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msm version 0.5 released

1 message · Chris Jackson

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A major update of the "msm" package for continuous-time Markov and
hidden Markov multi-state models is now available from CRAN.

Hidden Markov models with general, continuous response distributions are
now supported.  These models are used for Markov processes which can
only be observed through the value of some noisy marker.

Censored states are now supported at any observation time.  The
observation scheme is also allowed to be different for each observation,
for example, process snapshot / fully-observed histories /
partially-observed histories such as death times.

Users upgrading from previous versions of msm should note that
some of the syntax for specifying models has changed.  In particular,
initial values are now specified in the "qmatrix" and "covinits"
arguments instead of the inits argument, so that "qmatrix" is no longer
a matrix of 0/1 indicators.

As always, refer to the user guide "msm-manual.pdf" in the "doc"
subdirectory for a full description of the methodology, and worked
examples in the use of the package.  See the appendix for a full
list of the syntax changes, and the NEWS file in the top-level
installation directory for a full list of the changes in this release.