Man pages for matrixdist
Statistics for Matrix Distributions
| a_rungekutta | Runge-Kutta for the calculation of the a vector in a EM step |
| bivdph | Constructor function for bivariate discrete phase-type... |
| bivdph-class | Bivariate discrete phase-type distributions |
| bivdph_density | Bivariate discrete phase-type joint density of the feed... |
| bivdph_tail | Bivariate discrete phase-type joint tail of the feed forward... |
| biviph | Constructor function for bivariate inhomogeneous phase-type... |
| biviph-class | Bivariate inhomogeneous phase-type distributions |
| bivph | Constructor function for bivariate phase-type distributions |
| bivph-class | Bivariate phase-type distributions |
| bivph_density | Bivariate phase-type joint density of the feed forward type |
| bivph_laplace | Bivariate phase-type joint Laplace |
| bivph_tail | Bivariate phase-type joint tail of the feed forward type |
| cdf | New generic for the distribution of matrix distributions |
| cdf-dph-method | Distribution method for discrete phase-type distributions |
| cdf-iph-method | Distribution method for inhomogeneous phase-type... |
| cdf-miph-method | Distribution method for multivariate inhomogeneous phase-type... |
| cdf-mph-method | Distribution method for multivariate phase-type distributions |
| cdf-ph-method | Distribution method for phase-type distributions |
| clone_matrix | Clone a matrix |
| clone_vector | Clone a vector |
| coef-bivdph-method | Coef method for bivdph class |
| coef-biviph-method | Coef method for biviph class |
| coef-bivph-method | Coef method for bivph class |
| coef-dph-method | Coef method for dph Class |
| coef-iph-method | Coef method for iph class |
| coef-mdph-method | Coef method for mdph class |
| coef-ph-method | Coef method for ph class |
| coef-sph-method | Coef method for sph Class |
| cor-bivdph-method | Cor method for bivdph class |
| cor-bivph-method | Cor method for bivph class |
| cor-mdph-method | Cor method for multivariate discrete phase-type distributions |
| cor-mph-method | Cor method for multivariate phase-type distributions |
| cor-MPHstar-method | Cor method for MPHstar class |
| cumulate_matrix | Cumulate matrix |
| cumulate_vector | Cumulate vector |
| default_step_length | Default size of the steps in the RK |
| dens | New generic for the density of matrix distributions |
| dens-bivdph-method | Density method for bivariate discrete phase-type... |
| dens-biviph-method | Density method for bivariate inhomogeneous phase-type... |
| dens-bivph-method | Density method for bivariate phase-type distributions |
| dens-dph-method | Density method for discrete phase-type distributions |
| dens-iph-method | Density method for inhomogeneous phase-type distributions |
| dens-mdph-method | Density method for multivariate discrete phase-type... |
| dens-miph-method | Density method for multivariate inhomogeneous phase-type... |
| dens-mph-method | Density method for multivariate phase-type distributions |
| dens-ph-method | Density method for phase-type distributions |
| dph | Constructor function for discrete phase-type distributions |
| dphcdf | Discrete phase-type cdf |
| dph-class | Discrete phase-type distributions |
| dphdensity | Discrete phase-type density |
| dph_pgf | Pgf of a discrete phase-type distribution |
| embedded_mc | Embedded Markov chain of a sub-intensity matrix |
| EMstep_bivdph | EM for discrete bivariate phase-type |
| EMstep_bivdph_MoE | EM for discrete bivariate phase-type MoE |
| EMstep_bivph | EM for bivariate phase-type distributions using Pade for... |
| EMstep_dph | EM for discrete phase-type |
| EMstep_dph_MoE | EM for discrete phase-type MoE |
| EMstep_mdph | EM for multivariate discrete phase-type |
| EMstep_mdph_MoE | EM for multivariate discrete phase-type MoE |
| EMstep_MoE_PADE | EM for PH-MoE |
| EM_step_mPH_rc | EM step for the mPH class with right-censoring, for different... |
