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) .


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install.packages("matrixdist")

1.0 by Martin Bladt, 14 days ago


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


Authors: Martin Bladt [aut, cre] , Jorge Yslas [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp, methods

Linking to Rcpp

System requirements: C++11


See at CRAN