msm (1.1.2)

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

http://cran.r-project.org/web/packages/msm

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

Maintainer: Christopher Jackson
Author(s): Christopher Jackson <chris.jackson@mrc-bsu.cam.ac.uk>

License: GPL (>= 2)

Uses: mvtnorm, survival, diagram, mstate
Reverse depends: BaSTA, Biograph, bscr, BVS, CatDyn, ctarma, eiPack, geiger, glmdm, GLMMarp, lordif, ltm, phytools, RM2, RMark, rriskDistributions, surveillance, trioGxE
Reverse suggests: oro.pet, surveillance

Released 10 months ago.