Multi-State Markov and Hidden Markov Models in Continuous Time
Aortic aneurysm progression data
Bootstrap resampling for multi-state models
Bronchiolitis obliterans syndrome after lung transplants
Heart transplant monitoring data
Developer documentation: censoring model object
Extract model coefficients
Calculate crude initial values for transition intensities
The delta method
Criteria for comparing two multi-state models with nested state spaces
Developer documentation: model for covariates on misclassification pro...
Expected first passage time
Misclassification probability matrix
Developer documentation: misclassification model structure object
FEV1 measurements from lung transplant recipients
Calculate tables of hazard ratios for covariates on transition intensi...
Hidden Markov model constructors
Multivariate hidden Markov models
Developer documentation: hidden Markov model structure object
Convert a hmodel object to HMM constructor function calls
Extract model log-likelihood
Likelihood ratio test
Matrix exponential
Measurement error distributions
Extract original data from msm objects.
Multi-State Markov and Hidden Markov Models in Continuous Time
Extract msm model parameter estimates in compact format
Fitted msm model objects
Multi-state Markov and hidden Markov models in continuous time
Convert data for msm' to data for survival', mstate' or flexsurv' ...
Calculate tables of odds ratios for covariates on misclassification pr...
Developer documentation: internal msm parameters object
Pearson-type goodness-of-fit test
Exponential distribution with piecewise-constant rate
Parameters of phase-type models in mixture form
Plots of multi-state models
Plot of observed and expected prevalences
Plot empirical and fitted survival curves
Kaplan Meier estimates of incidence
Transition probability matrix
Transition probability matrix for processes with piecewise-constant in...
Probability of each state being next
Passage probabilities
Tables of observed and expected prevalences
Print a fitted msm model object
Print a fitted msm model object
Psoriatic arthritis data
Developer documentation: model for covariates on transition intensitie...
Generic function to find quantiles of a distribution
Transition intensity matrix
Developer documentation: transition model structure object
Estimated ratio of transition intensities
Convert data stored in msm object to old format
Score residuals
Simulate one individual trajectory from a continuous-time Markov model
Simulate from a Markov model fitted using msm
Simulate multiple trajectories from a multi-state Markov model with ar...
Mean sojourn times from a multi-state model
Table of transitions
Summarise a fitted multi-state model
Explore the likelihood surface
Tidy the output of pmatrix.msm and similar functions
Tidy the output of totlos.msm and similar functions
Tidy the output of prevalence.msm
Tidy the parameter estimates from an msm model
Truncated Normal distribution
Total length of stay, or expected number of visits
Transient and absorbing states
Coxian phase-type distribution with two phases
Update the maximum likelihood estimates in a fitted model object.
Calculate the probabilities of underlying states and the most likely p...
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.
Useful links