Investigating the efficiency of fitting Coxian phase‐type distributions to health care data

Coxian phase‐type distributions are becoming a popular means of representing survival times within a health care environment. They are favoured as they show a distribution as a system of phases and can allow for an easy visual representation of the rateof flow of patients through a system. Difficulties arise, however, in determining the parameter estimates of the Coxian phase‐type distribution. This paper examines ways of making the fitting of the Coxian phase‐type distribution less cumbersome byoutlining different software packages and algorithms available to perform the fit and assessing their capabilities through a number of performance measures. The performance measures rate each of the methods and help in identifying the more efficient. Conclusions drawn from these performance measures suggest SAS to be the most robust package. It has a high rate of convergence in each of the four example model fits considered, short computational times, detailed output, convergence criteria options, along with a succinct ability to switch between different algorithms.