  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.
