msm

Multi-State Markov and Hidden Markov Models in Continuous Time

Functions for fitting continuous-time Markov and hidden Markov multi-state models to longitudinal data. Designed for processes observed at arbitrary times in continuous time (panel data) but some other observation schemes are supported. Both Markov transition rates and the hidden Markov output process can be modelled in terms of covariates, which may be constant or piecewise-constant in time.

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Description file content

Package
msm
Version
1.6.6
Date
2018-02-02
Title
Multi-State Markov and Hidden Markov Models in Continuous Time
Author
Christopher Jackson
Maintainer
Christopher Jackson
Description
Functions for fitting continuous-time Markov and hidden Markov multi-state models to longitudinal data. Designed for processes observed at arbitrary times in continuous time (panel data) but some other observation schemes are supported. Both Markov transition rates and the hidden Markov output process can be modelled in terms of covariates, which may be constant or piecewise-constant in time.
License
GPL (>= 2)
Imports
survival,mvtnorm,expm
Suggests
mstate,minqa,doParallel,foreach,numDeriv,testthat,flexsurv
URL
BugReports
https://github.com/chjackson/msm/issues
LazyData
yes
NeedsCompilation
yes
Packaged
2018-02-01 22:58:46 UTC; chris
Repository
CRAN
Date/Publication
2018-02-02 18:37:56 UTC

install.packages('msm')

1.6.6

20 days ago

https://github.com/chjackson/msm

Christopher Jackson

GPL (>= 2)

Imports

survival,mvtnorm,expm

Suggests

mstate,minqa,doParallel,foreach,numDeriv,testthat,flexsurv

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