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msm (version 0.7.6)

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.

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Version

Install

install.packages('msm')

Monthly Downloads

19,748

Version

0.7.6

License

GPL-2

Maintainer

Christopher Jackson

Last Published

October 4th, 2024

Functions in msm (0.7.6)

plot.prevalence.msm

Plot of observed and expected prevalences
transient.msm

Transient and absorbing states
ematrix.msm

Misclassification probability matrix
sojourn.msm

Mean sojourn times from a multi-state model
boot.msm

Bootstrap resampling for multi-state models
totlos.msm

Total length of stay
bos

Bronchiolitis obliterans syndrome after lung transplants
tnorm

Truncated Normal distribution
plot.msm

Plots of multi-state models
sim.msm

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

Simulate multiple trajectories from a multi-state Markov model with arbitrary observation times
qmatrix.msm

Transition intensity matrix
MatrixExp

Matrix exponential
crudeinits.msm

Calculate crude initial values for transition intensities
fev

FEV1 measurements from lung transplant recipients
pexp

Exponential distribution with piecewise-constant rate
logLik.msm

Extract model log-likelihood
hazard.msm

Calculate tables of hazard ratios for covariates on transition intensities
aneur

Aortic aneurysm progression data
pmatrix.piecewise.msm

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

Transition probability matrix
heart

Heart transplant monitoring data
msm

Multi-state Markov and hidden Markov models in continuous time
prevalence.msm

Tables of observed and expected prevalences
viterbi.msm

Calculate the most likely path through underlying states
medists

Measurement error distributions
msm.summary

Summarise a fitted multi-state model
psor

Psoriatic arthritis data
qratio.msm

Estimated ratio of transition intensities
statetable.msm

Table of transitions
deltamethod

The delta method
hmm-dists

Hidden Markov model constructors
coef.msm

Extract model coefficients
odds.msm

Calculate tables of odds ratios for covariates on misclassification probabilities
surface.msm

Explore the likelihood surface