| EMstep_PADE | EM for phase-type distributions using Pade approximation for... |
| EMstep_RK | EM step for phase-type using Runge-Kutta |
| EMstep_UNI | EM for phase-type using uniformization for matrix exponential |
| evaluate | New generic for evaluating survival matrix distributions |
| evaluate-sph-method | Evaluation method for sph Class |
| expmat | Matrix exponential |
| expm_terms | expm terms of phase-type likelihood using uniformization |
| find_n | Find n such that P(N > n) = h with N Poisson distributed |
| find_weight | Find weight of observations |
| Fisher | New generic for obtaining the Fisher information of survival... |
| Fisher-sph-method | Fisher information method for sph class |
| fit | New generic for estimating matrix distributions |
| fit-bivdph-method | Fit method for bivdph Class |
| fit-bivph-method | Fit method for bivph Class |
| fit-dph-method | Fit method for dph class |
| fit-mdph-method | Fit method for mdph Class |
| fit-mph-method | Fit method for mph Class |
| fit-MPHstar-method | Fit method for mph class |
| fit-ph-method | Fit method for ph class |
| haz | New generic for the hazard rate of matrix distributions |
| haz-ph-method | Hazard rate method for phase-type distributions |
| inf_norm | L inf norm of a matrix |
| initial_state | Initial state of Markov jump process |
| iph | Constructor function for inhomogeneous phase-type... |
| iph-class | Inhomogeneous phase-type distributions |
| laplace | New generic for Laplace transform of matrix distributions |
| laplace-bivph-method | Laplace method for bivph class |
| laplace-mph-method | Laplace method for multivariate phase-type distributions |
| laplace-ph-method | Laplace method for phase-type distributions |
| linCom | New generic for linear combinations of multivariate matrix... |
| linCom-bivph-method | Linear combination method for bivariate phase-type... |
| linCom-MPHstar-method | Linear combination method for MPHstar class |
| linear_combination | Computes PH parameters of a linear combination of vector from... |
| logLikelihoodbivDPH | Loglikelihood for bivariate discrete phase-type |
| logLikelihoodbivDPH_MoE | Loglikelihood for bivariate discrete phase-type MoE |
| logLikelihoodbivPH | Loglikelihood for Bivariate PH |
| logLikelihoodDPH | Loglikelihood for discrete phase-type |
| logLikelihoodDPH_MoE | Loglikelihood for discrete phase-type MoE |
| logLikelihoodmDPH | Loglikelihood for multivariate discrete phase-type |
| logLikelihoodmDPH_MoE | Loglikelihood for multivariate discrete phase-type MoE |
| logLikelihoodMgev_PADE | Loglikelihood of matrix-GEV using Pade |
| logLikelihoodMgev_RK | Loglikelihood of matrix-GEV using Runge-Kutta |
| logLikelihoodMgev_UNI | Loglikelihood of matrix-GEV using uniformization |
| logLikelihoodMgompertz_PADE | Loglikelihood of matrix-Gompertz using Pade |
| logLikelihoodMgompertz_PADEs | Loglikelihood of PI with matrix-Gompertz using Pade |
| logLikelihoodMGompertz_RK | Loglikelihood of matrix-Gompertz using Runge-Kutta |
| logLikelihoodMgompertz_RKs | Loglikelihood of PI with matrix-Gompertz using Runge-Kutta |
| logLikelihoodMgompertz_UNI | Loglikelihood of matrix-Gompertz using uniformization |
| logLikelihoodMgompertz_UNIs | Loglikelihood of PI with matrix-Gompertz using Uniformization |
| logLikelihoodMloglogistic_PADE | Loglikelihood of matrix-loglogistic using Pade |
| logLikelihoodMloglogistic_PADEs | Loglikelihood of PI with matrix-loglogistic using Pade |
| logLikelihoodMLogLogistic_RK | Loglikelihood of matrix-loglogistic using Runge-Kutta |
| logLikelihoodMloglogistic_RKs | Loglikelihood of PI with matrix-loglogistic using Runge-Kutta |
| logLikelihoodMloglogistic_UNI | Loglikelihood of matrix-loglogistic using uniformization |
| logLikelihoodMloglogistic_UNIs | Loglikelihood of PI with matrix-loglogistic using... |
