Man pages for matrixdist
Statistics for Matrix Distributions

a_rungekuttaRunge Kutta for the calculation of the a vectors in a EM step
cdfNew Generic for the Distribution of Matrix Distributions
cdf-iph-methodDistribution Method for inhomogeneous phase type...
cdf-ph-methodDistribution Method for phase type distributions
clone_matrixClone a matrix
clone_vectorClone a vector
coef-iph-methodCoef Method for iph Class
coef-ph-methodCoef Method for ph Class
coef-sph-methodCoef Method for sph Class
cumulateMatrixCumulate matrix
cumulateVectorCumulate vector
default_step_lengthDefault size of the steps in the RK
densNew Generic for the Density of Matrix Distributions
dens-iph-methodDensity Method for inhomogeneous phase type distributions
dens-ph-methodDensity Method for phase type distributions
derivativeMatrixweibullDerivative of matrix Weibull
diagonal_vectorCreates a matrix with the given vector in the diagonal
embeddedMCEmbedded Markov chain of a sub-intensity matrix
EMstep_PADEEM using Matlab algorithm for matrix exponential in...
EMstep_RKEM step using Runge Kutta
EMstep_UNIEM using Uniformization for matrix exponential
evaluateNew Generic for Evaluating Survival Matrix Distributions
evaluate-sph-methodEvaluation Method for sph Class
FisherNew Generic for obtaining the Fisher Information of Survival...
Fisher-sph-methodFisher Information Method for sph Class
fitNew Generic for Estimating Matrix Distributions
fit-ph-methodFit Method for ph Class
hazNew Generic for the Hazard rate of Matrix Distributions
haz-ph-methodHazard rate Method for phase type distributions
initialStateInitial state of Markov jump process
iphConstructor Function for inhomogeneous phase type...
iph-classInhomogeneous Phase Type distributions
LInf_normL-oo norm of a matrix
logLikelihoodMgev_PADELoglikelihood of matrix-GEV using Pade
logLikelihoodMgev_RKLoglikelihood of matrix GEV using RK
logLikelihoodMgev_UNILoglikelihood of matrix-GEV using Uniformization
logLikelihoodMgompertz_PADELoglikelihood of matrix-Gompertz using Pade
logLikelihoodMgompertz_PADEsLoglikelihood of matrix-Gompertz using Pade
logLikelihoodMgompertz_RKLoglikelihood of matrix Gompertz using RK
logLikelihoodMgompertz_RKsLoglikelihood of matrix-Gompertz using RK
logLikelihoodMgompertz_UNILoglikelihood of matrix-Gompertz using Uniformization
logLikelihoodMgompertz_UNIsLoglikelihood of matrix-Gompertz using Uniformization
logLikelihoodMloglogistic_PADELoglikelihood of matrix-loglogistic using Pade
logLikelihoodMloglogistic_PADEsLoglikelihood of matrix-loglogistic using Pade
logLikelihoodMloglogistic_RKLoglikelihood of matrix Log-Logistic using RK
logLikelihoodMloglogistic_RKsLoglikelihood of matrix-loglogistic using RK
logLikelihoodMloglogistic_UNILoglikelihood of matrix-loglogistic using Uniformization
logLikelihoodMloglogistic_UNIsLoglikelihood of matrix-loglogistic using Uniformization
logLikelihoodMlognormal_PADELoglikelihood of matrix-lognormal using Pade
logLikelihoodMlognormal_PADEsLoglikelihood of matrix-lognormal using Pade
logLikelihoodMlognormal_RKLoglikelihood of matrix LogNormal using RK
logLikelihoodMlognormal_RKsLoglikelihood of matrix-lognormal using RK
logLikelihoodMlognormal_UNILoglikelihood of matrix-lognormal using Uniformization
logLikelihoodMlognormal_UNIsLoglikelihood of matrix-lognormal using Uniformization
logLikelihoodMpareto_PADELoglikelihood of matrix-Pareto using Pade
logLikelihoodMpareto_PADEsLoglikelihood of matrix-Pareto using Pade
logLikelihoodMpareto_RKLoglikelihood of matrix Pareto using RK
logLikelihoodMpareto_RKsLoglikelihood of matrix-Pareto using RK
logLikelihoodMpareto_UNILoglikelihood of matrix-Pareto using Uniformization
logLikelihoodMpareto_UNIsLoglikelihood of matrix-Pareto using Uniformization
logLikelihoodMweibull_PADELoglikelihood of matrix-Weibull using Pade
logLikelihoodMweibull_PADEsLoglikelihood of matrix-Weibull using Pade
logLikelihoodMweibull_RKLoglikelihood of matrix Weibull using RK
logLikelihoodMweibull_RKsLoglikelihood of matrix-Weibull using RK
logLikelihoodMweibull_UNILoglikelihood of matrix-Weibull using Uniformization
logLikelihoodMweibull_UNIsLoglikelihood of matrix-Weibull using Uniformization
logLikelihoodPH_PADELoglikelihood of PH using Pade
logLikelihoodPH_PADEsLoglikelihood of PH using Pade
logLikelihoodPH_RKLoglikelihood using RK
logLikelihoodPH_RKsLoglikelihood of PH using RK
logLikelihoodPH_UNILoglikelihood using Uniformization
logLikelihoodPH_UNIsLoglikelihood of PH using Uniformization
logLik-ph-methodlogLik Method for ph Class
LRTNew Generic for doing a likelihood ratio test between two...
