Package: matrixdist
Type: Package
Title: Statistics for Matrix Distributions
Version: 1.1.9
Date: 2023-08-01
Authors@R: c(person("Martin", "Bladt", email = "martinbladt@gmail.com", role = c("aut", "cre")),
              person("Jorge", "Yslas", email = "jorge.yslas1@gmail.com",
              role = "aut"),
              person("Alaric", "Müller", email = "muelleralaric@gmail.com",
              role = "ctb")
              )
Maintainer: Martin Bladt <martinbladt@gmail.com>
URL: https://github.com/martinbladt/matrixdist_1.0
BugReports: https://github.com/martinbladt/matrixdist_1.0/issues
Description: Tools for phase-type distributions including the following variants:
    continuous, discrete, multivariate, in-homogeneous, right-censored, and regression. 
    Methods for functional evaluation, simulation and estimation using the 
    expectation-maximization (EM) algorithm are provided for all models.
    The methods of this package are based on the following references.
    Asmussen, S., Nerman, O., & Olsson, M. (1996). Fitting phase-type distributions via the EM algorithm,
    Olsson, M. (1996). Estimation of phase-type distributions from censored data,
    Albrecher, H., & Bladt, M. (2019) <doi:10.1017/jpr.2019.60>,
    Albrecher, H., Bladt, M., & Yslas, J. (2022) <doi:10.1111/sjos.12505>,
    Albrecher, H., Bladt, M., Bladt, M., & Yslas, J. (2022) <doi:10.1016/j.insmatheco.2022.08.001>,
    Bladt, M., & Yslas, J. (2022) <doi:10.1080/03461238.2022.2097019>,
    Bladt, M. (2022) <doi:10.1017/asb.2021.40>,
    Bladt, M. (2023) <doi:10.1080/10920277.2023.2167833>,
    Albrecher, H., Bladt, M., & Mueller, A. (2023) <doi:10.1515/demo-2022-0153>,
    Bladt, M. & Yslas, J. (2023) <doi:10.1016/j.insmatheco.2023.02.008>.
Depends: R (>= 4.2.0)
License: GPL-3
Imports: Rcpp, methods, nnet, reshape2
LinkingTo: Rcpp, RcppArmadillo
Encoding: UTF-8
RoxygenNote: 7.2.3
NeedsCompilation: yes
Packaged: 2023-08-01 12:54:23 UTC; martinbladt
Author: Martin Bladt [aut, cre],
  Jorge Yslas [aut],
  Alaric Müller [ctb]
Repository: CRAN
Date/Publication: 2023-08-08 11:00:02 UTC
Built: R 4.6.0; x86_64-w64-mingw32; 2026-01-12 03:22:29 UTC; windows
Archs: x64