| logLikelihoodMlognormal_PADE | Loglikelihood of matrix-lognormal using Pade |
| logLikelihoodMlognormal_PADEs | Loglikelihood of PI with matrix-lognormal using Pade |
| logLikelihoodMLogNormal_RK | Loglikelihood of matrix-lognormal using Runge-Kutta |
| logLikelihoodMlognormal_RKs | Loglikelihood of PI matrix-lognormal using Runge-Kutta |
| logLikelihoodMlognormal_UNI | Loglikelihood of matrix-lognormal using uniformization |
| logLikelihoodMlognormal_UNIs | Loglikelihood of PI with matrix-lognormal using... |
| logLikelihoodMpareto_PADE | Loglikelihood of matrix-Pareto using Pade |
| logLikelihoodMpareto_PADEs | Loglikelihood of PI with matrix-Pareto using Pade |
| logLikelihoodMPareto_RK | Loglikelihood of matrix-Pareto using Runge-Kutta |
| logLikelihoodMpareto_RKs | Loglikelihood of PI with matrix-Pareto using Runge-Kutta |
| logLikelihoodMpareto_UNI | Loglikelihood of matrix-Pareto using uniformization |
| logLikelihoodMpareto_UNIs | Loglikelihood of PI with matrix-Pareto using uniformization |
| logLikelihoodMweibull_PADE | Loglikelihood of matrix-Weibull using Pade |
| logLikelihoodMweibull_PADEs | Loglikelihood of PI with matrix-Weibull using Pade |
| logLikelihoodMWeibull_RK | Loglikelihood of matrix-Weibull using Runge-Kutta |
| logLikelihoodMweibull_RKs | Loglikelihood of PI with matrix-Weibull using Runge-Kutta |
| logLikelihoodMweibull_UNI | Loglikelihood of matrix-Weibull using uniformization |
| logLikelihoodMweibull_UNIs | Loglikelihood of PI with matrix-Weibull using uniformization |
| logLikelihoodPH_MoE | Loglikelihood for PH-MoE |
| logLikelihoodPH_PADE | Loglikelihood of phase-type using Pade approximation |
| logLikelihoodPH_PADEs | Loglikelihood of PI with phase-type using Pade |
| logLikelihoodPH_RK | Loglikelihood of phase-type using Runge-Kutta |
| logLikelihoodPH_RKs | Loglikelihood of PI with phase-type using Runge-Kutta |
| logLikelihoodPH_UNI | Loglikelihood of phase-type using uniformization |
| logLikelihoodPH_UNIs | Loglikelihood of PI with phase-type using uniformization |
| logLik-ph-method | Loglikelihood method for ph class |
| LRT | New generic for likelihood ratio test between two matrix... |
| LRT-ph-ph-method | LRT method for ph class |
| marginal | New generic for the marginals of multivariate matrix... |
| marginal-bivdph-method | Marginal method for bivdph class |
| marginal-biviph-method | Marginal method for biviph class |
| marginal-bivph-method | Marginal method for bivph class |
| marginal_expectation | Marginal conditional expectations |
| marginal-mdph-method | Marginal method for mdph class |
| marginal-miph-method | Marginal method for multivariate inhomogeneous phase-type... |
| marginal-mph-method | Marginal method for multivariate phase-type distributions |
| marginal-MPHstar-method | Marginal method for MPHstar class |
| matrixdist-package | Statistics for Matrix Distributions |
| matrix_exponential | Matrix exponential |
| matrix_inverse | Inverse of a matrix |
| matrix_power | Computes A^n |
| matrix_product | Product of two matrices |
| matrix_VanLoan | Creates the matrix (A1, B1 ; 0, A2) |
| max_diagonal | Maximum diagonal element of a matrix |
| maximum | New generic for maximum of two matrix distributions |
| maximum-dph-dph-method | Maximum method for discrete phase-type distributions |
| maximum-iph-iph-method | Maximum method for inhomogeneous phase-type distributions |
| maximum-ph-ph-method | Maximum method for phase-type distributions |
| mdph | Constructor function for multivariate discrete phase-type... |
| mdph-class | Multivariate discrete phase-type distributions |
| mdphdensity | Multivariate discrete phase-type density |
| mean-bivdph-method | Mean method for bivdph class |
| mean-bivph-method | Mean Method for bivph class |
| mean-dph-method | Mean method for discrete phase-type distributions |
| mean-mdph-method | Mean method for multivariate discrete phase-type... |
