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matrixdist  

Statistics for Matrix Distributions
View on CRAN: Click here


Download and install matrixdist package within the R console
Install from CRAN:
install.packages("matrixdist")

Install from Github:
library("remotes")
install_github("cran/matrixdist")

Install by package version:
library("remotes")
install_version("matrixdist", "1.1.9")



Attach the package and use:
library("matrixdist")
Maintained by
Martin Bladt
[Scholar Profile | Author Map]
First Published: 2021-01-08
Latest Update: 2023-08-08
Description:
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) , Albrecher, H., Bladt, M., & Yslas, J. (2022) , Albrecher, H., Bladt, M., Bladt, M., & Yslas, J. (2022) , Bladt, M., & Yslas, J. (2022) , Bladt, M. (2022) , Bladt, M. (2023) , Albrecher, H., Bladt, M., & Mueller, A. (2023) , Bladt, M. & Yslas, J. (2023) .
How to cite:
Martin Bladt (2021). matrixdist: Statistics for Matrix Distributions. R package version 1.1.9, https://cran.r-project.org/web/packages/matrixdist. Accessed 04 Apr. 2025.
Previous versions and publish date:
1.0.1 (2021-02-15 18:40), 1.0.2 (2021-02-26 10:50), 1.0 (2021-01-08 14:40), 1.1.0 (2021-06-17 18:50), 1.1.2 (2021-06-18 12:00), 1.1.3 (2021-09-03 14:10), 1.1.4 (2022-09-13 01:20), 1.1.5 (2022-09-29 03:20), 1.1.6 (2022-10-16 09:30), 1.1.7 (2023-03-31 20:50), 1.1.8 (2023-04-07 17:00)
Other packages that cited matrixdist R package
View matrixdist citation profile
Other R packages that matrixdist depends, imports, suggests or enhances
Complete documentation for matrixdist
Functions, R codes and Examples using the matrixdist R package
Some associated functions: EM_step_mPH_rc . EMstep_MoE_PADE . EMstep_PADE . EMstep_RK . EMstep_UNI . EMstep_bivdph . EMstep_bivdph_MoE . EMstep_bivph . EMstep_dph . EMstep_dph_MoE . EMstep_mdph . EMstep_mdph_MoE . Fisher-sph-method . Fisher . LRT-ph-ph-method . LRT . MPHstar-class . MPHstar . MPHstar_EMstep_UNI . MPHstar_data_aggregation . MoE-bivdph-method . MoE-dph-method . MoE-mdph-method . MoE-mph-method . MoE-ph-method . MoE . Nfold-dph-method . Nfold . TVR-dph-method . TVR-ph-method . TVR . a_rungekutta . bivdph-class . bivdph . bivdph_density . bivdph_tail . biviph-class . biviph . bivph-class . bivph . bivph_density . bivph_laplace . bivph_tail . cdf-dph-method . cdf-iph-method . cdf-miph-method . cdf-mph-method . cdf-ph-method . cdf . clone_matrix . clone_vector . coef-bivdph-method . coef-biviph-method . coef-bivph-method . coef-dph-method . coef-iph-method . coef-mdph-method . coef-ph-method . coef-sph-method . cor-MPHstar-method . cor-bivdph-method . cor-bivph-method . cor-mdph-method . cor-mph-method . cumulate_matrix . cumulate_vector . default_step_length . dens-bivdph-method . dens-biviph-method . dens-bivph-method . dens-dph-method . dens-iph-method . dens-mdph-method . dens-miph-method . dens-mph-method . dens-ph-method . dens . dph-class . dph . dph_pgf . dphcdf . dphdensity . embedded_mc . evaluate-sph-method . evaluate . expm_terms . expmat . find_n . find_weight . fit-MPHstar-method . fit-bivdph-method . fit-bivph-method . fit-dph-method . fit-mdph-method . fit-mph-method . fit-ph-method . fit . haz-ph-method . haz . inf_norm . initial_state . iph-class . iph . laplace-bivph-method . laplace-mph-method . laplace-ph-method . laplace . linCom-MPHstar-method . linCom-bivph-method . linCom . linear_combination . logLik-ph-method . logLikelihoodDPH . logLikelihoodDPH_MoE . logLikelihoodMGompertz_RK . logLikelihoodMLogLogistic_RK . logLikelihoodMLogNormal_RK . logLikelihoodMPareto_RK . logLikelihoodMWeibull_RK . logLikelihoodMgev_PADE . logLikelihoodMgev_RK . logLikelihoodMgev_UNI . logLikelihoodMgompertz_PADE . logLikelihoodMgompertz_PADEs . logLikelihoodMgompertz_RKs . logLikelihoodMgompertz_UNI . logLikelihoodMgompertz_UNIs . logLikelihoodMloglogistic_PADE . logLikelihoodMloglogistic_PADEs . logLikelihoodMloglogistic_RKs . logLikelihoodMloglogistic_UNI . logLikelihoodMloglogistic_UNIs . logLikelihoodMlognormal_PADE . logLikelihoodMlognormal_PADEs . logLikelihoodMlognormal_RKs . logLikelihoodMlognormal_UNI . logLikelihoodMlognormal_UNIs . logLikelihoodMpareto_PADE . logLikelihoodMpareto_PADEs . logLikelihoodMpareto_RKs . logLikelihoodMpareto_UNI . logLikelihoodMpareto_UNIs . logLikelihoodMweibull_PADE . logLikelihoodMweibull_PADEs . logLikelihoodMweibull_RKs . logLikelihoodMweibull_UNI . logLikelihoodMweibull_UNIs . logLikelihoodPH_MoE . logLikelihoodPH_PADE . logLikelihoodPH_PADEs . logLikelihoodPH_RK . logLikelihoodPH_RKs . logLikelihoodPH_UNI . logLikelihoodPH_UNIs . logLikelihoodbivDPH . logLikelihoodbivDPH_MoE . logLikelihoodbivPH . logLikelihoodmDPH . logLikelihoodmDPH_MoE . mGompertzcdf . mGompertzden . mLogLogisticcdf . mLogLogisticden . mLogNormalcdf . mLogNormalden . mParetocdf . mParetoden . mWeibullcdf . mWeibullden . m_exp_sum . marginal-MPHstar-method . marginal-bivdph-method . marginal-biviph-method . marginal-bivph-method . marginal-mdph-method . marginal-miph-method . marginal-mph-method . marginal . marginal_expectation . matrix_VanLoan . matrix_exponential . matrix_inverse . matrix_power . matrix_product . matrixdist-package . max_diagonal . maximum-dph-dph-method . maximum-iph-iph-method . maximum-ph-ph-method . maximum . mdph-class . mdph . mdphdensity . mean-MPHstar-method . mean-bivdph-method . mean-bivph-method . mean-dph-method . mean-mdph-method . mean-mph-method . mean-ph-method . merge_matrices . mgevcdf . mgevden . mgf-bivph-method . mgf-mph-method . mgf-ph-method . mgf . minimum-dph-dph-method . minimum-iph-iph-method . minimum-ph-ph-method . minimum . miph-class . miph . mixture-dph-dph-method . mixture-ph-ph-method . mixture . moment-bivdph-method . moment-bivph-method . moment-dph-method . moment-mdph-method . moment-mph-method . moment-ph-method . moment . mph-class . mph . n_pos . new_state . pgf-bivdph-method . pgf-dph-method . pgf-mdph-method . pgf . ph-class . ph . ph_laplace . phcdf . phdensity . plus-dph-dph-method . plus-ph-ph-method . plus_states . pow2_matrix . quan-ph-method . quan . rMDPHstar . rMIPHstar . rMPHstar . random_reward . random_structure . random_structure_bivph . rdphasetype . reg-ph-method . reg . revers_data_trans . rew_sanity_check . riph . rmatrixgev . rphasetype . runge_kutta . show-MPHstar-method . show-bivdph-method . show-biviph-method . show-bivph-method . show-dph-method . show-iph-method . show-mdph-method . show-miph-method . show-mph-method . show-ph-method . show-sph-method . sim-MPHstar-method . sim-bivdph-method . sim-biviph-method . sim-bivph-method . sim-dph-method . sim-iph-method . sim-mdph-method . sim-miph-method . sim-mph-method . sim-ph-method . sim . sph-class . sph . sum_dph . sum_ph . tvr_dph . tvr_ph . var-MPHstar-method . var-bivdph-method . var-bivph-method . var-dph-method . var-mdph-method . var-mph-method . var-ph-method . vector_of_matrices . vector_of_matrices_2 . vector_of_powers . 
Some associated R codes: 0.generics.R . 1.ph.R . 2.iph.R . 2b.iph_regression.R . 3.mph.R . 3b.miph.MoE.R . 3b.miph.R . 4.MPHstar.R . 4b.bivph.R . 4c.biviph.R . 5.phMoE.R . 6.sph.R . 7.dph.R . 8.bivdph.R . 9.mdph.R . RcppExports.R . matrixdist-package.R .  Full matrixdist package functions and examples
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