matrixdist

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.

Last 30 days

This package has been downloaded 233 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 5 times.

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Last 365 days

This package has been downloaded 3,649 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Jul 21, 2024 with 70 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.