PhaseTypeR: general-purpose phase-type functions

This package implements core functions from phase-type theory. Its general functions are useful for a wide-ranging variety of contexts. 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.

Installation

You can install PhaseTypeR from CRAN via:

install.packages("PhaseTypeR")

If you install devtools in your R environment with install.packages("devtools"), the development version of the package can be installed with the following command:

devtools::install_github("rivasiker/PhaseTypeR")

Basic example

This is a basic example for the univariate continuous phase-type distribution.

# Load the package
library(PhaseTypeR)

# Define the sub-intensity rate matrix
subintensity_matrix <- matrix(c(-1.5,  0,  0,
                                 1.5, -1,  0,
                                  0,   1, -0.5), ncol = 3)
# Define the initial probabilities
initial_probabilities <- c(0.9, 0.1, 0)

# Create continuous phase-type object
ph <- PH(subintensity_matrix, initial_probabilities)

Summary of the object:

summary(ph)
#> 
#> Subintensity matrix:
#>      [,1] [,2] [,3]
#> [1,] -1.5  1.5  0.0
#> [2,]  0.0 -1.0  1.0
#> [3,]  0.0  0.0 -0.5
#> 
#> Initial probabilities:
#>      [,1] [,2] [,3]
#> [1,]  0.9  0.1    0
#> 
#> Defect:
#> [1] 0
#> 
#> Mean: 3.6
#> 
#> Variance: 5.44

Density function:

dPH(1:5, ph)
#> [1] 0.1506327 0.2216989 0.1991321 0.1482987 0.1009037

Cumulative density function:

pPH(1:5, ph)
#> [1] 0.07030638 0.26728005 0.48232823 0.65658059 0.78032198

Quantile function:

qPH(c(0.25, 0.5, 0.75), ph)
#> [1] 1.921862 3.089664 4.716588

Random sampling:

set.seed(0)
rPH(6, ph)
#> [1] 4.648661 6.111533 4.586241 5.708529 8.354549 5.768456

Learn more

You can check out the full functionality of PhaseTypeR and its application to population genetics in the following guides: