Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-05-11
- WARNING12 OK, 1 WARNING2026-05-10
- OK14 OK2026-04-22
Show 2 earlier changesHide 2 earlier changes
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- Help pages
- 21includes a package overview page
- Examples that run
- 72%13 run in a plain check · 5 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 84%
- Documented parameters
- 99%
- Return-value docs
- 100%
- Help pages citing references
- 67%
Downloads
Dependencies
Installing ctmcd adds 5 packages (3 with compiled code, 3.1 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, expm 145 KB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- unarchivedReturned to CRAN2024-02-09
- 1.4.4Latest
- archivedRemoved from CRAN2024-01-12issues were not corrected despite reminders
- unarchivedReturned to CRAN2023-05-24
- 1.4.32023-05-24 · diff ↗
- archivedRemoved from CRAN2023-05-05issues were not corrected in time
- RR 4.3.0 released · 2023-04-21
- 1.4.2
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 1.4.12019-01-02 · diff ↗
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- 1.4.02018-07-23 · diff ↗
- 1.3.5
- 1.3
- RR 3.5.0 released · 2018-04-23
- 1.2
- RR 3.4.0 released · 2017-04-21
- 1.12017-04-05 · diff ↗ ·
removed 1 export
pattern:^[[:alpha:]]+added 20 exports
gmDA, gmWA, gmQO, gmEM, gmGS, print.gm, plot.gm, summary.gm, gm.default, rNijTRiT_ModRej, rNijTRiT_Unif, ciEM, ciGS, plotM, gm, ctmcdlogLik, gmci, gmci.default, print.gmci, plot.gmci - 1.02016-09-13 · diff ↗
- 0.92016-08-16
- RR 3.3.0 released · 2016-05-03
Package metadata
- First published
- 2016-08-16
- Total releases
- 11 / 10 yrs
- License
- GPL-3 OSI
- Bundled data
- 0.2 KB / 1 file
- Download size
- 542 KB
Cite
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