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matrixdist: Statistics for Matrix Distributions

Tools for phase-type distributions including the following variants: continuous, discrete, multivariate, in-homogeneous, right-censored, and regression. Methods for functional evaluation, simulation and estimation using the expectation-maximization (EM) algorithm are provided for all models. The methods of this package are based on the following references. Asmussen, S., Nerman, O., & Olsson, M. (1996). Fitting phase-type distributions via the EM algorithm, Olsson, M. (1996). Estimation of phase-type distributions from censored data, Albrecher, H., & Bladt, M. (2019) <doi:10.1017/jpr.2019.60>, Albrecher, H., Bladt, M., & Yslas, J. (2022) <doi:10.1111/sjos.12505>, Albrecher, H., Bladt, M., Bladt, M., & Yslas, J. (2022) <doi:10.1016/j.insmatheco.2022.08.001>, Bladt, M., & Yslas, J. (2022) <doi:10.1080/03461238.2022.2097019>, Bladt, M. (2022) <doi:10.1017/asb.2021.40>, Bladt, M. (2023) <doi:10.1080/10920277.2023.2167833>, Albrecher, H., Bladt, M., & Mueller, A. (2023) <doi:10.1515/demo-2022-0153>, Bladt, M. & Yslas, J. (2023) <doi:10.1016/j.insmatheco.2023.02.008>.

Version: 1.1.9
Depends: R (≥ 4.2.0)
Imports: Rcpp, methods, nnet, reshape2
LinkingTo: Rcpp, RcppArmadillo
Published: 2023-08-08
DOI: 10.32614/CRAN.package.matrixdist
Author: Martin Bladt [aut, cre], Jorge Yslas [aut], Alaric Müller [ctb]
Maintainer: Martin Bladt <martinbladt at gmail.com>
BugReports: https://github.com/martinbladt/matrixdist_1.0/issues
License: GPL-3
URL: https://github.com/martinbladt/matrixdist_1.0
NeedsCompilation: yes
Materials: README NEWS
In views: Distributions
CRAN checks: matrixdist results

Documentation:

Reference manual: matrixdist.pdf

Downloads:

Package source: matrixdist_1.1.9.tar.gz
Windows binaries: r-devel: matrixdist_1.1.9.zip, r-release: matrixdist_1.1.9.zip, r-oldrel: matrixdist_1.1.9.zip
macOS binaries: r-release (arm64): matrixdist_1.1.9.tgz, r-oldrel (arm64): matrixdist_1.1.9.tgz, r-release (x86_64): matrixdist_1.1.9.tgz, r-oldrel (x86_64): matrixdist_1.1.9.tgz
Old sources: matrixdist archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=matrixdist to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.