General-Purpose Phase-Type Functions.
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: