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Statistics for Matrix Distributions
This package implements tools which are useful for the statistical analysis of discrete, continuous, multivariate, right-censored or regression variants of phase-type distributions. These distributions are absorption times of Markov jump processes, and thus the maximization of their likelihood for statistical estimation is best dealt with using the EM algorithm.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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