Package: ctmcd
Type: Package
Title: Estimating the Parameters of a Continuous-Time Markov Chain from
        Discrete-Time Data
Version: 0.9
Date: 2016-08-08
Author: Marius Pfeuffer
Maintainer: Marius Pfeuffer <marius.pfeuffer@fau.de>
Description: 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.
License: GPL-3
Imports: Rcpp (>= 0.12.6), expm, numDeriv
Suggests: knitr, rmarkdown
LinkingTo: Rcpp, RcppArmadillo
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2016-08-13 13:41:55 UTC; Stefan
Repository: CRAN
Date/Publication: 2016-08-16 19:47:33
