r-cran-ctmcd

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.

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Homepage

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

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