chjackson/msm: Multi-State Markov and Hidden Markov Models in Continuous Time
Version 1.6.7

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.

Getting started

Package details

AuthorChristopher Jackson <[email protected]>
MaintainerChristopher Jackson <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
chjackson/msm documentation built on Aug. 19, 2018, 8:21 p.m.