msm (Q20110)

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Multi-State Markov and Hidden Markov Models in Continuous Time
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msm
Multi-State Markov and Hidden Markov Models in Continuous Time

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    1.7
    28 November 2022
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    0.1
    8 November 2002
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    0.2.1
    3 June 2003
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    0.2.2
    1 July 2003
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    0.2
    6 January 2003
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    0.3.1
    15 October 2003
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    0.3.2
    26 March 2004
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    0.3.3
    25 September 2004
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    0.3
    1 October 2003
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    0.4.1
    31 January 2005
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    0.4
    9 January 2005
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    0.5.1
    25 May 2005
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    0.5.2
    12 October 2005
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    0.5
    7 March 2005
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    0.6.1
    27 March 2006
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    0.6.2
    23 June 2006
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    0.6.3
    29 June 2006
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    0.6.4
    13 October 2006
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    0.6
    28 November 2005
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    0.7.1
    19 April 2007
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    0.7.2
    31 May 2007
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    0.7.3
    25 August 2007
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    0.7.4
    2 October 2007
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    0.7.5
    20 November 2007
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    0.7.6
    12 December 2007
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    0.7
    23 November 2006
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    0.8.1
    28 July 2008
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    0.8.2
    14 April 2009
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    0.8
    28 March 2008
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    0.9.1
    14 June 2009
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    0.9.2
    18 July 2009
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    0.9.3
    26 August 2009
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    0.9.4
    13 November 2009
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    0.9.5
    26 November 2009
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    0.9.6
    11 February 2010
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    0.9.7
    18 May 2010
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    0.9
    10 June 2009
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    1.0.1
    26 May 2011
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    1.0
    25 November 2010
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    1.1.1
    11 May 2012
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    1.1.2
    1 August 2012
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    1.1.3
    28 September 2012
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    1.1.4
    10 December 2012
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    1.1
    10 September 2011
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    1.2
    15 May 2013
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    1.3
    16 January 2014
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    1.4
    8 July 2014
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    1.5
    6 January 2015
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    1.6.1
    9 March 2016
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    1.6.4
    4 October 2016
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    1.6.5
    5 December 2017
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    1.6.6
    2 February 2018
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    1.6.7
    18 March 2019
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    1.6.8
    16 December 2019
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    1.6.9
    27 September 2021
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    1.6
    18 November 2015
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    1.7.1
    23 November 2023
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    23 November 2023
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    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.
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