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msm (version 1.8)

Multi-State Markov and Hidden Markov Models in Continuous Time

Description

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.

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Install

install.packages('msm')

Monthly Downloads

12,411

Version

1.8

License

GPL (>= 2)

Issues

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Repository

https://github.com/chjackson/msm

Homepage

https://chjackson.github.io/msm/

Maintainer

Christopher Jackson

Last Published

September 8th, 2024

Functions in msm (1.8)

FEV1 measurements from lung transplant recipients

Convert a hmodel object to HMM constructor function calls

Developer documentation: model for covariates on misclassification probabilities

Developer documentation: hidden Markov model structure object

Hidden Markov model constructors

Developer documentation: misclassification model structure object

Calculate tables of hazard ratios for covariates on transition intensities

Multivariate hidden Markov models

Misclassification probability matrix

Expected first passage time

Calculate tables of odds ratios for covariates on misclassification probabilities

model.frame.msm

Extract original data from msm objects.

msm.form.qoutput

Extract msm model parameter estimates in compact format

Extract model log-likelihood

Likelihood ratio test

Measurement error distributions

Convert data for `msm' to data for `survival', `mstate' or `flexsurv' analysis

Multi-State Markov and Hidden Markov Models in Continuous Time

Fitted msm model objects

Multi-state Markov and hidden Markov models in continuous time

Plots of multi-state models

plot.prevalence.msm

Plot of observed and expected prevalences

Parameters of phase-type models in mixture form

paramdata.object

Developer documentation: internal msm parameters object

Transition probability matrix

pmatrix.piecewise.msm

Transition probability matrix for processes with piecewise-constant intensities

plot.survfit.msm

Plot empirical and fitted survival curves

Kaplan Meier estimates of incidence

Exponential distribution with piecewise-constant rate

Pearson-type goodness-of-fit test

Passage probabilities

Developer documentation: model for covariates on transition intensities

Developer documentation: transition model structure object

Print a fitted msm model object

Tables of observed and expected prevalences

Transition intensity matrix

Probability of each state being next

Generic function to find quantiles of a distribution

Print a fitted msm model object

Psoriatic arthritis data

Mean sojourn times from a multi-state model

Estimated ratio of transition intensities

Simulate multiple trajectories from a multi-state Markov model with arbitrary observation times

Simulate from a Markov model fitted using msm

Table of transitions

Score residuals

Simulate one individual trajectory from a continuous-time Markov model

Tidy the parameter estimates from an msm model

Total length of stay, or expected number of visits

recreate.olddata

Convert data stored in msm object to old format

tidy.msm.estbystate

Tidy the output of totlos.msm and similar functions

Tidy the output of pmatrix.msm and similar functions

Truncated Normal distribution

Summarise a fitted multi-state model

tidy.msm.prevalence

Tidy the output of prevalence.msm

Calculate the probabilities of underlying states and the most likely path through them

Update the maximum likelihood estimates in a fitted model object.

Explore the likelihood surface

Transient and absorbing states

Coxian phase-type distribution with two phases

Heart transplant monitoring data

Developer documentation: censoring model object

Extract model coefficients

Calculate crude initial values for transition intensities

Matrix exponential

Aortic aneurysm progression data

Bootstrap resampling for multi-state models

Bronchiolitis obliterans syndrome after lung transplants

The delta method

Criteria for comparing two multi-state models with nested state spaces