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) <https://www.jstor.org/stable/4616418>,
Olsson, M. (1996) <https://www.jstor.org/stable/4616419>,
Albrecher, H., & Bladt, M. (2019) <doi:10.1017/jpr.2019.60>,
Albrecher, H., Bladt, M., & Yslas, J. (2020) <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. (2022). <arXiv:2110.05179>,
Albrecher, H., Bladt, M., & Mueller, A. (2022) <arXiv:2207.01279>.
| Version: |
1.1.6 |
| Depends: |
R (≥ 4.2.0) |
| Imports: |
Rcpp, methods, nnet, reshape2 |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Published: |
2022-10-16 |
| Author: |
Martin Bladt [aut, cre],
Jorge Yslas [aut],
Alaric Müller [ctb] |
| Maintainer: |
Martin Bladt <martinbladt at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| SystemRequirements: |
C++11 |
| Materials: |
README |
| In views: |
Distributions |
| CRAN checks: |
matrixdist results |
Documentation:
Downloads:
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