msm

swMATH8096CRANmsmMaRDI QIDQ20110

Multi-State Markov and Hidden Markov Models in Continuous Time

Christopher Jackson

Last update: 23 November 2023

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

Software version identifier: 1.7, 0.1, 0.2.1, 0.2.2, 0.2, 0.3.1, 0.3.2, 0.3.3, 0.3, 0.4.1, 0.4, 0.5.1, 0.5.2, 0.5, 0.6.1, 0.6.2, 0.6.3, 0.6.4, 0.6, 0.7.1, 0.7.2, 0.7.3, 0.7.4, 0.7.5, 0.7.6, 0.7, 0.8.1, 0.8.2, 0.8, 0.9.1, 0.9.2, 0.9.3, 0.9.4, 0.9.5, 0.9.6, 0.9.7, 0.9, 1.0.1, 1.0, 1.1.1, 1.1.2, 1.1.3, 1.1.4, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6.1, 1.6.4, 1.6.5, 1.6.6, 1.6.7, 1.6.8, 1.6.9, 1.6, 1.7.1

Source code repository: https://github.com/cran/msm

Description

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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