README.md

matrixdist

Statistics for Matrix Distributions

This package implements tools which are useful for the statistical analysis of discrete, continuous, multivariate, right-censored or regression variants of phase-type distributions. These distributions are absorption times of Markov jump processes, and thus the maximization of their likelihood for statistical estimation is best dealt with using the EM algorithm.



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matrixdist documentation built on Aug. 8, 2023, 5:06 p.m.