PhaseTypeR: General-Purpose Phase-Type Functions

General implementation of core function from phase-type theory. 'PhaseTypeR' can be used to model continuous and discrete phase-type distributions, both univariate and multivariate. The package includes functions for outputting the mean and (co)variance of phase-type distributions; their density, probability and quantile functions; functions for random draws; functions for reward-transformation; and functions for plotting the distributions as networks. For more information on these functions please refer to Bladt and Nielsen (2017, ISBN: 978-1-4939-8377-3) and Campillo Navarro (2019) <https://orbit.dtu.dk/en/publications/order-statistics-and-multivariate-discrete-phase-type-distributio>.

Package details

AuthorIker Rivas-González [aut, cre] (<https://orcid.org/0000-0002-0515-0628>), Asger Hobolth [aut], Lars Nørvang Andersen [aut], Colin Guetemme [aut]
MaintainerIker Rivas-González <ikerrivas96@gmail.com>
LicenseGPL-3
Version1.0.4
URL https://rivasiker.github.io/PhaseTypeR/ https://github.com/rivasiker/PhaseTypeR
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PhaseTypeR")

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PhaseTypeR documentation built on July 21, 2022, 5:10 p.m.