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SMM  

Simulation and Estimation of Multi-State Discrete-Time Semi-Markov and Markov Models
View on CRAN: Click here


Download and install SMM package within the R console
Install from CRAN:
install.packages("SMM")

Install from Github:
library("remotes")
install_github("cran/SMM")

Install by package version:
library("remotes")
install_version("SMM", "1.0.2")



Attach the package and use:
library("SMM")
Maintained by
Nicolas Vergne
[Scholar Profile | Author Map]
First Published: 2017-07-22
Latest Update: 2020-01-31
Description:
Performs parametric and non-parametric estimation and simulation for multi-state discrete-time semi-Markov processes. For the parametric estimation, several discrete distributions are considered for the sojourn times: Uniform, Geometric, Poisson, Discrete Weibull and Negative Binomial. The non-parametric estimation concerns the sojourn time distributions, where no assumptions are done on the shape of distributions. Moreover, the estimation can be done on the basis of one or several sample paths, with or without censoring at the beginning or/and at the end of the sample paths. The implemented methods are described in Barbu, V.S., Limnios, N. (2008) <doi:10.1007/978-0-387-73173-5>, Barbu, V.S., Limnios, N. (2008) <doi:10.1080/10485250701261913> and Trevezas, S., Limnios, N. (2011) <doi:10.1080/10485252.2011.555543>. Estimation and simulation of discrete-time k-th order Markov chains are also considered.
How to cite:
Nicolas Vergne (2017). SMM: Simulation and Estimation of Multi-State Discrete-Time Semi-Markov and Markov Models. R package version 1.0.2, https://cran.r-project.org/web/packages/SMM. Accessed 20 Apr. 2025.
Previous versions and publish date:
1.0.1 (2017-09-08 14:50), 1.0 (2017-07-22 22:28)
Other packages that cited SMM R package
View SMM citation profile
Other R packages that SMM depends, imports, suggests or enhances
Complete documentation for SMM
Functions, R codes and Examples using the SMM R package
Some associated functions: AIC_Mk . AIC_SM . BIC_Mk . BIC_SM . InitialLawMk . InitialLawSM . LoglikelihoodMk . LoglikelihoodSM . SMM-package . estimMk . estimSM . simulMk . simulSM . 
Some associated R codes: AIC_Mk.R . AIC_SM.R . BIC_Mk.R . BIC_SM.R . InitialLawMk.R . InitialLawSM.R . Internal.R . LoglikelihoodMk.R . LoglikelihoodSM.R . estimMk.R . estimSM.R . simulMk.R . simulSM.R .  Full SMM package functions and examples
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