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: | 1.2 |
| Imports: | Rcpp (≥ 0.12.13), coda, expm, numDeriv |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr, rmarkdown, R.rsp, markovchain |
| Published: | 2017-10-09 |
| Author: | Marius Pfeuffer [aut,cre], Greig Smith [ctb], Goncalo dos Reis [ctb] |
| Maintainer: | Marius Pfeuffer <marius.pfeuffer at fau.de> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | ctmcd results |
| Reference manual: | ctmcd.pdf |
| Vignettes: |
A ctmcd Guide ctmcd: An R Package for Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data |
| Package source: | ctmcd_1.2.tar.gz |
| Windows binaries: | r-devel: ctmcd_1.2.zip, r-release: ctmcd_1.2.zip, r-oldrel: ctmcd_1.2.zip |
| OS X binaries: | r-release: ctmcd_1.2.tgz, r-oldrel: ctmcd_1.2.tgz |
| Old sources: | ctmcd archive |
| Reverse suggests: | markovchain |
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