msm: Multi-State Markov and Hidden Markov Models in Continuous Time
Version 1.6.4

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
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("msm", repos="http://R-Forge.R-project.org")

Popular man pages

cav: Heart transplant monitoring data
crudeinits.msm: Calculate crude initial values for transition intensities
MatrixExp: Matrix exponential
msm: Multi-state Markov and hidden Markov models in continuous...
msm2Surv: Convert data for 'msm' to data for 'survival', 'mstate' or...
prevalence.msm: Tables of observed and expected prevalences
sojourn.msm: Mean sojourn times from a multi-state model
See all...

All man pages Function index File listing

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

Ccall.msm Source code
MatrixExp Man page Source code
absorbing.msm Man page Source code
adjust.expected.cens Source code
agg.tables Source code
aneur Man page
boot.msm Man page Source code
bootdata.subject.msm Source code
bootdata.trans.msm Source code
bos Man page
bos3 Man page
bos4 Man page
cav Man page
cmodel.object Man page
coef.msm Man page Source code
collapse.covs Source code
contour.msm Man page Source code
crudeinits.msm Man page Source code
d2phase Man page Source code
deltamethod Man page Source code
deriv.msm Source code
deriv.supported Source code
deriv.test Source code
dgexpit Source code
dglogit Source code
dmenorm Man page Source code
dmeunif Man page Source code
dpexp Man page Source code
draic.msm Man page Source code
drlcv.msm Man page Source code
dtnorm Man page Source code
ecmodel.object Man page
efpt.ci.msm Source code
efpt.msm Man page Source code
efpt.normci.msm Source code
ematrix.ci.msm Source code
ematrix.msm Man page Source code
ematrix.normci.msm Source code
emodel.object Man page
empiricaldists Source code
envisits.msm Man page Source code
expand.data Source code
expand.interactions.msm Source code
expected.ci.msm Source code
expected.msm Source code
expected.normci.msm Source code
expsum Source code
expsum.formstr Source code
factorcov2numeric.msm Source code
fev Man page
format.ci Source code
get.covhist Source code
getobs.msm Source code
gexpit Source code
glogit Source code
h2phase Man page Source code
hazard.msm Man page Source code
hmm-dists Man page
hmmBeta Man page Source code
hmmBinom Man page Source code
hmmCat Man page Source code
hmmCheckInits Source code
hmmDIST Source code
hmmExp Man page Source code
hmmGamma Man page Source code
hmmIdent Man page Source code
hmmLNorm Man page Source code
hmmMETNorm Man page Source code
hmmMEUnif Man page Source code
hmmMV Source code
hmmNBinom Man page Source code
hmmNorm Man page Source code
hmmPois Man page Source code
hmmT Man page Source code
hmmTNorm Man page Source code
hmmUnif Man page Source code
hmmWeibull Man page Source code
hmodel.object Man page
image.msm Man page Source code
in.range Source code
info.supported Source code
information.msm Source code
initp.ci.msm Source code
intervaltrans.msm Source code
is.qmatrix Source code
lik.msm Source code
logLik.msm Man page Source code
lrtest.msm Man page Source code
lsum Source code
mattotrans Source code
medists Man page
model.frame.msm Man page Source code
model.matrix.msm Man page Source code
model.matrix.wrap Source code
msm Man page Source code
msm.add.hmmcovs Source code
msm.add.qcovs Source code
msm.aggregate.data Source code
msm.center.covs Source code
msm.check.constraint Source code
msm.check.covinits Source code
msm.check.covlist Source code
msm.check.ematrix Source code
msm.check.hcovariates Source code
msm.check.hmodel Source code
msm.check.model Source code
msm.check.qmatrix Source code
msm.check.state Source code
msm.check.times Source code
msm.dmninvlogit Source code
msm.econstr2hconstr Source code
msm.emodel2hmodel Source code
msm.fill.pci.covs Source code
msm.fixdiag.ematrix Source code
msm.fixdiag.qmatrix Source code
msm.form.cmodel Source code
msm.form.covmodel Source code
msm.form.covmodel.byrate Source code
msm.form.cri Source code
msm.form.dh Source code
msm.form.dmodel Source code
msm.form.dq Source code
msm.form.emodel Source code
msm.form.eoutput Man page Source code
msm.form.hcmodel Source code
msm.form.hconstraint Source code
msm.form.hcovconstraint Source code
msm.form.hmm.agg Source code
msm.form.hmodel Source code
msm.form.houtput Source code
msm.form.hranges Source code
msm.form.icmodel Source code
msm.form.initprobs Source code
msm.form.mf.agg Source code
msm.form.mm.cov Source code
msm.form.mm.cov.agg Source code
msm.form.mm.hcov Source code
msm.form.mm.icov Source code
msm.form.mm.mcov Source code
msm.form.mvhmodel Source code
msm.form.obstrue Source code
msm.form.obstype Source code
msm.form.output Source code
msm.form.params Source code
msm.form.qmodel Source code
msm.form.qoutput Man page Source code
msm.form.univhmodel Source code
msm.impute.censored Source code
msm.initprobs2mat Source code
msm.inv.transform Source code
msm.misccov2hcov Source code
msm.misccovinits2hcovinits Source code
msm.mninvlogit.transform Source code
msm.mnlogit.transform Source code
msm.object Man page
msm.obs.to.fromto Source code
msm.optim Source code
msm.optim.bobyqa Source code
msm.optim.fisher Source code
msm.optim.fixed Source code
msm.optim.nlm Source code
msm.optim.optim Source code
msm.parse.covariates Source code
msm.pci Source code
msm.phase2hmodel Source code
msm.phase2qmodel Source code
msm.rep.constraints Source code
msm.transform Source code
msm.unfixallparams Source code
msm2Surv Man page Source code
na.fail.msmdata Source code
na.find.msmdata Source code
na.omit.msmdata Source code
normboot.msm Source code
observed.msm Source code
odds.msm Man page Source code
onLoad Source code
p.se.msm Source code
p2phase Man page Source code
paramdata.object Man page
pearson.boot.msm Source code
pearson.msm Man page Source code
persp.msm Man page Source code
pexp Man page
phasemeans.ci.msm Source code
phasemeans.msm Man page Source code
phasemeans.normci.msm Source code
plot.msm Man page Source code
plot.prevalence.msm Man page Source code
plot.survfit.msm Man page Source code
plotprog.msm Man page Source code
pmatrix.ci.msm Source code
pmatrix.msm Man page Source code
pmatrix.normci.msm Source code
pmatrix.piecewise.ci.msm Source code
pmatrix.piecewise.msm Man page Source code
pmatrix.piecewise.normci.msm Source code
pmenorm Man page Source code
pmeunif Man page Source code
pnext.ci.msm Source code
pnext.msm Man page Source code
pnext.normci.msm Source code
ppass.ci.msm Source code
ppass.msm Man page Source code
ppass.normci.msm Source code
ppexp Man page Source code
prevalence.msm Man page Source code
print.ci Source code
print.hmmMVdist Source code
print.hmmcat Source code
print.hmmdist Source code
print.hmodel Source code
print.msm Man page Source code
print.msm.est Source code
print.msm.est.cols Source code
print.pearson.msm Source code
print.summary.msm Man page Source code
printnew.msm Man page
printold.msm Man page Source code
psor Man page
ptnorm Man page Source code
q2phase Man page Source code
qcmodel.object Man page
qcut Source code
qgeneric Man page Source code
qmatrix.ci.msm Source code
qmatrix.diagse.msm Source code
qmatrix.msm Man page Source code
qmatrix.normci.msm Source code
qmenorm Man page Source code
qmeunif Man page Source code
qmodel.object Man page
qpexp Man page Source code
qratio.ci.msm Source code
qratio.msm Man page Source code
qratio.normci.msm Source code
qratio.se.msm Source code
qtnorm Man page Source code
r2phase Man page Source code
reconstruct.data Source code
recreate.olddata Man page Source code
reformat.pearson.msm Source code
resample Source code
rmenorm Man page Source code
rmeunif Man page Source code
rpexp Man page Source code
rtnorm Man page Source code
sampletimes Source code
scoreresid.msm Man page Source code
sim.msm Man page Source code
simfitted.msm Man page Source code
simhidden.msm Source code
simmisc.msm Source code
simmulti.msm Man page Source code
sojourn.msm Man page Source code
statetable.msm Man page Source code
summary.msm Man page Source code
surface.msm Man page Source code
tnorm Man page
totlos.ci.msm Source code
totlos.msm Man page Source code
totlos.normci.msm Source code
transient.msm Man page Source code
viterbi.msm Man page Source code

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
msm documentation built on May 21, 2017, 4:13 a.m.

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