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.

AuthorChristopher Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
Date of publication2016-10-10 09:22:28
MaintainerChristopher Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
LicenseGPL (>= 2)
Version1.6.4

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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

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

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