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.

Package details

AuthorChristopher Jackson [aut, cre]
MaintainerChristopher Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
LicenseGPL (>= 2)
Version1.7.1
URL https://github.com/chjackson/msm https://chjackson.github.io/msm/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("msm")

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msm documentation built on Nov. 24, 2023, 1:06 a.m.