Statistics for Matrix Distributions
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Documentation for package ‘matrixdist’ version 1.1.6
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A B C D E F H I L M N P Q R S T V misc
| matrixdist-package | Statistics for Matrix Distributions |
-- A --
| a_rungekutta | Runge-Kutta for the calculation of the a vector in a EM step |
-- B --
| bivdph | Constructor function for bivariate discrete phase-type distributions |
| bivdph-class | Bivariate discrete phase-type distributions |
| bivdph_density | Bivariate discrete phase-type joint density of the feed forward type |
| bivdph_tail | Bivariate discrete phase-type joint tail of the feed forward type |
| biviph | Constructor Function for bivariate inhomogeneous phase-type distributions |
| biviph-class | Bivariate Inhomogeneous Phase Type distributions |
| bivph | Constructor function for bivariate phase-type distributions |
| bivph-class | Bivariate phase-type distributions |
| bivph_density | Bivariate phase-type joint density of the feed forward type |
| bivph_laplace | Bivariate phase-type joint Laplace |
| bivph_tail | Bivariate phase-type joint tail of the feed forward type |
-- C --
| cdf | New Generic for the Distribution of Matrix Distributions |
| cdf-method | Distribution Method for discrete phase-type distributions |
| cdf-method | Distribution Method for inhomogeneous phase-type distributions |
| cdf-method | Distribution Method for multivariate inhomogeneous phase-type distributions |
| cdf-method | Distribution Method for multivariate phase-type distributions |
| cdf-method | Distribution Method for phase-type distributions |
| clone_matrix | Clone a matrix |
| clone_vector | Clone a vector |
| coef-method | Coef method for bivdph class |
| coef-method | Coef method for biviph class |
| coef-method | Coef method for bivph class |
| coef-method | Coef Method for dph Class |
| coef-method | Coef Method for iph Class |
| coef-method | Coef method for mdph class |
| coef-method | Coef Method for ph Class |
| coef-method | Coef Method for sph Class |
| cor-method | Cor Method for MPHstar class |
| cor-method | Cor Method for bivdph class |
| cor-method | Cor Method for bivph class |
| cor-method | Cor Method for multivariate discrete phase-type distributions |
| cor-method | Cor Method for multivariate phase-type distributions |
| cumulate_matrix | Cumulate matrix |
| cumulate_vector | Cumulate vector |
-- D --
| default_step_length | Default size of the steps in the RK |
| dens | New Generic for the Density of Matrix Distributions |
| dens-method | Density method for bivariate discrete phase-type distributions |
| dens-method | Density method for bivariate inhomogeneous phase-type distributions |
| dens-method | Density method for bivariate phase-type distributions |
| dens-method | Density Method for discrete phase-type distributions |
| dens-method | Density Method for inhomogeneous phase-type distributions |
| dens-method | Density method for multivariate discrete phase-type distributions |
| dens-method | Density Method for multivariate inhomogeneous phase-type distributions |
| dens-method | Density Method for multivariate phase-type distributions |
| dens-method | Density Method for phase-type distributions |
| dph | Constructor Function for discrete phase-type distributions |
| dph-class | Discrete Phase Type distributions |
| dphcdf | Discrete phase-type cdf |
| dphdensity | Discrete phase-type density |
| dph_pgf | Pgf of a discrete phase-type distribution |
-- E --
| embedded_mc | Embedded Markov chain of a sub-intensity matrix |
| EMstep_bivdph | EM for discrete bivariate phase-type |
| EMstep_bivdph_MoE | EM for discrete bivariate phase-type MoE |
| EMstep_bivph | EM for bivariate phase-type distributions using Pade for matrix exponential |
| EMstep_dph | EM for discrete phase-type |
| EMstep_dph_MoE | EM for discrete phase-type MoE |
| EMstep_mdph | EM for multivariate discrete phase-type |
