Fitting A Phase Type Distribution To Data
Methods to fit a phase type distribution to data can be classified as maximum likelihood methods or moment matching methods. Fitting a phase type distribution to heavy-tailed distributions has been shown to be practical in some situations.
- PhFit a C script for fitting discrete and continuous phase type distributions to data
- EMpht is a C script for fitting phase-type distributions to data or parametric distributions using an expectation–maximization algorithm.
- jPhaseFit is a Java tool for fitting phase type distributions to data.
- HyperStar was developed around the core idea of making phase-type fitting simple and user-friendly, in order to advance the use of phase-type distributions in a wide range of areas. It provides a graphical user interface and yields good fitting results with only little user interaction.
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