msm v1.6.8

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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
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
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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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Details

Date 2019-12-16
License GPL (>= 2)
URL https://github.com/chjackson/msm
BugReports https://github.com/chjackson/msm/issues
LazyData yes
NeedsCompilation yes
Packaged 2019-12-16 10:40:33 UTC; chris
Repository CRAN
Date/Publication 2019-12-16 15:30:02 UTC

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