msm (1.4)

1 user

Multi-state Markov and hidden Markov models in continuous time.

Functions for fitting general continuous-time Markov and hidden Markov multi-state models to longitudinal data. A variety of observation schemes are supported, including processes observed at arbitrary times (panel data), continuously-observed processes, and censored states. 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.

Maintainer: Christopher Jackson
Author(s): Christopher Jackson <>

License: GPL (>= 2)

Uses: expm, mvtnorm, survival, numDeriv, mstate, testthat, minqa, doParallel
Reverse depends: BaSTA, Biograph, bscr, BVS, CatDyn, ctarma, eiPack, geiger, glmdm, GLMMarp, lordif, ltm, NHMM, phytools, RM2, RMark, rriskDistributions, surveillance, trioGxE
Reverse suggests: flexsurv, geiger,, surveillance

Released 5 months ago.

18 previous versions



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