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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.9 |
rolling linux/jammy R-4.5 | matrixdist_1.1.9.tar.gz |
1.1 MiB |
1.1.9 |
rolling linux/noble R-4.5 | matrixdist_1.1.9.tar.gz |
1.1 MiB |
1.1.9 |
rolling source/ R- | matrixdist_1.1.9.tar.gz |
110.0 KiB |
1.1.9 |
latest linux/jammy R-4.5 | matrixdist_1.1.9.tar.gz |
1.1 MiB |
1.1.9 |
latest linux/noble R-4.5 | matrixdist_1.1.9.tar.gz |
1.1 MiB |
1.1.9 |
latest source/ R- | matrixdist_1.1.9.tar.gz |
110.0 KiB |
1.1.9 |
2026-04-26 source/ R- | matrixdist_1.1.9.tar.gz |
110.0 KiB |
1.1.9 |
2026-04-23 source/ R- | matrixdist_1.1.9.tar.gz |
110.0 KiB |
1.1.9 |
2026-04-09 windows/windows R-4.5 | matrixdist_1.1.9.zip |
1.5 MiB |
1.1.9 |
2025-04-20 source/ R- | matrixdist_1.1.9.tar.gz |
110.0 KiB |