matrixdist: Statistics for Matrix Distributions
Tools for homogeneous and in-homogeneous phase-type distributions.
Methods for functional evaluation, simulation and estimation using the
expectation-maximization (EM) algorithm are provided.
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>
Bladt, M., & Yslas, J. (2020) <arXiv:2011.03219>.
| Version: |
1.1.3 |
| Depends: |
R (≥ 3.1.0) |
| Imports: |
Rcpp, methods |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Published: |
2021-09-03 |
| Author: |
Martin Bladt [aut, cre],
Jorge Yslas [aut] |
| Maintainer: |
Martin Bladt <martinbladt at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| SystemRequirements: |
C++11 |
| Materials: |
README |
| CRAN checks: |
matrixdist results |
Documentation:
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