| EMstep_mdph_MoE | EM for multivariate discrete phase-type MoE |
| EMstep_MoE_PADE | EM for PH-MoE |
| EMstep_PADE | EM for phase-type distributions using Pade approximation for matrix exponential |
| EMstep_RK | EM step for phase-type using Runge-Kutta |
| EMstep_UNI | EM for phase-type using uniformization for matrix exponential |
| EM_step_mPH_rc | EM step for the mPH class with right-censoring, for different marginal sub-intensity matrices |
| evaluate | New Generic for Evaluating Survival Matrix Distributions |
| evaluate-method | Evaluation Method for sph Class |
| expmat | Matrix exponential |
| expm_terms | expm terms of phase-type likelihood using uniformization |
-- F --
| find_n | Find n such that P(N > n) = h with N Poisson distributed |
| find_weight | Find weight of observations |
| Fisher | New Generic for obtaining the Fisher Information of Survival Matrix Distributions |
| Fisher-method | Fisher Information Method for sph Class |
| fit | New Generic for Estimating Matrix Distributions |
| fit-method | Fit Method for mph Class |
| fit-method | Fit Method for bivdph Class |
| fit-method | Fit Method for bivph Class |
| fit-method | Fit Method for dph Class |
| fit-method | Fit Method for mdph Class |
| fit-method | Fit Method for mph Class |
| fit-method | Fit Method for ph Class |
-- H --
| haz | New Generic for the Hazard rate of Matrix Distributions |
| haz-method | Hazard rate Method for phase-type distributions |
-- I --
| inf_norm | L inf norm of a matrix |
| initial_state | Initial state of Markov jump process |
| iph | Constructor Function for inhomogeneous phase-type distributions |
| iph-class | Inhomogeneous Phase Type distributions |
-- L --
| laplace | New Generic for Laplace transform of Matrix Distributions |
| laplace-method | Laplace Method for bivph class |
| laplace-method | Laplace Method for multivariate phase-type distributions |
| laplace-method | Laplace Method for phase-type distributions |
| linCom | New generic for linear combinations of multivariate matrix distributions |
| linCom-method | Linear Combination method for MPHstar class |
| linCom-method | Linear Combination method for bivariate phase-type distributions |
| linear_combination | Computes PH parameters of a linear combination of vector from MPHstar |
| logLik-method | logLik Method for ph Class |
| logLikelihoodbivDPH | Loglikelihood for bivariate discrete phase-type |
| logLikelihoodbivDPH_MoE | Loglikelihood for bivariate discrete phase-type MoE |
| logLikelihoodbivPH | Loglikelihood for Bivariate PH |
| logLikelihoodDPH | Loglikelihood for discrete phase-type |
| logLikelihoodDPH_MoE | Loglikelihood for discrete phase-type MoE |
| logLikelihoodmDPH | Loglikelihood for multivariate discrete phase-type |
| logLikelihoodmDPH_MoE | Loglikelihood for multivariate discrete phase-type MoE |
| logLikelihoodMgev_PADE | Loglikelihood of matrix-GEV using Pade |
| logLikelihoodMgev_RK | Loglikelihood of matrix-GEV using Runge-Kutta |
| logLikelihoodMgev_UNI | Loglikelihood of matrix-GEV using uniformization |
| logLikelihoodMgompertz_PADE | Loglikelihood of matrix-Gompertz using Pade |
| logLikelihoodMgompertz_PADEs | Loglikelihood of PI with matrix-Gompertz using Pade |
| logLikelihoodMgompertz_RK | Loglikelihood of matrix-Gompertz using Runge-Kutta |
| logLikelihoodMgompertz_RKs | Loglikelihood of PI with matrix-Gompertz using Runge-Kutta |
| logLikelihoodMgompertz_UNI | Loglikelihood of matrix-Gompertz using uniformization |
| logLikelihoodMgompertz_UNIs | Loglikelihood of PI with matrix-Gompertz using Uniformization |
| logLikelihoodMloglogistic_PADE | Loglikelihood of matrix-loglogistic using Pade |
| logLikelihoodMloglogistic_PADEs | Loglikelihood of PI with matrix-loglogistic using Pade |
| logLikelihoodMloglogistic_RK | Loglikelihood of matrix-loglogistic using Runge-Kutta |
| logLikelihoodMloglogistic_RKs | Loglikelihood of PI with matrix-loglogistic using Runge-Kutta |
