ctmcd: Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data

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.

Version: 1.0
Imports: Rcpp (≥ 0.12.6), expm, numDeriv
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown
Published: 2016-09-13
Author: Marius Pfeuffer
Maintainer: Marius Pfeuffer <marius.pfeuffer at fau.de>
License: GPL-3
NeedsCompilation: yes
CRAN checks: ctmcd results

Downloads:

Reference manual: ctmcd.pdf
Vignettes: A ctmcd Guide
Package source: ctmcd_1.0.tar.gz
Windows binaries: r-devel: ctmcd_1.0.zip, r-release: ctmcd_1.0.zip, r-oldrel: ctmcd_1.0.zip
OS X Mavericks binaries: r-release: ctmcd_1.0.tgz, r-oldrel: ctmcd_1.0.tgz
Old sources: ctmcd archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ctmcd to link to this page.