| mean-mph-method | Mean method for multivariate phase-type distributions |
| mean-MPHstar-method | Mean method for MPHstar class |
| mean-ph-method | Mean method for phase-type distributions |
| merge_matrices | Merges the matrices S11, S12 and S22 into a sub-intensity... |
| m_exp_sum | Computes exp(Sx) via series representation |
| mgevcdf | Matrix-GEV cdf |
| mgevden | Matrix-GEV density |
| mgf | New generic for mgf of matrix distributions |
| mgf-bivph-method | Mgf method for bivph class |
| mgf-mph-method | Mgf method for multivariate phase-type distributions |
| mgf-ph-method | Mgf method for phase-type distributions |
| mGompertzcdf | Matrix-Gompertz cdf |
| mGompertzden | Matrix-Gompertz density |
| minimum | New generic for minimum of two matrix distributions |
| minimum-dph-dph-method | Minimum method for discrete phase-type distributions |
| minimum-iph-iph-method | Minimum method for inhomogeneous phase-type distributions |
| minimum-ph-ph-method | Minimum method for phase-type distributions |
| miph | Constructor function for multivariate inhomogeneous... |
| miph-class | Multivariate inhomogeneous phase-type distributions |
| mixture | New generic for mixture of two matrix distributions |
| mixture-dph-dph-method | Mixture method for phase-type distributions |
| mixture-ph-ph-method | Mixture method for phase-type distributions |
| mLogLogisticcdf | Matrix-loglogistic cdf |
| mLogLogisticden | Matrix-loglogistic density |
| mLogNormalcdf | Matrix-lognormal cdf |
| mLogNormalden | Matrix-lognormal density |
| MoE | New generic for mixture-of-experts regression with matrix... |
| MoE-bivdph-method | MoE method for bivdph Class |
| MoE-dph-method | MoE method for dph Class |
| MoE-mdph-method | MoE method for mdph Class |
| MoE-mph-method | Fit method for mph/miph class, using mixture-of-experts... |
| MoE-ph-method | MoE method for ph Class |
| moment | New generic for moments of matrix distributions |
| moment-bivdph-method | Moment method for bivdph class |
| moment-bivph-method | Moment method for bivph class |
| moment-dph-method | Moment method for discrete phase-type distributions |
| moment-mdph-method | Moment method for multivariate discrete phase-type... |
| moment-mph-method | Moment method for multivariate phase-type distributions |
| moment-ph-method | Moment method for phase-type distributions |
| mParetocdf | Matrix-Pareto cdf |
| mParetoden | Matrix-Pareto density |
| mph | Constructor function for multivariate phase-type... |
| mph-class | Multivariate phase-type distributions |
| MPHstar | Constructor function for multivariate phase-type... |
| MPHstar-class | Multivariate phase-type distributions obtained by... |
| MPHstar_data_aggregation | Prepare data for the MPHstar_EMstep_UNI |
| MPHstar_EMstep_UNI | EM step using Uniformization for MPHstar class |
| mWeibullcdf | Matrix-Weibull cdf |
| mWeibullden | Matrix-Weibull density |
| new_state | New state in a Markov jump process |
| Nfold | New generic for N-fold convolution of two matrix... |
| Nfold-dph-method | Nfold method for phase-type distributions |
| n_pos | Find how many states have positive reward |
| pgf | New generic for pgf of matrix distributions |
| pgf-bivdph-method | Pgf method for bivariate discrete phase-type distributions |
| pgf-dph-method | Pgf Method for discrete phase-type distributions |
| pgf-mdph-method | Pgf method for multivariate discrete phase-type distributions |
| ph | Constructor function for phase-type distributions |
| phcdf | Phase-type cdf |
| ph-class | Phase-type distributions |
| phdensity | Phase-type density |
| ph_laplace | Laplace transform of a phase-type distribution |
| plus-dph-dph-method | Sum method for discrete phase-type distributions |
| plus-ph-ph-method | Sum method for phase-type distributions |
| plus_states | Find which states have positive reward |
