# Statistics for Matrix Distributions

## Documentation for package ‘matrixdist’ version 1.1.3

- DESCRIPTION file.

## Help Pages

A C D E F H I L M N P Q R S V misc

matrixdist-package | Statistics for Matrix Distributions

## -- A --

a_rungekutta | Runge Kutta for the calculation of the a vectors in a EM step

## -- C --

cdf | New Generic for the Distribution of Matrix Distributions
cdf-method | Distribution Method for inhomogeneous phase type distributions
cdf-method | Distribution Method for phase type distributions
clone_matrix | Clone a matrix
clone_vector | Clone a vector
coef-method | Coef Method for iph Class
coef-method | Coef Method for ph Class
coef-method | Coef Method for sph Class
cumulateMatrix | Cumulate matrix
cumulateVector | Cumulate vector

## -- D --

default_step_length | Default size of the steps in the RK
dens | New Generic for the Density of Matrix Distributions
dens-method | Density Method for inhomogeneous phase type distributions
dens-method | Density Method for phase type distributions
derivativeMatrixweibull | Derivative of matrix Weibull
diagonal_vector | Creates a matrix with the given vector in the diagonal

## -- E --

embeddedMC | Embedded Markov chain of a sub-intensity matrix
EMstep_PADE | EM using Matlab algorithm for matrix exponential in combination with Armadillo
EMstep_RK | EM step using Runge Kutta
EMstep_UNI | EM using Uniformization for matrix exponential
evaluate | New Generic for Evaluating Survival Matrix Distributions
evaluate-method | Evaluation Method for sph Class

## -- F --

Fisher | New Generic for obtaining the Fisher Information of Survival Matrix Distributions
Fisher-method | Fisher Information Method for sph Class
fit | New Generic for Estimating Matrix Distributions
fit-method | Fit Method for ph Class

## -- H --

haz | New Generic for the Hazard rate of Matrix Distributions
haz-method | Hazard rate Method for phase type distributions

## -- I --

initialState | Initial state of Markov jump process
iph | Constructor Function for inhomogeneous phase type distributions
iph-class | Inhomogeneous Phase Type distributions

## -- L --

LInf_norm | L-oo norm of a matrix
logLik-method | logLik Method for ph Class
logLikelihoodMgev_PADE | Loglikelihood of matrix-GEV using Pade
logLikelihoodMgev_RK | Loglikelihood of matrix GEV using RK
logLikelihoodMgev_UNI | Loglikelihood of matrix-GEV using Uniformization
logLikelihoodMgompertz_PADE | Loglikelihood of matrix-Gompertz using Pade
logLikelihoodMgompertz_PADEs | Loglikelihood of matrix-Gompertz using Pade
logLikelihoodMgompertz_RK | Loglikelihood of matrix Gompertz using RK
logLikelihoodMgompertz_RKs | Loglikelihood of matrix-Gompertz using RK
logLikelihoodMgompertz_UNI | Loglikelihood of matrix-Gompertz using Uniformization
logLikelihoodMgompertz_UNIs | Loglikelihood of matrix-Gompertz using Uniformization
logLikelihoodMloglogistic_PADE | Loglikelihood of matrix-loglogistic using Pade
logLikelihoodMloglogistic_PADEs | Loglikelihood of matrix-loglogistic using Pade
logLikelihoodMloglogistic_RK | Loglikelihood of matrix Log-Logistic using RK
logLikelihoodMloglogistic_RKs | Loglikelihood of matrix-loglogistic using RK
logLikelihoodMloglogistic_UNI | Loglikelihood of matrix-loglogistic using Uniformization
logLikelihoodMloglogistic_UNIs | Loglikelihood of matrix-loglogistic using Uniformization
logLikelihoodMlognormal_PADE | Loglikelihood of matrix-lognormal using Pade
logLikelihoodMlognormal_PADEs | Loglikelihood of matrix-lognormal using Pade
logLikelihoodMlognormal_RK | Loglikelihood of matrix LogNormal using RK
logLikelihoodMlognormal_RKs | Loglikelihood of matrix-lognormal using RK
logLikelihoodMlognormal_UNI | Loglikelihood of matrix-lognormal using Uniformization
logLikelihoodMlognormal_UNIs | Loglikelihood of matrix-lognormal using Uniformization
logLikelihoodMpareto_PADE | Loglikelihood of matrix-Pareto using Pade
logLikelihoodMpareto_PADEs | Loglikelihood of matrix-Pareto using Pade
logLikelihoodMpareto_RK | Loglikelihood of matrix Pareto using RK
logLikelihoodMpareto_RKs | Loglikelihood of matrix-Pareto using RK
logLikelihoodMpareto_UNI | Loglikelihood of matrix-Pareto using Uniformization
logLikelihoodMpareto_UNIs | Loglikelihood of matrix-Pareto using Uniformization
logLikelihoodMweibull_PADE | Loglikelihood of matrix-Weibull using Pade
logLikelihoodMweibull_PADEs | Loglikelihood of matrix-Weibull using Pade
logLikelihoodMweibull_RK | Loglikelihood of matrix Weibull using RK
logLikelihoodMweibull_RKs | Loglikelihood of matrix-Weibull using RK
logLikelihoodMweibull_UNI | Loglikelihood of matrix-Weibull using Uniformization
logLikelihoodMweibull_UNIs | Loglikelihood of matrix-Weibull using Uniformization
logLikelihoodPH_PADE | Loglikelihood of PH using Pade
logLikelihoodPH_PADEs | Loglikelihood of PH using Pade
logLikelihoodPH_RK | Loglikelihood using RK
logLikelihoodPH_RKs | Loglikelihood of PH using RK
logLikelihoodPH_UNI | Loglikelihood using Uniformization
logLikelihoodPH_UNIs | Loglikelihood of PH using Uniformization
LRT | New Generic for doing a likelihood ratio test between two Matrix Distribution models
LRT-method | LRT Method for ph Class

