Inference for Phase-type Distributions

Functions to perform Bayesian inference on absorption time data for Phase-type distributions. Plans to expand this to include frequentist inference and simulation tools.


News

PhaseType 0.1.3

  • Added ability to have constant multiple of parameters in the generator matrix for phtMCMC2().
  • Improved numerical stability of ECS method in phtMCMC2().
  • Added extra parameter correctness checks to all functions.
  • Corrected some errors in citations.

PhaseType 0.1.2

  • Minor fix due to updated ggplot2 package.

PhaseType 0.1.1

  • Minor fix because of incorrect calls into private R API.

PhaseType 0.1.0

  • First public release
  • phtMCMC() function for Bayesian inference on dense CTMC generator
  • phtMCMC2() function for Bayesian inference on structured CTMC generator

Reference manual

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install.packages("PhaseType")

0.1.3 by Louis Aslett, 5 years ago


http://www.louisaslett.com/PhaseType/


Browse source code at https://github.com/cran/PhaseType


Authors: Louis Aslett <louis@maths.tcd.ie>


Documentation:   PDF Manual  


Task views: Probability Distributions


GPL-2 | GPL-3 license


Depends on coda, ggplot2, reshape

Suggests actuar


Imported by ReliabilityTheory.


See at CRAN