msm: Multi-state Markov and hidden Markov models in continuous time

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

Version: 1.2
Imports: survival, mvtnorm
Suggests: mstate, diagram
Published: 2013-05-15
Author: Christopher Jackson
Maintainer: Christopher Jackson <chris.jackson at mrc-bsu.cam.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: msm citation info
In views: Survival
CRAN checks: msm results

Downloads:

Package source: msm_1.2.tar.gz
MacOS X binary: msm_1.2.tgz
Windows binary: msm_1.2.zip
Reference manual: msm.pdf
News/ChangeLog:NEWS ChangeLog
Old sources: msm archive

Reverse dependencies:

Reverse depends: BaSTA, Biograph, bscr, BVS, CatDyn, ctarma, eiPack, geiger, lordif, ltm, parfm, RM2, RMark, rriskDistributions, trioGxE
Reverse imports: gems, optBiomarker, phytools
Reverse suggests: oro.pet, surveillance