msm: Multi-State Markov and Hidden Markov Models in Continuous Time

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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.

Author
Christopher Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
Date of publication
2016-10-04 14:33:52
Maintainer
Christopher Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
License
GPL (>= 2)
Version
1.6.4

View on CRAN

Man pages

2phase
Coxian phase-type distribution with two phases
aneur
Aortic aneurysm progression data
boot.msm
Bootstrap resampling for multi-state models
bos
Bronchiolitis obliterans syndrome after lung transplants
cav
Heart transplant monitoring data
cmodel.object
Developer documentation: censoring model object
coef.msm
Extract model coefficients
crudeinits.msm
Calculate crude initial values for transition intensities
deltamethod
The delta method
draic.msm
Criteria for comparing two multi-state models with nested...
ecmodel.object
Developer documentation: model for covariates on...
efpt.msm
Expected first passage time
ematrix.msm
Misclassification probability matrix
emodel.object
Developer documentation: misclassification model structure...
fev
FEV1 measurements from lung transplant recipients
hazard.msm
Calculate tables of hazard ratios for covariates on...
hmm-dists
Hidden Markov model constructors
hmmMV
Multivariate hidden Markov models
hmodel.object
Developer documentation: hidden Markov model structure object
logLik.msm
Extract model log-likelihood
lrtest.msm
Likelihood ratio test
MatrixExp
Matrix exponential
medists
Measurement error distributions
model.frame.msm
Extract original data from 'msm' objects.
msm
Multi-state Markov and hidden Markov models in continuous...
msm2Surv
Convert data for 'msm' to data for 'survival', 'mstate' or...
msm.form.qoutput
Extract msm model parameter estimates in compact format
msm.object
Fitted msm model objects
odds.msm
Calculate tables of odds ratios for covariates on...
paramdata.object
Developer documentation: internal msm parameters object
pearson.msm
Pearson-type goodness-of-fit test
pexp
Exponential distribution with piecewise-constant rate
phasemeans.msm
Parameters of phase-type models in mixture form
plot.msm
Plots of multi-state models
plot.prevalence.msm
Plot of observed and expected prevalences
plotprog.msm
Kaplan Meier estimates of incidence
plot.survfit.msm
Plot empirical and fitted survival curves
pmatrix.msm
Transition probability matrix
pmatrix.piecewise.msm
Transition probability matrix for processes with...
pnext.msm
Probability of each state being next
ppass.msm
Passage probabilities
prevalence.msm
Tables of observed and expected prevalences
print.msm
Print a fitted msm model object
printold.msm
Print a fitted msm model object
psor
Psoriatic arthritis data
qcmodel.object
Developer documentation: model for covariates on transition...
qgeneric
Generic function to find quantiles of a distribution
qmatrix.msm
Transition intensity matrix
qmodel.object
Developer documentation: transition model structure object
qratio.msm
Estimated ratio of transition intensities
recreate.olddata
Convert data stored in msm object to old format
scoreresid.msm
Score residuals
simfitted.msm
Simulate from a Markov model fitted using msm
sim.msm
Simulate one individual trajectory from a continuous-time...
simmulti.msm
Simulate multiple trajectories from a multi-state Markov...
sojourn.msm
Mean sojourn times from a multi-state model
statetable.msm
Table of transitions
summary.msm
Summarise a fitted multi-state model
surface.msm
Explore the likelihood surface
tnorm
Truncated Normal distribution
totlos.msm
Total length of stay, or expected number of visits
transient.msm
Transient and absorbing states
viterbi.msm
Calculate the probabilities of underlying states and the most...

