rich-d-wilkinson/transprob: A recreation of transprob in Matlab

Estimates the transition matrix of a continuous time Markov chain, when there are multiple different instances of the MC in the data set. The prototypical example is the financial rating (A, AA, AAA,B etc) of a number of companies, with ratings changing at inspection times.

Getting started

Package details

AuthorRichard Wilkinson
MaintainerRichard Wilkinson <>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
rich-d-wilkinson/transprob documentation built on May 27, 2019, 7:41 a.m.