PhaseTypeR

R package 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>.

References in zbMATH (referenced in 1 article , 1 standard article )

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  1. Hobolth, Asger; Bladt, Mogens; Andersen, Lars Nørvang: Multivariate phase-type theory for the site frequency spectrum (2021)