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) <>, Olsson, M. (1996) <>. Albrecher, H., & Bladt, M. (2019) Albrecher, H., Bladt, M., & Yslas, J. (2020) Bladt, M., & Yslas, J. (2020) .


Reference manual

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1.1.3 by Martin Bladt, 5 months ago

Browse source code at

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

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp, methods

Linking to Rcpp, RcppArmadillo

System requirements: C++11

See at CRAN