN