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msm

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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]

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 25 Jun. 2026.

Previous versions and publish date:

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

View msm dependency map

Complete documentation for msm

View documentation PDF

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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