The matrixdist R package provides a comprehensive suite of tools for the statistical analysis of matrix distributions, including phase-type, inhomogeneous phase-type, discrete phase-type, and related multivariate distributions. This paper introduces the package and its key features, including the estimation of these distributions and their extensions through expectation-maximisation algorithms, as well as the implementation of regression through the proportional intensities and mixture-of-experts models. Additionally, the paper provides an overview of the theoretical background, discusses the algorithms and methods implemented in the package, and offers practical examples to illustrate the application of matrixdist in real-world scenarios. The matrixdist R package aims to provide researchers and practitioners a wide set of tools for analysing and modelling complex data using matrix distributions.

翻译：matrixdist R包提供了用于矩阵分布统计分析的一套综合工具，涵盖相型分布、非齐次相型分布、离散相型分布及相关多元分布。本文介绍该包及其核心功能，包括通过期望最大化算法估计这些分布及其扩展形式，以及通过比例强度和混合专家模型实现回归分析。此外，文章概述了理论背景，讨论了包中实现的算法与方法，并通过实际案例示例展示matrixdist在现实场景中的应用。该R包旨在为研究人员和实践者提供使用矩阵分布分析与建模复杂数据的广泛工具集。