Package: ctmcd
Type: Package
Title: Estimating the Parameters of a Continuous-Time Markov Chain from
        Discrete-Time Data
Version: 1.4.3
Date: 2023-05-24
Authors@R: c(person("Marius", "Pfeuffer", email = "marius.pfeuffer@fau.de", role = c("aut", "cre")),
    person("Greig", "Smith", role = "ctb"),
    person("Goncalo", "dos Reis", role = "ctb"),
    person("Linda", "Moestel", role = "ctb"),
    person("Matthias", "Fischer", role = "ctb"))
Description: 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.
License: GPL-3
Imports: Rcpp (>= 0.12.17), coda, expm, numDeriv
Suggests: knitr, rmarkdown, R.rsp
LinkingTo: Rcpp, RcppArmadillo
VignetteBuilder: knitr, R.rsp
NeedsCompilation: yes
Packaged: 2023-05-24 10:03:52 UTC; Stefan
Author: Marius Pfeuffer [aut, cre],
  Greig Smith [ctb],
  Goncalo dos Reis [ctb],
  Linda Moestel [ctb],
  Matthias Fischer [ctb]
Maintainer: Marius Pfeuffer <marius.pfeuffer@fau.de>
Repository: CRAN
Date/Publication: 2023-05-24 11:30:03 UTC
