Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data

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Documentation for package ‘ctmcd’ version 1.4.4

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ctmcd-package Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data
ciEMBS Confidence / Credibility Intervals for Generator Matrix Objects
ciEMDM Confidence / Credibility Intervals for Generator Matrix Objects
ciEMoFI Confidence / Credibility Intervals for Generator Matrix Objects
ciEMSdR Confidence / Credibility Intervals for Generator Matrix Objects
ciGS Confidence / Credibility Intervals for Generator Matrix Objects
ctmcd Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data
ctmcdlogLik Discrete-Time Data Log-Likelihood Function
gm Generator Matrix Estimation
gm.default Generator Matrix Estimation
gmci Confidence / Credibility Intervals for Generator Matrix Objects
gmci.default Confidence / Credibility Intervals for Generator Matrix Objects
gmDA Diagonal Adjustment
gmEM Expectation-Maximization Algorithm
gmGS Gibbs Sampler
gmQO Quasi-Optimization
gmWA Weighted Adjustment
plot.gm Plot Function for Generator Matrix Estimation Objects
plot.gmci Plot Function for Generator Matrix Confidence / Credibility Interval Objects
plotM Matrix Plot Function
print.gm Print Method for Generator Matrix Estimation Objects
print.gmci Print Method for Generator Matrix Confidence / Credibility Interval Objects