Package: PhaseTypeR 1.0.5.9000

PhaseTypeR: General-Purpose Phase-Type Functions

General implementation of core function from phase-type theory. 'PhaseTypeR' can be used to model continuous and discrete phase-type distributions, both univariate and multivariate. The package includes functions for outputting the mean and (co)variance of phase-type distributions; their density, probability and quantile functions; functions for random draws; functions for reward-transformation; and functions for plotting the distributions as networks. For more information on these functions please refer to Bladt and Nielsen (2017, ISBN: 978-1-4939-8377-3) and Campillo Navarro (2019) <https://orbit.dtu.dk/en/publications/order-statistics-and-multivariate-discrete-phase-type-distributio>.

Authors:Iker Rivas-González [aut, cre], Asger Hobolth [aut], Lars Nørvang Andersen [aut], Colin Guetemme [aut]

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PhaseTypeR.pdf |PhaseTypeR.html✨
PhaseTypeR/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/rivasiker/phasetyper/issues

On CRAN:

27 exports 2 stars 1.02 score 12 dependencies 39 scripts 221 downloads

Last updated 1 years agofrom:a370d20700. Checks:OK: 1 NOTE: 6. Indexed: yes.

Exports:dDPHdMDPHdMPHdPHDPHMDPHMPHpDPHPHphase_type_to_networkpMDPHpMPHpPHqDPHqMDPHqMPHqPHrDPHreward_phase_typerFullDPHrFullMDPHrFullMPHrFullPHrMDPHrMPHrPHvar

Dependencies:clicpp11expmglueigraphlatticelifecyclemagrittrMatrixpkgconfigrlangvctrs