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. Both Markov transition rates and the hidden Markov output process can be modelled in terms of covariates. A variety of observation schemes are supported, including processes observed at arbitrary times, completely-observed processes, and censored states.

Version: 0.9.4
Imports: survival, mvtnorm
Published: 2009-11-13
Author: Christopher Jackson
Maintainer: Christopher Jackson <chris.jackson at mrc-bsu.cam.ac.uk>
License: GPL (≥ 2)
In views: Survival
CRAN checks: msm results

Downloads:

Package source: msm_0.9.4.tar.gz
MacOS X binary: msm_0.9.4.tgz
Windows binary: msm_0.9.4.zip
Reference manual: msm.pdf
News/ChangeLog:NEWS ChangeLog
Old sources: msm archive

Reverse dependencies:

Reverse depends: GLMMarp, RM2, eiPack, geiger, glmdm, lordif, ltm, surveillance
Reverse imports: optBiomarker