matrixdist: Statistics for Matrix Distributions

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) <>, Olsson, M. (1996) <>. 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:2011.03219>.

Package details

AuthorMartin Bladt [aut, cre], Jorge Yslas [aut]
MaintainerMartin Bladt <>
Package repositoryView on CRAN
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matrixdist documentation built on Sept. 5, 2021, 5:26 p.m.