nhm

Non-Homogeneous Markov and Hidden Markov Multistate Models

Last update: 2 November 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.0, 0.1.1

Description

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.

Cites work

Flexible Nonhomogeneous Markov Models for Panel Observed Data

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