Other packages > Find by keyword >

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]
All associated links for this package
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 05 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:28), 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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

cdlTools  
Tools to Download and Work with USDA Cropscape Data
Downloads USDA National Agricultural Statistics Service (NASS) cropscape data for a specified state ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
genie  
Fast, Robust, and Outlier Resistant Hierarchical Clustering
Includes the reference implementation of Genie - a hierarchical clustering algorithm that links two ...
Download / Learn more Package Citations See dependency  
correlation  
Methods for Correlation Analysis
Lightweight package for computing different kinds of correlations, such as partial correlations, Ba ...
Download / Learn more Package Citations See dependency  

28,905

R Packages

247,686

Dependencies

76,495

Author Associations

28,906

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA