ctmcd

Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data

Installation

About

Functions for estimating Markov generator matrices from discrete-time observations. The implemented approaches comprise diagonal adjustment, weighted adjustment and quasi-optimization of matrix logarithm based candidate solutions, an expectation-maximization algorithm as well as a Gibbs sampler.

Key Metrics

Version	1.4.2
Published	2022-05-26 694 days ago
Needs compilation?	yes
License	GPL-3
CRAN checks	ctmcd results

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Maintainer

Marius Pfeuffer

marius.pfeuffer@fau.de

Authors

Marius Pfeuffer	aut / cre
Greig Smith	ctb
Goncalo dos Reis	ctb
Linda Moestel	ctb
Matthias Fischer	ctb

Material

Reference manual
Package source

Vignettes

A ctmcd Guide
ctmcd: An R Package for Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-devel	x86_64
r-release	x86_64
r-oldrel	x86_64

Old Sources

ctmcd archive

Imports

Rcpp	≥ 0.12.17
coda
expm
numDeriv

Suggests

knitr
rmarkdown
R.rsp

LinkingTo

Rcpp
RcppArmadillo

Reverse Suggests

markovchain