Summarising data

statetable.msm()

Table of transitions

Fitting models

msm()

Multi-state Markov and hidden Markov models in continuous time

crudeinits.msm()

Calculate crude initial values for transition intensities

hmmCat() hmmIdent() hmmUnif() hmmNorm() hmmLNorm() hmmExp() hmmGamma() hmmWeibull() hmmPois() hmmBinom() hmmBetaBinom() hmmNBinom() hmmBeta() hmmTNorm() hmmMETNorm() hmmMEUnif() hmmT()

Hidden Markov model constructors

hmmMV()

Multivariate hidden Markov models

msm2Surv()

Convert data for `msm' to data for `survival', `mstate' or `flexsurv' analysis

Output from fitted models

qmatrix.msm()

Transition intensity matrix

pmatrix.msm()

Transition probability matrix

pmatrix.piecewise.msm()

Transition probability matrix for processes with piecewise-constant intensities

sojourn.msm()

Mean sojourn times from a multi-state model

totlos.msm() envisits.msm()

Total length of stay, or expected number of visits

pnext.msm()

Probability of each state being next

ppass.msm()

Passage probabilities

efpt.msm()

Expected first passage time

qratio.msm()

Estimated ratio of transition intensities

hazard.msm()

Calculate tables of hazard ratios for covariates on transition intensities

coef(<msm>)

Extract model coefficients

boot.msm()

Bootstrap resampling for multi-state models

ematrix.msm()

Misclassification probability matrix

odds.msm()

Calculate tables of odds ratios for covariates on misclassification probabilities

viterbi.msm()

Calculate the probabilities of underlying states and the most likely path through them

phasemeans.msm()

Parameters of phase-type models in mixture form

plot(<msm>)

Plots of multi-state models

print(<msm>) printnew.msm()

Print a fitted msm model object

printold.msm()

Print a fitted msm model object

summary(<msm>)

Summarise a fitted multi-state model

msm.form.qoutput() msm.form.eoutput()

Extract msm model parameter estimates in compact format

Tidy model outputs

tidy(<msm>)

Tidy the parameter estimates from an msm model

tidy(<msm.est>)

Tidy the output of pmatrix.msm and similar functions

tidy(<msm.estbystate>)

Tidy the output of totlos.msm and similar functions

tidy(<msm.prevalence>)

Tidy the output of prevalence.msm

Model checking and comparison

prevalence.msm()

Tables of observed and expected prevalences

plot(<prevalence.msm>)

Plot of observed and expected prevalences

plot(<survfit.msm>)

Plot empirical and fitted survival curves

plotprog.msm()

Kaplan Meier estimates of incidence

logLik(<msm>)

Extract model log-likelihood

lrtest.msm()

Likelihood ratio test

pearson.msm()

Pearson-type goodness-of-fit test

draic.msm() drlcv.msm()

Criteria for comparing two multi-state models with nested state spaces

scoreresid.msm()

Score residuals

surface.msm() contour(<msm>) persp(<msm>) image(<msm>)

Explore the likelihood surface

Simulation of data

sim.msm()

Simulate one individual trajectory from a continuous-time Markov model

simmulti.msm()

Simulate multiple trajectories from a multi-state Markov model with arbitrary observation times

simfitted.msm()

Simulate from a Markov model fitted using msm

Probability distributions

dpexp() ppexp() qpexp() rpexp()

Exponential distribution with piecewise-constant rate

dtnorm() ptnorm() qtnorm() rtnorm()

Truncated Normal distribution

d2phase() p2phase() q2phase() r2phase() h2phase()

Coxian phase-type distribution with two phases

dmenorm() pmenorm() qmenorm() rmenorm() dmeunif() pmeunif() qmeunif() rmeunif()

Measurement error distributions

qgeneric()

Generic function to find quantiles of a distribution

Datasets

cav

Heart transplant monitoring data

psor

Psoriatic arthritis data

aneur

Aortic aneurysm progression data

bos bos3 bos4

Bronchiolitis obliterans syndrome after lung transplants

fev

FEV1 measurements from lung transplant recipients

Miscellaneous utilities

deltamethod()

The delta method

MatrixExp()

Matrix exponential

model.frame(<msm>) model.matrix(<msm>)

Extract original data from msm objects.

recreate.olddata()

Convert data stored in msm object to old format

transient.msm() absorbing.msm()

Transient and absorbing states

hmodel2list()

Convert a hmodel object to HMM constructor function calls

Package internals (advanced)

msm.object

Fitted msm model objects

cmodel.object

Developer documentation: censoring model object

qmodel.object

Developer documentation: transition model structure object

qcmodel.object

Developer documentation: model for covariates on transition intensities

emodel.object

Developer documentation: misclassification model structure object

ecmodel.object

Developer documentation: model for covariates on misclassification probabilities

hmodel.object

Developer documentation: hidden Markov model structure object

paramdata.object

Developer documentation: internal msm parameters object

updatepars.msm()

Update the maximum likelihood estimates in a fitted model object.

Package overview

msm-package

Multi-State Markov and Hidden Markov Models in Continuous Time