ctmcd swMATH ID: 26626 Software Authors: Marius Pfeuffer, Greig Smith, Goncalo dos Reis, Linda Moestel, Matthias Fischer Description: R package ctmcd: 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. Homepage: https://cran.r-project.org/web/packages/ctmcd/index.html Source Code: https://github.com/cran/ctmcd Dependencies: R Related Software: R; sison5; bootstrap; MultinomialCI; msm; QRM Cited in: 4 Publications Cited by 3 Authors 3 Pfeuffer, Marius 2 Fischer, Matthias 2 Möstel, Linda Cited in 2 Serials 3 Quantitative Finance 1 Computational Statistics Cited in 4 Fields 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 2 Statistics (62-XX) 1 Numerical analysis (65-XX) Citations by Year