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Package: ctmcd
Type: Package
Title: Estimating the Parameters of a Continuous-Time Markov Chain from
        Discrete-Time Data
Version: 1.4.1
Date: 2019-01-02
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>
Description: Functions for estimating Markov generator matrices from discrete-time observations. The implemented approaches comprise diagonal adjustment, weighted adjustment and quasi-optimization of matrix logarithm based candidate solutions, an expectation-maximization algorithm as well as a Gibbs sampler.
License: GPL-3
Imports: Rcpp (>= 0.12.17), coda, expm, numDeriv
Suggests: knitr, rmarkdown, R.rsp, markovchain
LinkingTo: Rcpp, RcppArmadillo
VignetteBuilder: knitr, R.rsp
NeedsCompilation: yes
Packaged: 2019-01-02 13:10:05 UTC; Stefan
Repository: CRAN
Date/Publication: 2019-01-02 13:40:23 UTC