Package: matrixdist
Type: Package
Title: Statistics for Matrix Distributions
Version: 1.1.9
Date: 2023-08-01
Authors@R: c(person("Martin", "Bladt", email = "martinbladt@gmail.com", role = c("aut", "cre")),
              person("Jorge", "Yslas", email = "jorge.yslas1@gmail.com",
              role = "aut"),
              person("Alaric", "Müller", email = "muelleralaric@gmail.com",
              role = "ctb")
              )
Maintainer: Martin Bladt <martinbladt@gmail.com>
Author: Martin Bladt [aut, cre], Jorge Yslas [aut], Alaric Müller [ctb]
URL: https://github.com/martinbladt/matrixdist_1.0
BugReports: https://github.com/martinbladt/matrixdist_1.0/issues
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)
        <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>.
Depends: R (>= 4.2.0)
License: GPL-3
Imports: Rcpp, methods, nnet, reshape2
LinkingTo: Rcpp, RcppArmadillo
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
Config/pak/sysreqs: libicu-dev
Repository: https://martinbladt.r-universe.dev
Date/Publication: 2026-03-06 01:20:18 UTC
RemoteUrl: https://github.com/martinbladt/matrixdist_1.0
RemoteRef: HEAD
RemoteSha: 20ff43761bdb2667e3cb2ce1db0e9f342bdd8e15
NeedsCompilation: yes
Packaged: 2026-10-06 09:18:46 UTC; root