## -- M --

matrixdist | Statistics for Matrix Distributions
matrixExpSum_arma | Computes e^(Sx) base on the values on powerVector
matrixMax | Maximum entry in a matrix
matrixMaxDiagonal | Maximum entry in the diagonal of a matrix
matrix_exponential | Matrix exponential algorithm
matrix_exponential_slow | Matrix exponential algorithm
matrix_inverse | Inverse of a matrix
matrix_inverse_slow | Inverse of a matrix
matrix_power | Computes A^n
matrix_product | Product of two matrices
matrix_product_slow | Product of two matrices
matrix_sum | Add matrices
matrix_VanLoan | Creates the matrix (A1, B1 ; 0, A2)
matrix_VanLoanArma | Creates the matrix (A1, B1 ; 0, A2)
maximum | New Generic for Maximum of two Matrix Distributions
maximum-method | Maximum Method for inhomogeneous phase type distributions
maximum-method | Maximum Method for phase type distributions
mgevcdf | Matrix GEV cdf
mgevden | Matrix GEV density
mgompertzcdf | Matrix Gompertz cdf
mgompertzden | Matrix Gompertz density
minimum | New Generic for Minimum of two Matrix Distributions
minimum-method | Minimum Method for inhomogeneous phase type distributions
minimum-method | Minimum Method for phase type distributions
mloglogisticcdf | Matrix Log-Logistic cdf
mloglogisticden | Matrix Log-Logistic density
mlognormalcdf | Matrix LogNormal cdf
mlognormalden | Matrix LogNormal density
moment | New Generic for Moment of Matrix Distributions
moment-method | Moment Method for phase type distributions
mparetocdf | Matrix Pareto cdf
mparetoden | Matrix Pareto density
mweibullcdf | Matrix Weibull cdf
mweibullden | Matrix Weibull density

## -- N --

newState | New state in a Markov jump process

## -- P --

ph | Constructor Function for phase type distributions
ph-class | Phase Type distributions
phcdf | Phase-type cdf or tail
phdensity | Phase-type density

## -- Q --

quan | New Generic for the Quantile of Matrix Distributions
quan-method | Quantile Method for phase type distributions

## -- R --

random_structure | Random structure of a phase-type
reg | New Generic for Regression with Matrix Distributions
reg-method | Regression Method for ph Class
reversTransformData | Applies the inverse of the GEV but giving back the vector in reverse order
riph | Random inhomogeneous phase-type
rmatrixgev | Random matrix GEV
rphasetype | Random phase-type
runge_kutta | Runge Kutta for the calculation of the a,b and c vectors in a EM step

## -- S --

show-method | Show Method for inhomogeneous phase type distributions
show-method | Show Method for phase type distributions
show-method | Show Method for survival phase type objects
sim | New Generic for Simulating Matrix Distributions
sim-method | Simulation Method for inhomogeneous phase type distributions
sim-method | Simulation Method for phase type distributions
solve_linear_system | Solves a system with multiple right hand sides
sph | Constructor Function for Survival phase type objects
sph-class | Survival Analysis for Phase Type distributions
sumPH | Computes the initial distribution and sub-intensity of the sum of PH

## -- V --

vectorOfMatrices_arma | Computes elements S^n / n! until the value size
vectorOfMatrices_arma2 | Computes elements S^n / n! until the value size

## -- misc --

+-method | Sum Method for phase type distributions