r-cran-ctmcd

GNU R estimating the parameters of a continuous-time Markov chain from

Description

This GNU R package provides estimating the parameters of a continuous- time Markov chain from Discrete-Time Data Functions for estimating Markov generator matrices from discrete-time observations. The implemented approaches comprise diagonal adjustment, weighted adjustment and quasi-optimization of matrix logarithm based candidate solutions, an expectation-maximization algorithm as well as a Gibbs sampler.

Upload more screenshots

Please help extend the collection of screenshots. Just make a screenshot and upload it here. You don't need to register or anything.

Upload a screenshot

Hint: upload an image here from your clipboard with Ctrl-V


Homepage

https://cran.r-project.org/package=ctmcd


Install this software package

If the package is available for the distribution you are currently using on your computer then install the software by clicking on…

Install r-cran-ctmcd