Simulation and Estimation of Multi-State Discrete-Time Semi-Markov and Markov Models


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Documentation for package ‘SMM’ version 1.0.2

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SMM-package SMM : Semi-Markov and Markov Models
AIC_Mk AIC (Markov model)
AIC_SM AIC (semi-Markov model)
BIC_Mk BIC (Markov model)
BIC_SM BIC (semi-Markov model)
estimMk Estimation of a k-th order Markov chain
estimSM Estimation of a semi-Markov chain
InitialLawMk Estimation of the initial law (Markov model)
InitialLawSM Estimation of the initial law (semi-Markov model)
LoglikelihoodMk Loglikelihood (Markov model)
LoglikelihoodSM Loglikelihood (semi-Markov model)
simulMk Simulation of a k-th order Markov chain
simulSM Simulation of a semi-Markov chain
SMM SMM : Semi-Markov and Markov Models