Semi Markov Model

Install

install.packages('smmR')

Get sources

You need to have git. Then:

git clone https://plmlab.math.cnrs.fr/lmrs/statistique/smmR.git

Build

R CMD build .
R CMD check --as-cran .

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Version

Install

install.packages('smmR')

Monthly Downloads

196

Version

1.0.3

License

GPL

Maintainer

Nicolas Vergne

Last Published

August 3rd, 2021

Functions in smmR (1.0.3)

availability

Availability Function

fitsmm

Maximum Likelihood Estimation (MLE) of a semi-Markov chain

getKernel

Method to get the semi-Markov kernel \(q\)

is.smm

Function to check if an object is of class smm

fitmm

Maximum Likelihood Estimation (MLE) of a k-th order Markov chain

bic

Bayesian Information Criterion (BIC)

aic

Akaike Information Criterion (AIC)

is.mm

Function to check if an object is of class mm

is.mmfit

Function to check if an object is of class mmfit

failureRate

Failure Rate Function

maintainability

Maintainability Function

simulate.smmfit

Simulates semi-Markov chains

simulate.smm

Simulates semi-Markov chains

smmparametric

Parametric semi-Markov model specification

mttr

Mean Time To Repair (MTTR) Function

simulate.mmfit

Simulates Markov chains

mttf

Mean Time To Failure (MTTF) Function

simulate.mm

Simulates k-th order Markov chains

meanSojournTimes

Mean Sojourn Times Function

reliability

Reliability Function

Markov model specification

is.smmfit

Function to check if an object is of class smmfit

meanRecurrenceTimes

Method to get the mean recurrence times \(\mu\)

setSeed

Set the RNG Seed from within Rcpp

smmR-package

smmR : Semi-Markov Models, Markov Models and Reliability

smmnonparametric

Non-parametric semi-Markov model specification

is.smmnonparametric

Function to check if an object is of class smmnonparametric

loglik

Log-likelihood Function

plot.smmfit

Plot function for an object of class smmfit

plot.smm

Plot function for an object of class smm

is.smmparametric

Function to check if an object is of class smmparametric