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smmR  

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


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

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

Install by package version:
library("remotes")
install_version("smmR", "1.0.5")



Attach the package and use:
library("smmR")
Maintained by
Nicolas Vergne
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-03-04
Latest Update: 2021-08-03
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. Reliability indicators such as reliability, maintainability, availability, BMP-failure rate, RG-failure rate, mean time to failure and mean time to repair are available as well. 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 (2021). smmR: Simulation, Estimation and Reliability of Semi-Markov Models. R package version 1.0.5, https://cran.r-project.org/web/packages/smmR. Accessed 25 Jun. 2026.
Previous versions and publish date:
1.0.0 (2021-03-04 09:50), 1.0.1 (2021-03-09 10:00), 1.0.2 (2021-03-17 19:00), 1.0.3 (2021-08-03 14:00)
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Complete documentation for smmR
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