Learn R Programming

⚠️There's a newer version (1.8.1) of this package.Take me there.

msm (version 0.5.1)

Multi-state Markov and hidden Markov models in continuous time

Description

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.

Copy Link

Version

Install

install.packages('msm')

Monthly Downloads

15,206

Version

0.5.1

License

GPL version 2 or newer

Maintainer

Christopher H Jackson

Last Published

October 4th, 2024

Functions in msm (0.5.1)

aneur

Aortic aneurysm progression data
pmatrix.msm

Transition probability matrix
fev

FEV1 measurements from lung transplant recipients
viterbi.msm

Calculate the most likely path through underlying stages
bos

Bronchiolitis obliterans syndrome after lung transplants
statetable.msm

Table of transitions
heart

Heart transplant monitoring data
hazard.msm

Calculate tables of hazard ratios for covariates on transition intensities
odds.msm

Calculate tables of odds ratios for covariates on misclassification probabilities
psor

Psoriatic arthritis data
transient.msm

Transient and absorbing states
MatrixExp

Matrix exponential
crudeinits.msm

Calculate crude initial values for transition intensities
msm.summary

Summarise a fitted multi-state model
hmm-dists

Hidden Markov model constructors
ematrix.msm

Misclassification probability matrix
tnorm

Truncated Normal distribution
prevalence.msm

Tables of observed and expected prevalences
pexp

Exponential distribution with piecewise-constant rate
coef.msm

Extract model coefficients
logLik.msm

Extract model log-likelihood
sojourn.msm

Mean sojourn times from a multi-state model
pmatrix.piecewise.msm

Transition probability matrix for processes with piecewise-constant intensities
qratio.msm

Estimated ratio of transition intensities
simmulti.msm

Simulate multiple trajectories from a multi-state Markov model with arbitrary observation times
deltamethod

The delta method
totlos.msm

Total length of stay
msm

Multi-state Markov and hidden Markov models in continuous time
medists

Measurement error distributions
sim.msm

Simulate one individual trajectory from a continuous-time Markov model
qmatrix.msm

Transition intensity matrix
plot.msm

Plots of multi-state models