| pow2_matrix | Computes A^(2^n) |
| quan | New generic for the quantile of matrix distributions |
| quan-ph-method | Quantile method for phase-type distributions |
| random_reward | Random reward matrix |
| random_structure | Random structure of a phase-type |
| random_structure_bivph | Random structure of a bivariate phase-type |
| rdphasetype | Simulate discrete phase-type |
| reg | New generic for regression with matrix distributions |
| reg-ph-method | Regression method for ph Class |
| revers_data_trans | Applies the inverse of the GEV transformation but giving back... |
| rew_sanity_check | Transform a reward matrix with very small rewards to avoid... |
| riph | Random inhomogeneous phase-type |
| rmatrixgev | Random matrix GEV |
| rMDPHstar | Simulate MDPH* |
| rMIPHstar | Simulate a MIPH* random vector |
| rMPHstar | Simulate a MPH* random vector |
| rphasetype | Simulate phase-type |
| runge_kutta | Runge-Kutta for the calculation of the a and b vectors and... |
| show-bivdph-method | Show method for bivariate discrete phase-type distributions |
| show-biviph-method | Show method for bivariate inhomogeneous phase-type... |
| show-bivph-method | Show method for bivariate phase-type distributions |
| show-dph-method | Show method for discrete phase-type distributions |
| show-iph-method | Show method for inhomogeneous phase-type distributions |
| show-mdph-method | Show method for multivariate discrete phase-type... |
| show-miph-method | Show method for multivariate inhomogeneous phase-type... |
| show-mph-method | Show method for multivariate phase-type distributions |
| show-MPHstar-method | Show method for multivariate phase-type distributions |
| show-ph-method | Show method for phase-type distributions |
| show-sph-method | Show method for survival phase-type objects |
| sim | New generic for simulating matrix distributions |
| sim-bivdph-method | Simulation method for bivariate discrete phase-type... |
| sim-biviph-method | Simulation method for bivariate inhomogeneous phase-type... |
| sim-bivph-method | Simulation method for bivariate phase-type distributions |
| sim-dph-method | Simulation method for phase-type distributions |
| sim-iph-method | Simulation method for inhomogeneous phase-type distributions |
| sim-mdph-method | Simulation method for multivariate discrete phase-type... |
| sim-miph-method | Simulation method for inhomogeneous multivariate phase-type... |
| sim-mph-method | Simulation method for multivariate phase-type distributions |
| sim-MPHstar-method | Simulation method for multivariate phase-type distributions |
| sim-ph-method | Simulation method for phase-type distributions |
| sph | Constructor function for survival phase-type objects |
| sph-class | Survival analysis for phase-type distributions |
| sum_dph | Computes the initial distribution and sub-intensity of the... |
| sum_ph | Computes the initial distribution and sub-intensity of the... |
| TVR | New generic for transformation via rewards of a matrix... |
| tvr_dph | Performs TVR for discrete phase-type distributions |
| TVR-dph-method | TVR Method for dph Class |
| tvr_ph | Performs TVR for phase-type distributions |
| TVR-ph-method | TVR method for ph class |
| var-bivdph-method | Var method for bivdph class |
| var-bivph-method | Var method for bivph class |
| var-dph-method | Var method for discrete phase-type distributions |
| var-mdph-method | Var method for multivariate discrete phase-type distributions |
| var-mph-method | Var method for multivariate phase-type distributions |
| var-MPHstar-method | Var method for MPHstar class |
| var-ph-method | Var method for phase-type distributions |
| vector_of_matrices | Computes the elements S^n / n! until the a given size |
| vector_of_matrices_2 | Computes the elements S^n / n! until given value of n |
| vector_of_powers | Computes elements A^n until the given size |
