doi:10.1111/j.1541-0420.2010.01550.x>. Uses direct numerical solution of the Kolmogorov forward equations to calculate the transition probabilities.">

nhm: Non-Homogeneous Markov and Hidden Markov Multistate Models (original) (raw)

Fits non-homogeneous Markov multistate models and misclassification-type hidden Markov models in continuous time to intermittently observed data. Implements the methods in Titman (2011) <doi:10.1111/j.1541-0420.2010.01550.x>. Uses direct numerical solution of the Kolmogorov forward equations to calculate the transition probabilities.

Version: 0.1.1
Imports: stats, deSolve, maxLik, mvtnorm
Suggests: msm, parallel, splines, R.rsp
Published: 2023-11-02
DOI: 10.32614/CRAN.package.nhm
Author: Andrew Titman [aut, cre]
Maintainer: Andrew Titman <a.titman at lancaster.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials:
CRAN checks: nhm results

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