Estimation and Simulation of Drifting Semi-Markov Models
Check if an object has a valid dsmm_parametric class
Check if an object has a valid dsmm class
Non-parametric Drifting semi-Markov model specification
Parametric Drifting semi-Markov model specification
Simulate a sequence given a drifting semi-Markov kernel.
Check if an object has a valid dsmm_nonparametric class
Simulate a sequence for states of choice.
dsmmR : Estimation and Simulation of Drifting Semi-Markov Models
Estimation of a drifting semi-Markov chain
Obtain the Drifting semi-Markov kernel
Check if an object has a valid dsmm_fit_nonparametric class
Check if an object has a valid dsmm_fit_parametric class
Performs parametric and non-parametric estimation and simulation of drifting semi-Markov processes. The definition of parametric and non-parametric model specifications is also possible. Furthermore, three different types of drifting semi-Markov models are considered. These models differ in the number of transition matrices and sojourn time distributions used for the computation of a number of semi-Markov kernels, which in turn characterize the drifting semi-Markov kernel. For the parametric model estimation and specification, several discrete distributions are considered for the sojourn times: Uniform, Poisson, Geometric, Discrete Weibull and Negative Binomial. The non-parametric model specification makes no assumptions about the shape of the sojourn time distributions. Semi-Markov models are described in: Barbu, V.S., Limnios, N. (2008) <doi:10.1007/978-0-387-73173-5>. Drifting Markov models are described in: Vergne, N. (2008) <doi:10.2202/1544-6115.1326>. Reliability indicators of Drifting Markov models are described in: Barbu, V. S., Vergne, N. (2019) <doi:10.1007/s11009-018-9682-8>. We acknowledge the DATALAB Project <https://lmrs-num.math.cnrs.fr/projet-datalab.html> (financed by the European Union with the European Regional Development fund (ERDF) and by the Normandy Region) and the HSMM-INCA Project (financed by the French Agence Nationale de la Recherche (ANR) under grant ANR-21-CE40-0005).
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