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Package: msm 1.9

Christopher Jackson

msm: 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.

Authors:Christopher Jackson [aut, cre]

msm_1.9.tar.gz
msm_1.9.zip(r-4.7-x86_64)msm_1.9.zip(r-4.7-arm64)msm_1.9.zip(r-4.6-x86_64)msm_1.9.zip(r-4.6-arm64)
msm_1.9.tar.gz(r-4.7-arm64)msm_1.9.tar.gz(r-4.7-x86_64)msm_1.9.tar.gz(r-4.6-arm64)msm_1.9.tar.gz(r-4.6-x86_64)
msm_1.9.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
msm/json (API)

# Install 'msm' in R:

install.packages('msm', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/chjackson/msm/issues

Pkgdown/docs site:https://chjackson.github.io

Uses libs:

openblas– Optimized BLAS

Datasets:

aneur - Aortic aneurysm progression data
bos - Bronchiolitis obliterans syndrome after lung transplants
bos3 - Bronchiolitis obliterans syndrome after lung transplants
bos4 - Bronchiolitis obliterans syndrome after lung transplants
cav - Heart transplant monitoring data
fev - FEV1 measurements from lung transplant recipients
psor - Psoriatic arthritis data

On CRAN:

openblas

9.17 score 132 packages 1.7k scripts 22k downloads 69 mentions 85 exports 16 dependencies

Last updated from:6de3b09132. Checks:10 OK. Indexed: no.

Target	Result	Time
linux-devel-arm64	OK	196
linux-devel-x86_64	OK	185
source / vignettes	OK	248
linux-release-arm64	OK	165
linux-release-x86_64	OK	211
windows-devel-arm64	OK	269
windows-devel-x86_64	OK	224
windows-release-arm64	OK	294
windows-release-x86_64	OK	179
wasm-release	OK	110

Exports:absorbing.msm boot.msm coef.msm crudeinits.msm d2phase deltamethod dmenorm dmeunif dpexp draic.msm drlcv.msm dtnorm efpt.msm ematrix.msm envisits.msm h2phase hazard.msm hmmBeta hmmBetaBinom hmmBinom hmmCat hmmExp hmmGamma hmmIdent hmmLNorm hmmMETNorm hmmMEUnif hmmMV hmmNBinom hmmNorm hmmPois hmmT hmmTNorm hmmUnif hmmWeibull hmodel2list logLik.msm lrtest.msm MatrixExp msm msm.form.eoutput msm.form.qoutput msm2Surv odds.msm p2phase pearson.msm phasemeans.msm plot.prevalence.msm plot.survfit.msm plotprog.msm pmatrix.msm pmatrix.piecewise.msm pmenorm pmeunif pnext.msm ppass.msm ppexp prevalence.msm printnew.msm printold.msm ptnorm q2phase qgeneric qmatrix.msm qmenorm qmeunif qpexp qratio.msm qtnorm r2phase rmenorm rmeunif rpexp rtnorm scoreresid.msm sim.msm simfitted.msm simmulti.msm sojourn.msm statetable.msm surface.msm totlos.msm transient.msm updatepars.msm viterbi.msm

Dependencies:cli expm generics glue lattice lifecycle magrittr Matrix mvtnorm pillar pkgconfig rlang survival tibble utf8 vctrs

