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msm
Multi-State Markov and Hidden Markov Models in Continuous Time
View on CRAN: Click
here
Download and install msm package within the R console
Install from CRAN:
install.packages("msm")
Install from Github:
library("remotes")
install_github("cran/msm") Install by package version:
library("remotes")
install_version("msm", "1.8.2") Attach the package and use:
library("msm")
Maintained by
Christopher Jackson
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2002-11-08
Latest Update: 2024-11-07
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.
How to cite:
Christopher Jackson (2002). msm: Multi-State Markov and Hidden Markov Models in Continuous Time. R package version 1.8.2, https://cran.r-project.org/web/packages/msm. Accessed 18 Sep. 2026.
Previous versions and publish date:
(2026-07-09 06:33), 0.1 (2002-11-08 16:58), 0.2.1 (2003-06-03 20:37), 0.2.2 (2003-07-01 11:53), 0.2 (2003-01-06 15:24), 0.3.1 (2003-10-15 19:41), 0.3.2 (2004-03-26 08:51), 0.3.3 (2004-09-25 11:08), 0.3 (2003-10-01 23:03), 0.4.1 (2005-01-31 16:51), 0.4 (2005-01-09 22:49), 0.5.1 (2005-05-25 19:12), 0.5.2 (2005-10-12 09:03), 0.5 (2005-03-07 12:48), 0.6.1 (2006-03-27 09:29), 0.6.2 (2006-06-23 17:44), 0.6.3 (2006-06-29 10:37), 0.6.4 (2006-10-13 15:35), 0.6 (2005-11-28 21:47), 0.7.1 (2007-04-19 16:14), 0.7.2 (2007-05-31 16:38), 0.7.3 (2007-08-25 18:49), 0.7.4 (2007-10-02 13:22), 0.7.5 (2007-11-20 19:53), 0.7.6 (2007-12-12 16:24), 0.7 (2006-11-23 11:23), 0.8.1 (2008-07-28 08:13), 0.8.2 (2009-04-14 19:32), 0.8 (2008-03-28 15:59), 0.9.1 (2009-06-14 21:12), 0.9.2 (2009-07-18 18:12), 0.9.3 (2009-08-26 14:49), 0.9.4 (2009-11-13 15:58), 0.9.5 (2009-11-26 09:03), 0.9.6 (2010-02-11 19:33), 0.9.7 (2010-05-18 17:42), 0.9 (2009-06-10 10:05), 1.0.1 (2011-05-26 22:49), 1.0 (2010-11-25 09:22), 1.1.1 (2012-05-11 17:27), 1.1.2 (2012-08-01 14:45), 1.1.3 (2012-09-28 19:47), 1.1.4 (2012-12-10 17:10), 1.1 (2011-09-10 08:17), 1.2 (2013-05-15 19:23), 1.3 (2014-01-16 15:40), 1.4 (2014-07-08 19:18), 1.5 (2015-01-06 15:31), 1.6.1 (2016-03-09 15:21), 1.6.4 (2016-10-04 14:33), 1.6.5 (2017-12-05 14:31), 1.6.6 (2018-02-02 19:38), 1.6.7 (2019-03-18 22:10), 1.6.8 (2019-12-16 16:30), 1.6.9 (2021-09-27 11:50), 1.6 (2015-11-18 09:31), 1.7.1 (2023-11-23 22:10), 1.7 (2022-11-28 18:30), 1.8.1 (2024-10-04 19:40), 1.8 (2024-09-08 09:30)
Other packages that cited msm R package
View msm citation profile
Other R packages that msm depends,
imports, suggests or enhances
Complete documentation for msm
Functions, R codes and Examples using
the msm R package
Some associated functions: MatrixExp . aneur . boot.msm . bos . cav . cmodelject . coef.msm . crudeinits.msm . deltamethod . draic.msm . ecmodelject . efpt.msm . ematrix.msm . emodelject . fev . hazard.msm . hmm-dists . hmmMV . hmodelject . logLik.msm . lrtest.msm . medists . model.frame.msm . msm-package . msm.form.qoutput . msm . msmject . msm2Surv . odds.msm . paramdataject . pearson.msm . pexp . phasemeans.msm . plot.msm . plot.prevalence.msm . plot.survfit.msm . plotprog.msm . pmatrix.msm . pmatrix.piecewise.msm . pnext.msm . ppass.msm . prevalence.msm . print.msm . printold.msm . psor . qcmodelject . qgeneric . qmatrix.msm . qmodelject . qratio.msm . recreate.olddata . scoreresid.msm . sim.msm . simfitted.msm . simmulti.msm . sojourn.msm . statetable.msm . summary.msm . surface.msm . tnorm . totlos.msm . transient.msm . twophase . updatepars.msm . viterbi.msm .
Some associated R codes: MatrixExp.R . boot.R . constants.R . datasets_doc.R . deltamethod.R . draic.R . hmm-dists.R . hmm.R . internals_doc.R . medists.R . msm-package.R . msm.R . mstate.R . olddata.R . optim.R . outputs.R . pearson.R . pexp.R . phase.R . qgeneric.R . simul.R . tnorm.R . utils.R . Full msm package functions and examples
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