ctmcd

Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data

v1.4.4 · Feb 9, 2024 · GPL-3

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.

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CRAN Check Status

14 OK

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Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	118s
r-devel-linux-x86_64-debian-gcc	OK	82.6s
r-devel-linux-x86_64-fedora-clang	OK	165.4s
r-devel-linux-x86_64-fedora-gcc	OK	215.2s
r-devel-macos-arm64	OK	33s
r-devel-windows-x86_64	OK	159s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	78s
r-oldrel-windows-x86_64	OK	189s
r-patched-linux-x86_64	OK	110.5s
r-release-linux-x86_64	OK	100.8s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	100s
r-release-windows-x86_64	OK	149s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (1)

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markovchain

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Version History

new 1.4.4 Mar 10, 2026

updated 1.4.4 ← 1.4.3 diff Feb 8, 2024

updated 1.4.3 ← 1.4.2 diff May 23, 2023

updated 1.4.2 ← 1.4.1 diff May 25, 2022

updated 1.4.1 ← 1.4.0 diff Jan 1, 2019

updated 1.4.0 ← 1.3.5 diff Jul 22, 2018

updated 1.3.5 ← 1.3 diff Jun 2, 2018

updated 1.3 ← 1.2 diff May 31, 2018

updated 1.2 ← 1.1 diff Oct 8, 2017

updated 1.1 ← 1.0 diff Apr 4, 2017

updated 1.0 ← 0.9 diff Sep 12, 2016

new 0.9 Aug 15, 2016