User guide to msm with worked examples

Rendered frommsm-manual.Rnwusingutils::Sweave

Last update: 2023-11-24
Started: 2016-10-04

Help page	Topics
Multi-State Markov and Hidden Markov Models in Continuous Time	msm-package
Aortic aneurysm progression data	aneur
Bootstrap resampling for multi-state models	boot.msm
Bronchiolitis obliterans syndrome after lung transplants	bos bos3 bos4
Heart transplant monitoring data	cav
Developer documentation: censoring model object	cmodel.object
Extract model coefficients	coef.msm
Calculate crude initial values for transition intensities	crudeinits.msm
The delta method	deltamethod
Criteria for comparing two multi-state models with nested state spaces	draic.msm drlcv.msm
Developer documentation: model for covariates on misclassification probabilities	ecmodel.object
Expected first passage time	efpt.msm
Misclassification probability matrix	ematrix.msm
Developer documentation: misclassification model structure object	emodel.object
FEV1 measurements from lung transplant recipients	fev
Calculate tables of hazard ratios for covariates on transition intensities	hazard.msm
Hidden Markov model constructors	hmm-dists hmmBeta hmmBetaBinom hmmBinom hmmCat hmmExp hmmGamma hmmIdent hmmLNorm hmmMETNorm hmmMEUnif hmmNBinom hmmNorm hmmPois hmmT hmmTNorm hmmUnif hmmWeibull
Multivariate hidden Markov models	hmmMV
Developer documentation: hidden Markov model structure object	hmodel.object
Convert a hmodel object to HMM constructor function calls	hmodel2list
Extract model log-likelihood	logLik.msm
Likelihood ratio test	lrtest.msm
Matrix exponential	MatrixExp
Measurement error distributions	dmenorm dmeunif medists pmenorm pmeunif qmenorm qmeunif rmenorm rmeunif
Extract original data from 'msm' objects.	model.frame.msm model.matrix.msm
Multi-state Markov and hidden Markov models in continuous time	msm
Extract msm model parameter estimates in compact format	msm.form.eoutput msm.form.qoutput
Fitted msm model objects	msm.object
Convert data for `msm' to data for `survival', `mstate' or `flexsurv' analysis	msm2Surv
Calculate tables of odds ratios for covariates on misclassification probabilities	odds.msm
Developer documentation: internal msm parameters object	paramdata.object
Pearson-type goodness-of-fit test	pearson.msm
Exponential distribution with piecewise-constant rate	dpexp pexp ppexp qpexp rpexp
Parameters of phase-type models in mixture form	phasemeans.msm
Plots of multi-state models	plot.msm
Plot of observed and expected prevalences	plot.prevalence.msm
Plot empirical and fitted survival curves	plot.survfit.msm
Kaplan Meier estimates of incidence	plotprog.msm
Transition probability matrix	pmatrix.msm
Transition probability matrix for processes with piecewise-constant intensities	pmatrix.piecewise.msm
Probability of each state being next	pnext.msm
Passage probabilities	ppass.msm
Tables of observed and expected prevalences	prevalence.msm
Print a fitted msm model object	print.msm printnew.msm
Print a fitted msm model object	printold.msm
Psoriatic arthritis data	psor
Developer documentation: model for covariates on transition intensities	qcmodel.object
Generic function to find quantiles of a distribution	qgeneric
Transition intensity matrix	qmatrix.msm
Developer documentation: transition model structure object	qmodel.object
Estimated ratio of transition intensities	qratio.msm
Convert data stored in msm object to old format	recreate.olddata
Score residuals	scoreresid.msm
Simulate one individual trajectory from a continuous-time Markov model	sim.msm
Simulate from a Markov model fitted using msm	simfitted.msm
Simulate intermittently-observed data from a set of individuals following a continuous-time Markov multi-state model.	simmulti.msm
Mean sojourn times from a multi-state model	sojourn.msm
Table of transitions	statetable.msm
Summarise a fitted multi-state model	print.summary.msm summary.msm
Explore the likelihood surface	contour.msm image.msm persp.msm surface.msm
Tidy the parameter estimates from an msm model	tidy.msm
Tidy the output of pmatrix.msm and similar functions	tidy.msm.est
Tidy the output of totlos.msm and similar functions	tidy.msm.estbystate
Tidy the output of prevalence.msm	tidy.msm.prevalence
Truncated Normal distribution	dtnorm ptnorm qtnorm rtnorm tnorm
Total length of stay, or expected number of visits	envisits.msm totlos.msm
Transient and absorbing states	absorbing.msm transient.msm
Coxian phase-type distribution with two phases	d2phase h2phase p2phase q2phase r2phase twophase
Update the maximum likelihood estimates in a fitted model object.	updatepars.msm
Calculate the probabilities of underlying states and the most likely path through them	viterbi.msm

Package: msm 1.9

msm: Multi-State Markov and Hidden Markov Models in Continuous Time

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)