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.

Documentation

Manual: msm.pdf
Vignette: User guide to msm with worked examples

Maintainer: Christopher Jackson <chris.jackson at mrc-bsu.cam.ac.uk>

Author(s): Christopher Jackson <chris.jackson at mrc-bsu.cam.ac.uk>

Install package and any missing dependencies by running this line in your R console:

install.packages("msm")


Package msm
Materials
URL
Task Views Distributions , Survival
Version 1.6.4
Published 2016-10-04
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks msm check results
Package source msm_1.6.4.tar.gz