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>
License: GPL-3
NeedsCompilation: yes
Materials: README NEWS
In views: Distributions
CRAN checks: matrixdist results


Reference manual: matrixdist.pdf


Package source: matrixdist_1.1.9.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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


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