LRT-ph-ph-methodLRT Method for ph Class
matrixdist-packageStatistics for Matrix Distributions
matrix_exponentialMatrix exponential algorithm
matrix_exponential_slowMatrix exponential algorithm
matrixExpSum_armaComputes e^(Sx) base on the values on powerVector
matrix_inverseInverse of a matrix
matrix_inverse_slowInverse of a matrix
matrixMaxMaximum entry in a matrix
matrixMaxDiagonalMaximum entry in the diagonal of a matrix
matrix_powerComputes A^n
matrix_productProduct of two matrices
matrix_product_slowProduct of two matrices
matrix_sumAdd matrices
matrix_VanLoanCreates the matrix (A1, B1 ; 0, A2)
matrix_VanLoanArmaCreates the matrix (A1, B1 ; 0, A2)
maximumNew Generic for Maximum of two Matrix Distributions
maximum-iph-iph-methodMaximum Method for inhomogeneous phase type distributions
maximum-ph-ph-methodMaximum Method for phase type distributions
mgevcdfMatrix GEV cdf
mgevdenMatrix GEV density
mgompertzcdfMatrix Gompertz cdf
mgompertzdenMatrix Gompertz density
minimumNew Generic for Minimum of two Matrix Distributions
minimum-iph-iph-methodMinimum Method for inhomogeneous phase type distributions
minimum-ph-ph-methodMinimum Method for phase type distributions
mloglogisticcdfMatrix Log-Logistic cdf
mloglogisticdenMatrix Log-Logistic density
mlognormalcdfMatrix LogNormal cdf
mlognormaldenMatrix LogNormal density
momentNew Generic for Moment of Matrix Distributions
moment-ph-methodMoment Method for phase type distributions
mparetocdfMatrix Pareto cdf
mparetodenMatrix Pareto density
mweibullcdfMatrix Weibull cdf
mweibulldenMatrix Weibull density
newStateNew state in a Markov jump process
phConstructor Function for phase type distributions
phcdfPhase-type cdf or tail
ph-classPhase Type distributions
phdensityPhase-type density
plus-ph-ph-methodSum Method for phase type distributions
quanNew Generic for the Quantile of Matrix Distributions
quan-ph-methodQuantile Method for phase type distributions
random_structureRandom structure of a phase-type
regNew Generic for Regression with Matrix Distributions
reg-ph-methodRegression Method for ph Class
reversTransformDataApplies the inverse of the GEV but giving back the vector in...
riphRandom inhomogeneous phase-type
rmatrixgevRandom matrix GEV
rphasetypeRandom phase-type
runge_kuttaRunge Kutta for the calculation of the a,b and c vectors in a...
show-iph-methodShow Method for inhomogeneous phase type distributions
show-ph-methodShow Method for phase type distributions
show-sph-methodShow Method for survival phase type objects
simNew Generic for Simulating Matrix Distributions
sim-iph-methodSimulation Method for inhomogeneous phase type distributions
sim-ph-methodSimulation Method for phase type distributions
solve_linear_systemSolves a system with multiple right hand sides
sphConstructor Function for Survival phase type objects
sph-classSurvival Analysis for Phase Type distributions
sumPHComputes the initial distribution and sub-intensity of the...
vectorOfMatrices_armaComputes elements S^n / n! until the value size
vectorOfMatrices_arma2Computes elements S^n / n! until the value size
matrixdist documentation built on Sept. 5, 2021, 5:26 p.m.