Some R packages which uses our methods...

  • ctmcd contains routines for fitting discretely observed Markov jump processes based on Bladt & Sørensen (2005,2009).

  • sde contains a routine for simple diffusion bridge simulation. Related to M. Bladt & M. Sørensen (2013).

  • PhaseType contains a routine for fitting phase--type distributions via MCMC based on M. Bladt, A. González & S. L. Lauritzen (2003).