ctmcd: Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data

Functions for estimating Markov generator matrices from discrete-time observations. The implemented approaches comprise diagonal adjustment, weighted adjustment and quasi-optimization of matrix logarithm based candidate solutions, an expectation-maximization algorithm as well as a Gibbs sampler.

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AuthorMarius Pfeuffer
Date of publication2017-04-05 12:57:30 UTC
MaintainerMarius Pfeuffer <marius.pfeuffer@fau.de>

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ciEM Man page
ciGS Man page
ctmcd Man page
ctmcdlogLik Man page
ctmcd-package Man page
gm Man page
gmci Man page
gmci.default Man page
gmDA Man page
gm.default Man page
gmEM Man page
gmGS Man page
gmQO Man page
gmWA Man page
plot.gm Man page
plot.gmci Man page
plotM Man page
print.gm Man page
print.gmci Man page
rNijTRiT_ModRej Man page
rNijTRiT_Unif Man page
summary.gm Man page
tm_abs Man page
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