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>.

Version: 1.0.2
Depends: R (≥ 3.1.0)
Imports: Rcpp, methods
LinkingTo: Rcpp
Published: 2021-02-26
Author: Martin Bladt [aut, cre], Jorge Yslas [aut]
Maintainer: Martin Bladt <martinbladt at>
License: GPL-3
NeedsCompilation: yes
SystemRequirements: C++11
Materials: README
CRAN checks: matrixdist results


Reference manual: matrixdist.pdf
Package source: matrixdist_1.0.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: matrixdist_1.0.2.tgz, r-oldrel: matrixdist_1.0.2.tgz
Old sources: matrixdist archive


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