×

ctmcd

swMATH ID: 26626
Software Authors: Pfeuffer, Marius; Smith, Greig; Reis, Goncalo dos; Moestel, Linda; Fischer, Matthias
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; mftoolbox; Manopt; SparseMatrix; MultinomialCI; sison5; bootstrap; msm; QRM
Cited in: 5 Documents

Citations by Year