General-Purpose Phase-Type Functions
Checking the basic phase-type assumptions
Checking reward matrix
The Univariate Discrete Phase-Type Distribution
The phase-type distribution
The Multivariate Discrete Phase-Type Distribution
Mean of Phase-Type Distributions
Moments of the multivariate continuous phase-type distribution
Moments of the univariate continuous phase-type distribution
The Multivariate Continuous Phase-Type Distribution
Permutations
The Univariate Continuous Phase-Type Distribution
Phase-type distribution to network
Print method for phase-type objects
Transformation of Phase-Type Distributions via Rewards
Pretty summary of the cont_phase_type class.
Pretty summary of the disc_phase_type class.
Pretty summary of the mult_cont_phase_type class.
Pretty summary of the mult_dist_phase_type class.
Variance and Covariance of Phase-Type Distributions
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>.
Useful links