Package: ctmcd 1.4.4
Marius Pfeuffer
ctmcd: Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data
Estimation of Markov generator matrices from discrete-time observations. The implemented approaches comprise diagonal and weighted adjustment of matrix logarithm based candidate solutions as in Israel (2001) <doi:10.1111/1467-9965.00114> as well as a quasi-optimization approach. Moreover, the expectation-maximization algorithm and the Gibbs sampling approach of Bladt and Sorensen (2005) <doi:10.1111/j.1467-9868.2005.00508.x> are included.
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ctmcd_1.4.4.tar.gz
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ctmcd/json (API)
# Install 'ctmcd' in R: |
install.packages('ctmcd', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
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This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 10 months agofrom:70686c4f30. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
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Doc / Vignettes | OK | Dec 06 2024 |
R-4.5-linux-x86_64 | OK | Dec 06 2024 |
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A ctmcd Guide
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ctmcd: An R Package for Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data
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