| logLikelihoodMloglogistic_UNI | Loglikelihood of matrix-loglogistic using uniformization |
| logLikelihoodMloglogistic_UNIs | Loglikelihood of PI with matrix-loglogistic using uniformization |
| logLikelihoodMlognormal_PADE | Loglikelihood of matrix-lognormal using Pade |
| logLikelihoodMlognormal_PADEs | Loglikelihood of PI with matrix-lognormal using Pade |
| logLikelihoodMlognormal_RK | Loglikelihood of matrix-lognormal using Runge-Kutta |
| logLikelihoodMlognormal_RKs | Loglikelihood of PI matrix-lognormal using Runge-Kutta |
| logLikelihoodMlognormal_UNI | Loglikelihood of matrix-lognormal using uniformization |
| logLikelihoodMlognormal_UNIs | Loglikelihood of PI with matrix-lognormal using uniformization |
| logLikelihoodMpareto_PADE | Loglikelihood of matrix-Pareto using Pade |
| logLikelihoodMpareto_PADEs | Loglikelihood of PI with matrix-Pareto using Pade |
| logLikelihoodMpareto_RK | Loglikelihood of matrix-Pareto using Runge-Kutta |
| logLikelihoodMpareto_RKs | Loglikelihood of PI with matrix-Pareto using Runge-Kutta |
| logLikelihoodMpareto_UNI | Loglikelihood of matrix-Pareto using uniformization |
| logLikelihoodMpareto_UNIs | Loglikelihood of PI with matrix-Pareto using uniformization |
| logLikelihoodMweibull_PADE | Loglikelihood of matrix-Weibull using Pade |
| logLikelihoodMweibull_PADEs | Loglikelihood of PI with matrix-Weibull using Pade |
| logLikelihoodMweibull_RK | Loglikelihood of matrix-Weibull using Runge-Kutta |
| logLikelihoodMweibull_RKs | Loglikelihood of PI with matrix-Weibull using Runge-Kutta |
| logLikelihoodMweibull_UNI | Loglikelihood of matrix-Weibull using uniformization |
| logLikelihoodMweibull_UNIs | Loglikelihood of PI with matrix-Weibull using uniformization |
| logLikelihoodPH_MoE | Loglikelihood for PH-MoE |
| logLikelihoodPH_PADE | Loglikelihood of phase-type using Pade approximation |
| logLikelihoodPH_PADEs | Loglikelihood of PI with phase-type using Pade |
| logLikelihoodPH_RK | Loglikelihood of phase-type using Runge-Kutta |
| logLikelihoodPH_RKs | Loglikelihood of PI with phase-type using Runge-Kutta |
| logLikelihoodPH_UNI | Loglikelihood of phase-type using uniformization |
| logLikelihoodPH_UNIs | Loglikelihood of PI with phase-type using uniformization |
| LRT | New Generic for doing a likelihood ratio test between two Matrix Distribution models |
| LRT-method | LRT Method for ph Class |
-- M --
| marginal | New generic for the marginals of multivariate matrix distributions |
| marginal-method | Marginal method for MPHstar class |
| marginal-method | Marginal method for bivdph class |
| marginal-method | Marginal method for biviph class |
| marginal-method | Marginal method for bivph class |
| marginal-method | Marginal method for mdph class |
| marginal-method | Marginal method for multivariate inhomogeneous phase-type distributions |
| marginal-method | Marginal method for multivariate phase-type distributions |
| marginal_expectation | Marginal conditional expectations |
| matrixdist | Statistics for Matrix Distributions |
| matrix_exponential | Matrix exponential |
| matrix_inverse | Inverse of a matrix |
| matrix_power | Computes A^n |
| matrix_product | Product of two matrices |
| matrix_vanloan | Creates the matrix (A1, B1 ; 0, A2) |
| maximum | New Generic for Maximum of two Matrix Distributions |
| maximum-method | Maximum Method for discrete phase-type distributions |
| maximum-method | Maximum Method for inhomogeneous phase-type distributions |
| maximum-method | Maximum Method for phase-type distributions |
| max_diagonal | Maximum diagonal element of a matrix |
| mdph | Constructor Function for multivariate discrete phase-type distributions |
| mdph-class | Multivariate Discrete Phase Type distributions |
| mdphdensity | Multivariate discrete phase-type density |
| mean-method | Mean Method for MPHstar class |
| mean-method | Mean Method for bivdph class |
| mean-method | Mean Method for bivph class |
| mean-method | Mean Method for discrete phase-type distributions |
