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. 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.