SMM
Simulation and Estimation of Multi-State Discrete-Time Semi-Markov and Markov Models
Performs parametric and non-parametric estimation and simulation for multi-state discrete-time semi-Markov processes. For the parametric estimation, several discrete distributions are considered for the sojourn times: Uniform, Geometric, Poisson, Discrete Weibull and Negative Binomial. The non-parametric estimation concerns the sojourn time distributions, where no assumptions are done on the shape of distributions. Moreover, the estimation can be done on the basis of one or several sample paths, with or without censoring at the beginning or/and at the end of the sample paths. The implemented methods are described in Barbu, V.S., Limnios, N. (2008) doi:10.1007/978-0-387-73173-5, Barbu, V.S., Limnios, N. (2008) doi:10.1080/10485250701261913 and Trevezas, S., Limnios, N. (2011) doi:10.1080/10485252.2011.555543. Estimation and simulation of discrete-time k-th order Markov chains are also considered.
- Version1.0.2
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release01/31/2020
Documentation
Team
Nicolas Vergne
Vlad Stefan Barbu
Show author detailsRolesAuthorCaroline Berard
Show author detailsRolesAuthorDominique Cellier
Show author detailsRolesAuthorMathilde Sautreuil
Show author detailsRolesAuthor
Insights
Last 30 days
This package has been downloaded 185 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 5 times.
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Last 365 days
This package has been downloaded 1,913 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Jul 21, 2024 with 68 downloads.
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Dependencies
- Depends2 packages