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ctmcd  

Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("ctmcd", "1.4.4")



Attach the package and use:
library("ctmcd")
Maintained by
Marius Pfeuffer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-08-16
Latest Update: 2024-02-09
Description:
Estimation of Markov generator matrices from discrete-time observations. The implemented approaches comprise diagonal and weighted adjustment of matrix logarithm based candidate solutions as in Israel (2001) as well as a quasi-optimization approach. Moreover, the expectation-maximization algorithm and the Gibbs sampling approach of Bladt and Sorensen (2005) are included.
How to cite:
Marius Pfeuffer (2016). ctmcd: Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data. R package version 1.4.4, https://cran.r-project.org/web/packages/ctmcd. Accessed 09 Mar. 2026.
Previous versions and publish date:
0.9 (2016-08-16 19:47), 1.0 (2016-09-13 21:19), 1.1 (2017-04-05 14:57), 1.2 (2017-10-09 22:17), 1.3.5 (2018-06-03 16:54), 1.3 (2018-06-01 14:30), 1.4.0 (2018-07-23 16:30), 1.4.1 (2019-01-02 14:40), 1.4.2 (2022-05-26 16:30), 1.4.3 (2023-05-24 13:30)
Other packages that cited ctmcd R package
View ctmcd citation profile
Other R packages that ctmcd depends, imports, suggests or enhances
Complete documentation for ctmcd
Functions, R codes and Examples using the ctmcd R package
Some associated functions: ctmcd-package . ctmcdlogLik . gm.default . gm . gmDA . gmEM . gmGS . gmQO . gmWA . gmci.default . gmci . plot.gm . plot.gmci . plotM . print.gm . print.gmci . rNijTRiT_ModRej . rNijTRiT_Unif . summary.gm . tm_abs . tmci . 
Some associated R codes: RcppExports.R . ciEMBS.R . ciEMSdR.R . ciEMoFI.R . ciGS.R . ctmcdlogLik.R . gm.R . gm.default.R . gmDA.R . gmEM.R . gmGS.R . gmQO.R . gmWA.R . gmci.R . gmci.default.R . plot.gm.R . plot.gmci.R . plotM.R . print.gm.R . print.gmci.R . summary.gm.R . tmci.R .  Full ctmcd package functions and examples
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