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:abs/2011.03219>.
| Version: | 1.0 |
| Depends: | R (≥ 3.1.0) |
| Imports: | Rcpp, methods |
| LinkingTo: | Rcpp |
| Published: | 2021-01-08 |
| 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 |
| Reference manual: | matrixdist.pdf |
| Package source: | matrixdist_1.0.tar.gz |
| Windows binaries: | r-devel: matrixdist_1.0.zip, r-release: matrixdist_1.0.zip, r-oldrel: matrixdist_1.0.zip |
| macOS binaries: | r-release: matrixdist_1.0.tgz, r-oldrel: matrixdist_1.0.tgz |
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