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 |
|
---|---|
Author | Iker Rivas-González [aut, cre] (<https://orcid.org/0000-0002-0515-0628>), Asger Hobolth [aut], Lars Nørvang Andersen [aut], Colin Guetemme [aut] |
Maintainer | Iker Rivas-González <ikerrivas96@gmail.com> |
License | GPL-3 |
Version | 1.0.4 |
URL | https://rivasiker.github.io/PhaseTypeR/ https://github.com/rivasiker/PhaseTypeR |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.