ctmcd
Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data
Estimation of Markov generator matrices from discrete-time observations. The implemented approaches comprise diagonal and weighted adjustment of matrix logarithm based candidate solutions as in Israel (2001) <doi:10.1111/1467-9965.00114> as well as a quasi-optimization approach. Moreover, the expectation-maximization algorithm and the Gibbs sampling approach of Bladt and Sorensen (2005) <doi:10.1111/j.1467-9868.2005.00508.x> are included.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.4.4 |
rolling linux/jammy R-4.5 | ctmcd_1.4.4.tar.gz |
713.8 KiB |
1.4.4 |
rolling linux/noble R-4.5 | ctmcd_1.4.4.tar.gz |
716.1 KiB |
1.4.4 |
rolling source/ R- | ctmcd_1.4.4.tar.gz |
541.7 KiB |
1.4.4 |
latest linux/jammy R-4.5 | ctmcd_1.4.4.tar.gz |
713.8 KiB |
1.4.4 |
latest linux/noble R-4.5 | ctmcd_1.4.4.tar.gz |
716.1 KiB |
1.4.4 |
latest source/ R- | ctmcd_1.4.4.tar.gz |
541.7 KiB |
1.4.4 |
2026-04-26 source/ R- | ctmcd_1.4.4.tar.gz |
541.7 KiB |
1.4.4 |
2026-04-23 source/ R- | ctmcd_1.4.4.tar.gz |
541.7 KiB |
1.4.4 |
2026-04-09 windows/windows R-4.5 | ctmcd_1.4.4.zip |
1.0 MiB |
1.4.4 |
2025-04-20 source/ R- | ctmcd_1.4.4.tar.gz |
541.7 KiB |