Package: ctmcd
Type: Package
Title: Estimating the Parameters of a Continuous-Time Markov Chain from
        Discrete-Time Data
Version: 1.4.4
Date: 2024-02-07
Authors@R: c(person("Marius", "Pfeuffer", email = "marius.pfeuffer@fau.de", role = c("aut", "cre")),
    person("Greig", "Smith", role = "ctb"),
    person("Goncalo", "dos Reis", role = "ctb"),
    person("Linda", "Moestel", role = "ctb"),
    person("Matthias", "Fischer", role = "ctb"))
Description: 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.
License: GPL-3
Imports: Rcpp (>= 1.0.12), coda, expm, numDeriv
Suggests: knitr, rmarkdown, R.rsp
LinkingTo: Rcpp, RcppArmadillo
VignetteBuilder: knitr, R.rsp
NeedsCompilation: yes
Packaged: 2026-06-23 20:19:17 UTC; root
Author: Marius Pfeuffer [aut, cre], Greig Smith [ctb], Goncalo dos Reis
        [ctb], Linda Moestel [ctb], Matthias Fischer [ctb]
Maintainer: Marius Pfeuffer <marius.pfeuffer@fau.de>
Repository: https://cran.r-universe.dev
Date/Publication: 2024-02-10 02:28:55 UTC
RemoteUrl: https://github.com/cran/ctmcd
RemoteRef: HEAD
RemoteSha: 70686c4f30e48e8282c19e6e3042dd44b8a5cd45