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>.
