GNU R Multi-state Markov and hidden Markov models in continuous time
DescriptionFunctions for fitting general continuous-time Markov and hidden Markov multi-state models to longitudinal data. Both Markov transition rates and the hidden Markov output process can be modelled in terms of covariates. A variety of observation schemes are supported, including processes observed at arbitrary times, completely-observed processes, and censored states.
235 other people were interested in this package here. The newest known version of this software is 1.6.4-1 (Information last updated 2 days ago.)
Upload new screenshots
Thanks for uploading more screenshots. Please note:
- Your screenshot should contain a typical scene when working with it.
- Take only a screenshot of the respective application and not of your whole desktop (unless the screenshot is meant for a window manager).
- Your screenshots must be in PNG format.
- You can upload multiple images at once.
- Your screenshot need to be approved by the moderators first. You will already see your screenshot but it will not be visible to others instantly. If moderators reject your upload you will get notified next time you visit this site (requires cookies).
- Images larger than 800x600 pixels will automatically be reduced. So don't try to capture too much detail in a screenshot. It may become unreadable. Shrink the applications window if possible.
- Screenshots are made public and can freely be used by anyone.
- Useful programs for making screenshots are shutter, ksnapshot (KDE), gimp, xwd or scrot. See the Debian wiki for more information on how to make screenshots under Debian.
- Please set your language to english so that everybody understands it. If you don't use english by default please start your application from a shell using after setting "export LANG=C".