PhaseTypeR
1.0.4General-Purpose Phase-Type Functions
Overview
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.
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- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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- Examples that run
- 93%
- Documented parameters
- 80%
- Return-value docs
- 100%
- References docs
- 5%
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Package metadata
- First published
- 2021-11-30
- Total releases
- 5 / 5 yrs
- License
- GPL-3 OSI
- Download size
- 778 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet