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dsmmR  

Estimation and Simulation of Drifting Semi-Markov Models
View on CRAN: Click here


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

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

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



Attach the package and use:
library("dsmmR")
Maintained by
Ioannis Mavrogiannis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-11-16
Latest Update: 2023-09-01
Description:
Performs parametric and non-parametric estimation and simulation of drifting semi-Markov processes. The definition of parametric and non-parametric model specifications is also possible. Furthermore, three different types of drifting semi-Markov models are considered. These models differ in the number of transition matrices and sojourn time distributions used for the computation of a number of semi-Markov kernels, which in turn characterize the drifting semi-Markov kernel. For the parametric model estimation and specification, several discrete distributions are considered for the sojourn times: Uniform, Poisson, Geometric, Discrete Weibull and Negative Binomial. The non-parametric model specification makes no assumptions about the shape of the sojourn time distributions. Semi-Markov models are described in: Barbu, V.S., Limnios, N. (2008) . Drifting Markov models are described in: Vergne, N. (2008) . Reliability indicators of Drifting Markov models are described in: Barbu, V. S., Vergne, N. (2019) . We acknowledge the DATALAB Project (financed by the European Union with the European Regional Development fund (ERDF) and by the Normandy Region) and the HSMM-INCA Project (financed by the French Agence Nationale de la Recherche (ANR) under grant ANR-21-CE40-0005).
How to cite:
Ioannis Mavrogiannis (2022). dsmmR: Estimation and Simulation of Drifting Semi-Markov Models. R package version 1.0.2, https://cran.r-project.org/web/packages/dsmmR
Previous versions and publish date:
0.0.96 (2022-11-16 13:00), 1.0.1 (2023-02-04 21:12)
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