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msm (version 1.6.8)

Multi-State Markov and Hidden Markov Models in Continuous Time

Description

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.

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install.packages('msm')

Monthly Downloads

14,662

Version

1.6.8

License

GPL (>= 2)

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Maintainer

Christopher Jackson

Last Published

December 16th, 2019

Functions in msm (1.6.8)

boot.msm

Bootstrap resampling for multi-state models
emodel.object

Developer documentation: misclassification model structure object
draic.msm

Criteria for comparing two multi-state models with nested state spaces
hmmMV

Multivariate hidden Markov models
ematrix.msm

Misclassification probability matrix
ecmodel.object

Developer documentation: model for covariates on misclassification probabilities
hmodel.object

Developer documentation: hidden Markov model structure object
efpt.msm

Expected first passage time
fev

FEV1 measurements from lung transplant recipients
hazard.msm

Calculate tables of hazard ratios for covariates on transition intensities
hmm-dists

Hidden Markov model constructors
odds.msm

Calculate tables of odds ratios for covariates on misclassification probabilities
paramdata.object

Developer documentation: internal msm parameters object
msm2Surv

Convert data for `msm' to data for `survival', `mstate' or `flexsurv' analysis
msm.object

Fitted msm model objects
msm.form.qoutput

Extract msm model parameter estimates in compact format
msm

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

Likelihood ratio test
logLik.msm

Extract model log-likelihood
medists

Measurement error distributions
model.frame.msm

Extract original data from msm objects.
plotprog.msm

Kaplan Meier estimates of incidence
pexp

Exponential distribution with piecewise-constant rate
pearson.msm

Pearson-type goodness-of-fit test
pmatrix.msm

Transition probability matrix
phasemeans.msm

Parameters of phase-type models in mixture form
plot.msm

Plots of multi-state models
qmodel.object

Developer documentation: transition model structure object
qratio.msm

Estimated ratio of transition intensities
print.msm

Print a fitted msm model object
printold.msm

Print a fitted msm model object
qcmodel.object

Developer documentation: model for covariates on transition intensities
plot.survfit.msm

Plot empirical and fitted survival curves
psor

Psoriatic arthritis data
plot.prevalence.msm

Plot of observed and expected prevalences
pmatrix.piecewise.msm

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

Probability of each state being next
qmatrix.msm

Transition intensity matrix
qgeneric

Generic function to find quantiles of a distribution
simmulti.msm

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

Explore the likelihood surface
tnorm

Truncated Normal distribution
sojourn.msm

Mean sojourn times from a multi-state model
recreate.olddata

Convert data stored in msm object to old format
ppass.msm

Passage probabilities
scoreresid.msm

Score residuals
prevalence.msm

Tables of observed and expected prevalences
simfitted.msm

Simulate from a Markov model fitted using msm
updatepars.msm

updatepars.msm
sim.msm

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

Calculate the probabilities of underlying states and the most likely path through them
statetable.msm

Table of transitions
totlos.msm

Total length of stay, or expected number of visits
msm.summary

Summarise a fitted multi-state model
transient.msm

Transient and absorbing states
crudeinits.msm

Calculate crude initial values for transition intensities
2phase

Coxian phase-type distribution with two phases
bos

Bronchiolitis obliterans syndrome after lung transplants
aneur

Aortic aneurysm progression data
MatrixExp

Matrix exponential
deltamethod

The delta method
cav

Heart transplant monitoring data
cmodel.object

Developer documentation: censoring model object
coef.msm

Extract model coefficients