| mean-method | Mean Method for multivariate discrete phase-type distributions |
| mean-method | Mean Method for multivariate phase-type distributions |
| mean-method | Mean Method for phase-type distributions |
| merge_matrices | Merges the matrices S11, S12 and S22 into a sub-intensity matrix |
| mgevcdf | Matrix-GEV cdf |
| mgevden | Matrix-GEV density |
| mgf | New Generic for mgf of Matrix Distributions |
| mgf-method | Mgf Method for bivph class |
| mgf-method | Mgf Method for multivariate phase-type distributions |
| mgf-method | Mgf Method for phase-type distributions |
| mgompertzcdf | Matrix-Gompertz cdf |
| mgompertzden | Matrix-Gompertz density |
| minimum | New Generic for Minimum of two Matrix Distributions |
| minimum-method | Minimum Method for discrete phase-type distributions |
| minimum-method | Minimum Method for inhomogeneous phase-type distributions |
| minimum-method | Minimum Method for phase-type distributions |
| miph | Constructor Function for multivariate inhomogeneous phase-type distributions |
| miph-class | Multivariate Inhomogeneous Phase Type distributions |
| mixture | New Generic for Mixture of two Matrix Distributions |
| mixture-method | Mixture Method for phase-type distributions |
| mixture-method | Mixture Method for phase-type distributions |
| mloglogisticcdf | Matrix-loglogistic cdf |
| mloglogisticden | Matrix-loglogistic density |
| mlognormalcdf | Matrix-lognormal cdf |
| mlognormalden | Matrix-lognormal density |
| MoE | New Generic for Regression with Matrix Distributions |
| MoE-method | MoE Method for bivdph Class |
| MoE-method | MoE Method for dph Class |
| MoE-method | MoE Method for mdph Class |
| MoE-method | Fit Method for mph/miph Class, using mixture-of-experts regression |
| MoE-method | MoE Method for ph Class |
| moment | New Generic for Moment of Matrix Distributions |
| moment-method | Moment method for bivdph class |
| moment-method | Moment method for bivph class |
| moment-method | Moment Method for discrete phase-type distributions |
| moment-method | Moment Method for multivariate discrete phase-type distributions |
| moment-method | Moment Method for multivariate phase-type distributions |
| moment-method | Moment Method for phase-type distributions |
| mparetocdf | Matrix-Pareto cdf |
| mparetoden | Matrix-Pareto density |
| mph | Constructor Function for multivariate phase-type distributions |
| mph-class | Multivariate Phase Type distributions |
| MPHstar | Constructor Function for multivariate phase type distributions (MPH* class) |
| MPHstar-class | Multivariate Phase Type distributions obtained by transformation via rewards |
| MPHstar_data_aggregation | Prepare data for the MPHstar_EMstep_UNI |
| MPHstar_EMstep_UNI | EM step using Uniformization for MPHstar class |
| mweibullcdf | Matrix-Weibull cdf |
| mweibullden | Matrix-Weibull density |
| m_exp_sum | Computes exp(Sx) via series representation |
-- N --
| new_state | New state in a Markov jump process |
| Nfold | New Generic for N-fold convolution of two Matrix Distributions |
| Nfold-method | Nfold Method for phase-type distributions |
| n_pos | Find how many states have positive reward |
-- P --
| pgf | New Generic for pgf of Matrix Distributions |
| pgf-method | Pgf Method for bivariate discrete phase-type distributions |
| pgf-method | Pgf Method for discrete phase-type distributions |
| pgf-method | Pgf Method for multivariate discrete phase-type distributions |
| ph | Constructor Function for phase-type distributions |
| ph-class | Phase Type distributions |
| phcdf | Phase-type cdf |
| phdensity | Phase-type density |
| ph_laplace | Laplace transform of a phase-type distribution |
| plus_states | Find which states have positive reward |
| pow2_matrix | Computes A^(2^n) |
-- Q --
| quan | New Generic for the Quantile of Matrix Distributions |
| quan-method | Quantile Method for phase-type distributions |
-- R --
| random_reward | Random reward matrix |
