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Package: ctmcd
Type: Package
Title: Estimating the Parameters of a Continuous-Time Markov Chain from
Discrete-Time Data
Version: 1.4.4
Date: 2024-02-07
Authors@R: c(person("Marius", "Pfeuffer", email = "marius.pfeuffer@fau.de", role = c("aut", "cre")),
person("Greig", "Smith", role = "ctb"),
person("Goncalo", "dos Reis", role = "ctb"),
person("Linda", "Moestel", role = "ctb"),
person("Matthias", "Fischer", role = "ctb"))
Description: Estimation of Markov generator matrices from discrete-time observations. The implemented approaches comprise diagonal and weighted adjustment of matrix logarithm based candidate solutions as in Israel (2001) <doi:10.1111/1467-9965.00114> as well as a quasi-optimization approach. Moreover, the expectation-maximization algorithm and the Gibbs sampling approach of Bladt and Sorensen (2005) <doi:10.1111/j.1467-9868.2005.00508.x> are included.
License: GPL-3
Imports: Rcpp (>= 1.0.12), coda, expm, numDeriv
Suggests: knitr, rmarkdown, R.rsp
LinkingTo: Rcpp, RcppArmadillo
VignetteBuilder: knitr, R.rsp
NeedsCompilation: yes
Packaged: 2024-02-08 18:35:26 UTC; Stefan
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>
Repository: CRAN
Date/Publication: 2024-02-09 09:40:02 UTC
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