Performs parametric and nonparametric estimation and simulation for multistate discretetime semiMarkov processes. For the parametric estimation, several discrete distributions are considered for the sojourn times: Uniform, Geometric, Poisson, Discrete Weibull and Negative Binomial. The nonparametric estimation concerns the sojourn time distributions, where no assumptions are done on the shape of distributions. Moreover, the estimation can be done on the basis of one or several sample paths, with or without censoring at the beginning or/and at the end of the sample paths. The implemented methods are described in Barbu, V.S., Limnios, N. (2008) <doi:10.1007/9780387731735>, Barbu, V.S., Limnios, N. (2008) <doi:10.1080/10485250701261913> and Trevezas, S., Limnios, N. (2011) <doi:10.1080/10485252.2011.555543>. Estimation and simulation of discretetime kth order Markov chains are also considered.
Package details 


Author  Vlad Stefan Barbu, Caroline Berard, Dominique Cellier, Mathilde Sautreuil and Nicolas Vergne 
Maintainer  Nicolas Vergne <[email protected]> 
License  GPL 
Version  1.0.2 
Package repository  View on CRAN 
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