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PhaseTypeR

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>.

Versions across snapshots

VersionRepositoryFileSize
1.0.4 rolling linux/jammy R-4.5 PhaseTypeR_1.0.4.tar.gz 840.0 KiB
1.0.4 rolling linux/noble R-4.5 PhaseTypeR_1.0.4.tar.gz 839.9 KiB
1.0.4 rolling source/ R- PhaseTypeR_1.0.4.tar.gz 775.3 KiB
1.0.4 latest linux/jammy R-4.5 PhaseTypeR_1.0.4.tar.gz 840.0 KiB
1.0.4 latest linux/noble R-4.5 PhaseTypeR_1.0.4.tar.gz 839.9 KiB
1.0.4 latest source/ R- PhaseTypeR_1.0.4.tar.gz 775.3 KiB
1.0.4 2026-04-26 source/ R- PhaseTypeR_1.0.4.tar.gz 775.3 KiB
1.0.4 2026-04-23 source/ R- PhaseTypeR_1.0.4.tar.gz 775.3 KiB
1.0.4 2026-04-09 windows/windows R-4.5 PhaseTypeR_1.0.4.zip 844.2 KiB
1.0.4 2025-04-20 source/ R- PhaseTypeR_1.0.4.tar.gz 775.3 KiB

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