Files in this package

msm
msm/inst
msm/inst/CITATION
msm/inst/NEWS
msm/inst/doc
msm/inst/doc/msm-manual.R
msm/inst/doc/msm-manual.pdf
msm/tests
msm/tests/test_base.R
msm/tests/testthat
msm/tests/testthat/test_analyticp.r
msm/tests/testthat/test_models_hmmmulti.r
msm/tests/testthat/test_utils.r
msm/tests/testthat/test_models_misc.r
msm/tests/testthat/test_models.r
msm/tests/testthat/test_datasumm.r
msm/tests/testthat/test_models_hmm.r
msm/tests/testthat/helper.r
msm/tests/testthat/test_deriv.r
msm/src
msm/src/hmm.c
msm/src/Makevars
msm/src/lik.c
msm/src/hmmderiv.c
msm/src/analyticp.c
msm/src/pijt.c
msm/src/msm.h
msm/src/hmm.h
msm/NAMESPACE
msm/data
msm/data/bos4.rda
msm/data/bos3.rda
msm/data/msmdata.rda
msm/R
msm/R/utils.R
msm/R/hmm.R
msm/R/mstate.R
msm/R/boot.R
msm/R/msm.R
msm/R/phase.R
msm/R/optim.R
msm/R/olddata.R
msm/R/outputs.R
msm/R/draic.R
msm/R/simul.R
msm/R/hmm-dists.R
msm/R/constants.R
msm/R/pearson.R
msm/vignettes
msm/vignettes/figures
msm/vignettes/figures/p3q16.eps
msm/vignettes/figures/p5q1_6_7_11_12.eps
msm/vignettes/figures/p3q124.eps
msm/vignettes/figures/p5q1_6_11_16.eps
msm/vignettes/figures/general.pdf
msm/vignettes/figures/p3q135.eps
msm/vignettes/figures/p3q16.pdf
msm/vignettes/figures/illdeath.pdf
msm/vignettes/figures/p5q1_4_6_8_11_12_16.pdf
msm/vignettes/figures/p3q12.eps
msm/vignettes/figures/hidden.ps
msm/vignettes/figures/general.eps
msm/vignettes/figures/illdeath.eps
msm/vignettes/figures/p4q13569.pdf
msm/vignettes/figures/p5q1_4_6_8_11_12_16.eps
msm/vignettes/figures/multistate.eps
msm/vignettes/figures/p2q1.eps
msm/vignettes/figures/p3q14.pdf
msm/vignettes/figures/p3q12.pdf
msm/vignettes/figures/p2q1.pdf
msm/vignettes/figures/p3q1246.eps
msm/vignettes/figures/dags
msm/vignettes/figures/dags/p3q1246.odg
msm/vignettes/figures/dags/p3q16.odg
msm/vignettes/figures/dags/p2q1.ps
msm/vignettes/figures/dags/p5q1_6_11_16.ps
msm/vignettes/figures/dags/p3q16.pdf
msm/vignettes/figures/dags/p3q124.ps
msm/vignettes/figures/dags/p2q12.odg
msm/vignettes/figures/dags/p5q1_4_6_8_11_12_16.pdf
msm/vignettes/figures/dags/p4q159.ps
msm/vignettes/figures/dags/p3q124.odg
msm/vignettes/figures/dags/p3q14.ps
msm/vignettes/figures/dags/p3q14.odg
msm/vignettes/figures/dags/p2q1.odg
msm/vignettes/figures/dags/p4q159.odg
msm/vignettes/figures/dags/p3q12.ps
msm/vignettes/figures/dags/p5q1_4_6_8_11_12_16.odg
msm/vignettes/figures/dags/p2q12.ps
msm/vignettes/figures/dags/p5q1_6_7_11_12.odg
msm/vignettes/figures/dags/p3q1246.ps
msm/vignettes/figures/dags/p4q13569.pdf
msm/vignettes/figures/dags/p3q14.pdf
msm/vignettes/figures/dags/p3q12.pdf
msm/vignettes/figures/dags/p2q1.pdf
msm/vignettes/figures/dags/p5q1_6_7_11_12.ps
msm/vignettes/figures/dags/p3q135.ps
