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

View on R-Forge

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...

Functions

absorbing.msm Man page
aneur Man page
boot.msm Man page
bos Man page
bos3 Man page
bos4 Man page
cav Man page
cmodel.object Man page
coef.msm Man page
contour.msm Man page
crudeinits.msm Man page
d2phase Man page
deltamethod Man page
dmenorm Man page
dmeunif Man page
dpexp Man page
draic.msm Man page
drlcv.msm Man page
dtnorm Man page
ecmodel.object Man page
efpt.msm Man page
ematrix.msm Man page
emodel.object Man page
envisits.msm Man page
fev Man page
h2phase Man page
hazard.msm Man page
hmmBeta Man page
hmmBinom Man page
hmmCat Man page
hmm-dists Man page
hmmExp Man page
hmmGamma Man page
hmmIdent Man page
hmmLNorm Man page
hmmMETNorm Man page
hmmMEUnif Man page
hmmNBinom Man page
hmmNorm Man page
hmmPois Man page
hmmT Man page
hmmTNorm Man page
hmmUnif Man page
hmmWeibull Man page
hmodel.object Man page
image.msm Man page
logLik.msm Man page
lrtest.msm Man page
MatrixExp Man page
medists Man page
model.frame.msm Man page
model.matrix.msm Man page
msm Man page
msm2Surv Man page
msm.form.eoutput Man page
msm.form.qoutput Man page
msm.object Man page
odds.msm Man page
p2phase Man page
paramdata.object Man page
pearson.msm Man page
persp.msm Man page
pexp Man page
phasemeans.msm Man page
plot.msm Man page
plot.prevalence.msm Man page
plotprog.msm Man page
plot.survfit.msm Man page
pmatrix.msm Man page
pmatrix.piecewise.msm Man page
pmenorm Man page
pmeunif Man page
pnext.msm Man page
ppass.msm Man page
ppexp Man page
prevalence.msm Man page
print.msm Man page
printnew.msm Man page
printold.msm Man page
print.summary.msm Man page
psor Man page
ptnorm Man page
q2phase Man page
qcmodel.object Man page
qgeneric Man page
qmatrix.msm Man page
qmenorm Man page
qmeunif Man page
qmodel.object Man page
qpexp Man page
qratio.msm Man page
qtnorm Man page
r2phase Man page
recreate.olddata Man page
rmenorm Man page
rmeunif Man page
rpexp Man page
rtnorm Man page
scoreresid.msm Man page
simfitted.msm Man page
sim.msm Man page
simmulti.msm Man page
sojourn.msm Man page
statetable.msm Man page
summary.msm Man page
surface.msm Man page
tnorm Man page
totlos.msm Man page
transient.msm Man page
viterbi.msm Man page

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.