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) < https://orbit.dtu.dk/en/publications/order-statistics-and-multivariate-discrete-phase-type-distributio>.


News

Reference manual

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

install.packages("PhaseTypeR")

1.0.1 by Iker Rivas-González, 2 months ago


https://rivasiker.github.io/PhaseTypeR/, https://github.com/rivasiker/PhaseTypeR


Report a bug at https://github.com/rivasiker/PhaseTypeR/issues


Browse source code at https://github.com/cran/PhaseTypeR


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