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[ Källkod: r-cran-ctmcd  ]

Paket: r-cran-ctmcd (1.4.1-2)

GNU R estimating the parameters of a continuous-time Markov chain from

This GNU R package provides estimating the parameters of a continuous- time Markov chain from Discrete-Time Data Functions for estimating Markov generator matrices from discrete-time observations. The implemented approaches comprise diagonal adjustment, weighted adjustment and quasi-optimization of matrix logarithm based candidate solutions, an expectation-maximization algorithm as well as a Gibbs sampler.

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    Easy Handling Discrete Time Markov Chains
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    convert R markdown documents into a variety of formats

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amd64 649,1 kbyte1382 kbyte [filförteckning]