| random_structure | Random structure of a phase-type |
| random_structure_bivph | Random structure of a bivariate phase-type |
| rdphasetype | Simulate discrete phase-type |
| reg | New Generic for Regression with Matrix Distributions |
| reg-method | Regression Method for ph Class |
| revers_data_trans | Applies the inverse of the GEV transformation but giving back the resulting vector in reverse order |
| rew_sanity_check | Transform a reward matrix with very small rewards to avoid numerical problems |
| riph | Random inhomogeneous phase-type |
| rmatrixgev | Random matrix GEV |
| rMDPHstar | Simulate MDPH* |
| rMIPHstar | Simulate a MIPH* random vector |
| rMPHstar | Simulate a MPH* random vector |
| rphasetype | Simulate phase-type |
| runge_kutta | Runge-Kutta for the calculation of the a and b vectors and the c matrix in a EM step |
-- S --
| show-method | Show Method for multivariate phase type distributions |
| show-method | Show method for bivariate discrete phase-type distributions |
| show-method | Show Method for bivariate inhomogeneous phase-type distributions |
| show-method | Show method for bivariate phase-type distributions |
| show-method | Show Method for discrete phase-type distributions |
| show-method | Show Method for inhomogeneous phase-type distributions |
| show-method | Show Method for multivariate discrete phase-type distributions |
| show-method | Show Method for multivariate inhomogeneous phase-type distributions |
| show-method | Show Method for multivariate phase-type distributions |
| show-method | Show Method for phase-type distributions |
| show-method | Show Method for survival phase-type objects |
| sim | New Generic for Simulating Matrix Distributions |
| sim-method | Simulation Method for multivariate phase type distributions |
| sim-method | Simulation method for bivariate discrete phase-type distributions |
| sim-method | Simulation method for bivariate inhomogeneous phase-type distributions |
| sim-method | Simulation method for bivariate phase-type distributions |
| sim-method | Simulation Method for phase-type distributions |
| sim-method | Simulation Method for inhomogeneous phase-type distributions |
| sim-method | Simulation Method for multivariate discrete phase-type distributions |
| sim-method | Simulation Method for inhomogeneous multivariate phase-type distributions |
| sim-method | Simulation Method for multivariate phase-type distributions |
| sim-method | Simulation Method for phase-type distributions |
| sph | Constructor Function for Survival phase-type objects |
| sph-class | Survival Analysis for Phase Type distributions |
| sum_dph | Computes the initial distribution and sub-intensity of the sum of two discrete phase-type distributed random variables |
| sum_ph | Computes the initial distribution and sub-intensity of the sum of two phase-type distributed random variables. |
-- T --
| TVR | New Generic for the transformation via rewards of a phase-type distribution |
| TVR-method | TVR Method for dph Class |
| TVR-method | TVR Method for ph Class |
| tvr_dph | Performs TVR for discrete phase-type distributions |
| tvr_ph | Performs TVR for phase-type distributions |
-- V --
| var-method | Var Method for MPHstar class |
| var-method | Var Method for bivdph class |
| var-method | Var Method for bivph class |
| var-method | Var Method for discrete phase-type distributions |
| var-method | Var Method for multivariate discrete phase-type distributions |
| var-method | Var Method for multivariate phase-type distributions |
| var-method | Var Method for phase-type distributions |
| vector_of_matrices | Computes the elements S^n / n! until the a given size |
| vector_of_matrices_2 | Computes the elements S^n / n! until given value of n |
| vector_of_powers | Computes elements A^n until the given size |
-- misc --
| +-method | Sum Method for discrete phase-type distributions |
| +-method | Sum Method for phase-type distributions |