ctmcd: Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data

Functions for estimating Markov generator matrices from discrete-time observations. The implemented approaches comprise diagonal adjustment, weighted adjustment and quasi-optimization of matrix logarithm based candidate solutions, an expectation-maximization algorithm as well as a Gibbs sampler.

Version:	1.4.2
Imports:	Rcpp (≥ 0.12.17), coda, expm, numDeriv
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	knitr, rmarkdown, R.rsp
Published:	2022-05-26
Author:	Marius Pfeuffer [aut,cre], Greig Smith [ctb], Goncalo dos Reis [ctb], Linda Moestel [ctb], Matthias Fischer [ctb]
Maintainer:	Marius Pfeuffer <marius.pfeuffer at fau.de>
License:	GPL-3
NeedsCompilation:	yes
CRAN checks:	ctmcd results

Documentation:

Reference manual:	ctmcd.pdf
Vignettes:	A ctmcd Guide ctmcd: An R Package for Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data

Downloads:

Package source:	ctmcd_1.4.2.tar.gz
Windows binaries:	r-devel: ctmcd_1.4.2.zip, r-release: ctmcd_1.4.2.zip, r-oldrel: ctmcd_1.4.2.zip
macOS binaries:	r-release (arm64): ctmcd_1.4.2.tgz, r-oldrel (arm64): ctmcd_1.4.2.tgz, r-release (x86_64): ctmcd_1.4.2.tgz, r-oldrel (x86_64): ctmcd_1.4.2.tgz
Old sources:	ctmcd archive

Reverse dependencies:

Reverse suggests:

markovchain

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ctmcd to link to this page.