msm v1.6.7

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Multi-State Markov and Hidden Markov Models in Continuous Time

Functions for fitting continuous-time Markov and hidden Markov multi-state models to longitudinal data. Designed for processes observed at arbitrary times in continuous time (panel data) but some other observation schemes are supported. 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.

Functions in msm

Name Description
efpt.msm Expected first passage time
qcmodel.object Developer documentation: model for covariates on transition intensities
boot.msm Bootstrap resampling for multi-state models
msm.object Fitted msm model objects
psor Psoriatic arthritis data
msm2Surv Convert data for `msm' to data for `survival', `mstate' or `flexsurv' analysis
pexp Exponential distribution with piecewise-constant rate
ematrix.msm Misclassification probability matrix
plotprog.msm Kaplan Meier estimates of incidence
pearson.msm Pearson-type goodness-of-fit test
hazard.msm Calculate tables of hazard ratios for covariates on transition intensities
draic.msm Criteria for comparing two multi-state models with nested state spaces
hmmMV Multivariate hidden Markov models
hmodel.object Developer documentation: hidden Markov model structure object
emodel.object Developer documentation: misclassification model structure object
fev FEV1 measurements from lung transplant recipients
statetable.msm Table of transitions
logLik.msm Extract model log-likelihood
lrtest.msm Likelihood ratio test
simmulti.msm Simulate multiple trajectories from a multi-state Markov model with arbitrary observation times
plot.prevalence.msm Plot of observed and expected prevalences
tnorm Truncated Normal distribution
ecmodel.object Developer documentation: model for covariates on misclassification probabilities
sojourn.msm Mean sojourn times from a multi-state model
pmatrix.msm Transition probability matrix
odds.msm Calculate tables of odds ratios for covariates on misclassification probabilities
sim.msm Simulate one individual trajectory from a continuous-time Markov model
simfitted.msm Simulate from a Markov model fitted using msm
msm.form.qoutput Extract msm model parameter estimates in compact format
plot.survfit.msm Plot empirical and fitted survival curves
qmodel.object Developer documentation: transition model structure object
surface.msm Explore the likelihood surface
msm Multi-state Markov and hidden Markov models in continuous time
paramdata.object Developer documentation: internal msm parameters object
hmm-dists Hidden Markov model constructors
ppass.msm Passage probabilities
model.frame.msm Extract original data from msm objects.
pmatrix.piecewise.msm Transition probability matrix for processes with piecewise-constant intensities
msm.summary Summarise a fitted multi-state model
prevalence.msm Tables of observed and expected prevalences
pnext.msm Probability of each state being next
qratio.msm Estimated ratio of transition intensities
totlos.msm Total length of stay, or expected number of visits
medists Measurement error distributions
qmatrix.msm Transition intensity matrix
phasemeans.msm Parameters of phase-type models in mixture form
printold.msm Print a fitted msm model object
plot.msm Plots of multi-state models
qgeneric Generic function to find quantiles of a distribution
recreate.olddata Convert data stored in msm object to old format
print.msm Print a fitted msm model object
scoreresid.msm Score residuals
updatepars.msm updatepars.msm
transient.msm Transient and absorbing states
viterbi.msm Calculate the probabilities of underlying states and the most likely path through them
coef.msm Extract model coefficients
cmodel.object Developer documentation: censoring model object
crudeinits.msm Calculate crude initial values for transition intensities
deltamethod The delta method
2phase Coxian phase-type distribution with two phases
aneur Aortic aneurysm progression data
MatrixExp Matrix exponential
bos Bronchiolitis obliterans syndrome after lung transplants
cav Heart transplant monitoring data
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Vignettes of msm

Name
figures/fev_viterbi.pdf
figures/general.eps
figures/general.pdf
figures/hidden.pdf
figures/hidden.ps
figures/illdeath.eps
figures/illdeath.pdf
figures/multistate.eps
figures/multistate.pdf
figures/p2q1.eps
figures/p2q1.pdf
figures/p2q12.eps
figures/p2q12.pdf
figures/p3q12.eps
figures/p3q12.pdf
figures/p3q124.eps
figures/p3q124.pdf
figures/p3q1246.eps
figures/p3q1246.pdf
figures/p3q135.eps
figures/p3q135.pdf
figures/p3q14.eps
figures/p3q14.pdf
figures/p3q16.eps
figures/p3q16.pdf
figures/p4q13569.eps
figures/p4q13569.pdf
figures/p4q159.eps
figures/p4q159.pdf
figures/p5q1_4_6_8_11_12_16.eps
figures/p5q1_4_6_8_11_12_16.pdf
figures/p5q1_6_11_16.eps
figures/p5q1_6_11_16.pdf
figures/p5q1_6_7_11_12.eps
figures/p5q1_6_7_11_12.pdf
figures/sampling.pdf
figures/sampling.ps
Sweave-local.sty
msm-manual.Rnw
msm.bib
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Last month downloads

Details

Date 2019-03-15
License GPL (>= 2)
URL https://github.com/chjackson/msm
BugReports https://github.com/chjackson/msm/issues
LazyData yes
NeedsCompilation yes
Packaged 2019-03-18 17:15:16 UTC; chris
Repository CRAN
Date/Publication 2019-03-18 21:10:03 UTC

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