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.
Version: 1.4.4 Imports: Rcpp (≥ 1.0.12), coda, expm, numDeriv LinkingTo: Rcpp, RcppArmadillo Suggests: knitr, rmarkdown, R.rsp Published: 2024-02-09 DOI: 10.32614/CRAN.package.ctmcd Author: Marius Pfeuffer [aut, cre], Greig Smith [ctb], Goncalo dos Reis [ctb], Linda Moestel [ctb], Matthias Fischer [ctb] Maintainer: Marius Pfeuffer <marius.pfeuffer at fau.de> License: GPL-3 NeedsCompilation: yes CRAN checks: ctmcd results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=ctmcd to link to this page.
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