msm/vignettes/figures/dags/p2q12.pdf
msm/vignettes/figures/dags/p5q1_6_11_16.pdf
msm/vignettes/figures/dags/p3q135.odg
msm/vignettes/figures/dags/p3q124.pdf
msm/vignettes/figures/dags/p3q135.pdf
msm/vignettes/figures/dags/p5q1_6_11_16.odg
msm/vignettes/figures/dags/p5q1_6_7_11_12.pdf
msm/vignettes/figures/dags/p5q1_4_6_8_11_12_16.ps
msm/vignettes/figures/dags/p4q13569.odg
msm/vignettes/figures/dags/p3q16.ps
msm/vignettes/figures/dags/p4q159.pdf
msm/vignettes/figures/dags/p4q13569.ps
msm/vignettes/figures/dags/p3q1246.pdf
msm/vignettes/figures/dags/p3q12.odg
msm/vignettes/figures/p2q12.pdf
msm/vignettes/figures/sampling.ps
msm/vignettes/figures/p3q14.eps
msm/vignettes/figures/p5q1_6_11_16.pdf
msm/vignettes/figures/p3q124.pdf
msm/vignettes/figures/hidden.pdf
msm/vignettes/figures/p4q159.eps
msm/vignettes/figures/p3q135.pdf
msm/vignettes/figures/sampling.pdf
msm/vignettes/figures/p5q1_6_7_11_12.pdf
msm/vignettes/figures/p4q13569.eps
msm/vignettes/figures/p4q159.pdf
msm/vignettes/figures/p2q12.eps
msm/vignettes/figures/multistate.pdf
msm/vignettes/figures/p3q1246.pdf
msm/vignettes/figures/fev_viterbi.pdf
msm/vignettes/msm-manual.Rnw
msm/vignettes/Sweave-local.sty
msm/vignettes/msm.bib
msm/MD5
msm/build
msm/build/vignette.rds
msm/DESCRIPTION
msm/ChangeLog
msm/man
msm/man/sojourn.msm.Rd
msm/man/statetable.msm.Rd
msm/man/lrtest.msm.Rd
msm/man/pmatrix.msm.Rd
msm/man/MatrixExp.Rd
msm/man/plot.msm.Rd
msm/man/plotprog.msm.Rd
msm/man/hmm-dists.Rd
msm/man/msm2Surv.Rd
msm/man/scoreresid.msm.Rd
msm/man/print.msm.Rd
msm/man/cav.Rd
msm/man/plot.survfit.msm.Rd
msm/man/coef.msm.Rd
msm/man/draic.msm.Rd
msm/man/cmodel.object.Rd
msm/man/emodel.object.Rd
msm/man/fev.Rd
msm/man/qratio.msm.Rd
msm/man/printold.msm.Rd
msm/man/logLik.msm.Rd
msm/man/psor.Rd
msm/man/ecmodel.object.Rd
msm/man/model.frame.msm.Rd
msm/man/simfitted.msm.Rd
msm/man/paramdata.object.Rd
msm/man/qmodel.object.Rd
msm/man/summary.msm.Rd
msm/man/phasemeans.msm.Rd
msm/man/ppass.msm.Rd
msm/man/pnext.msm.Rd
msm/man/msm.object.Rd
msm/man/qmatrix.msm.Rd
msm/man/2phase.Rd
msm/man/deltamethod.Rd
msm/man/prevalence.msm.Rd
msm/man/simmulti.msm.Rd
msm/man/msm.Rd
msm/man/plot.prevalence.msm.Rd
msm/man/surface.msm.Rd
msm/man/pexp.Rd
msm/man/hmmMV.Rd
msm/man/boot.msm.Rd
msm/man/aneur.Rd
msm/man/ematrix.msm.Rd
msm/man/qcmodel.object.Rd
msm/man/hazard.msm.Rd
msm/man/efpt.msm.Rd
msm/man/totlos.msm.Rd
msm/man/pearson.msm.Rd
msm/man/medists.Rd
msm/man/pmatrix.piecewise.msm.Rd
msm/man/crudeinits.msm.Rd
msm/man/hmodel.object.Rd
msm/man/transient.msm.Rd
msm/man/odds.msm.Rd
msm/man/sim.msm.Rd
msm/man/bos.Rd
msm/man/msm.form.qoutput.Rd
msm/man/viterbi.msm.Rd
msm/man/tnorm.Rd
msm/man/recreate.olddata.Rd
msm/man/qgeneric.Rd