Simulation and Estimation of Multi-State Discrete-Time Semi-Markov and Markov Models
Overview
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. 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.
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Health
- OK13 OK2026-09-17
- NOTE5 OK, 8 NOTE2026-09-07
- WARNING12 NOTE, 2 WARNING2026-03-10
Documentation
- Help pages
- 13includes a package overview page
- Examples that run
- 100%13 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- Help pages citing references
- 31%
- SMM Vignette PDF
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Code & Tests
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- 1.0.3Latest
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- unarchivedReturned to CRAN2020-01-31
- 1.0.22020-01-31 · diff ↗
- archivedRemoved from CRAN2020-01-29check problems were not corrected in time
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.0.12017-09-08 · diff ↗
- 1.02017-07-22
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2017-07-22
- Total releases
- 4 / 9 yrs
- License
- GPL
- Download size
- 342 KB
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