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.