Statistics for Matrix Distributions

Tools for homogeneous and in-homogeneous phase-type distributions. Methods for functional evaluation, simulation and estimation using the expectation-maximization (EM) algorithm are provided. The methods of this package are based on the following references. Asmussen, S., Nerman, O., & Olsson, M. (1996) < https://www.jstor.org/stable/4616418>, Olsson, M. (1996) < https://www.jstor.org/stable/4616419>. Albrecher, H., & Bladt, M. (2019) Albrecher, H., Bladt, M., & Yslas, J. (2020) Bladt, M., & Yslas, J. (2020) .