nhm (Q143115)

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Non-Homogeneous Markov and Hidden Markov Multistate Models
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nhm
Non-Homogeneous Markov and Hidden Markov Multistate Models

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    0.1.0
    11 October 2019
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    0.1.1
    2 November 2023
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    2 November 2023
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    Fits non-homogeneous Markov multistate models and misclassification-type hidden Markov models in continuous time to intermittently observed data. Implements the methods in Titman (2011) <doi:10.1111/j.1541-0420.2010.01550.x>. Uses direct numerical solution of the Kolmogorov forward equations to calculate the transition probabilities.
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