Package: ctmcd
Type: Package
Title: Estimating the Parameters of a Continuous-Time Markov Chain from
        Discrete-Time Data
Version: 1.4.4
Date: 2024-02-07
Authors@R: c(person("Marius", "Pfeuffer", email = "marius.pfeuffer@fau.de", role = c("aut", "cre")),
    person("Greig", "Smith", role = "ctb"),
    person("Goncalo", "dos Reis", role = "ctb"),
    person("Linda", "Moestel", role = "ctb"),
    person("Matthias", "Fischer", role = "ctb"))
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) <doi:10.1111/1467-9965.00114> as well as a quasi-optimization approach. Moreover, the expectation-maximization algorithm and the Gibbs sampling approach of Bladt and Sorensen (2005) <doi:10.1111/j.1467-9868.2005.00508.x> are included.
License: GPL-3
Imports: Rcpp (>= 1.0.12), coda, expm, numDeriv
Suggests: knitr, rmarkdown, R.rsp
LinkingTo: Rcpp, RcppArmadillo
VignetteBuilder: knitr, R.rsp
NeedsCompilation: yes
Packaged: 2024-02-08 18:35:26 UTC; Stefan
Author: Marius Pfeuffer [aut, cre],
  Greig Smith [ctb],
  Goncalo dos Reis [ctb],
  Linda Moestel [ctb],
  Matthias Fischer [ctb]
Maintainer: Marius Pfeuffer <marius.pfeuffer@fau.de>
Repository: CRAN
Date/Publication: 2024-02-09 09:40:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-25 13:49:46 UTC; unix
Archs: ctmcd.so.dSYM
