Collection of Functions for Matrix Calculations
A collection of functions to support matrix calculations
for probability, econometric and numerical analysis. There are
additional functions that are comparable to APL functions which
are useful for actuarial models such as pension mathematics.
This package is used for teaching and research purposes at the
Department of Finance and Risk Engineering, New York
University, Polytechnic Institute, Brooklyn, NY 11201.
Horn, R.A. (1990) Matrix Analysis. ISBN 978-0521386326.
Lancaster, P. (1969) Theory of Matrices. ISBN 978-0124355507.
Lay, D.C. (1995) Linear Algebra: And Its Applications. ISBN 978-0201845563.

c(person("Martin", "Bladt", email = "martinbladt@gmail.com", role = c("aut", "cre")),
person("Jorge", "Yslas", email = "jorge.yslas1@gmail.com",
role = "aut")
)
Tools for homogeneous and in-homogeneous phase-type distributions.
Methods for functional evaluation, simulation and estimation using the
expectation-maximization (EM) algorithm are provided.
The methods of this package are based on the following references.
Asmussen, S., Nerman, O., & Olsson, M. (1996) <https://www.jstor.org/stable/4616418>,
Olsson, M. (1996) <https://www.jstor.org/stable/4616419>.
Albrecher, H., & Bladt, M. (2019) <doi:10.1017/jpr.2019.60>
Albrecher, H., Bladt, M., & Yslas, J. (2020) <doi:10.1111/sjos.12505>
Bladt, M., & Yslas, J. (2020) <arXiv:2011.03219>.
Martin Bladt [aut, cre],
Jorge Yslas [aut]

Tools for homogeneous and in-homogeneous phase-type distributions.
Methods for functional evaluation, simulation and estimation using the
expectation-maximization (EM) algorithm are provided.
The methods of this package are based on the following references.
Asmussen, S., Nerman, O., & Olsson, M. (1996) <https://www.jstor.org/stable/4616418>,
Olsson, M. (1996) <https://www.jstor.org/stable/4616419>.
Albrecher, H., & Bladt, M. (2019) <doi:10.1017/jpr.2019.60>
Albrecher, H., Bladt, M., & Yslas, J. (2020) <doi:10.1111/sjos.12505>
Bladt, M., & Yslas, J. (2020) <arXiv:abs/2011.03219>.