Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data

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Documentation for package ‘ctmcd’ version 1.4.4

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

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ctmcd-package	Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data
ciEMBS	Confidence / Credibility Intervals for Generator Matrix Objects
ciEMDM	Confidence / Credibility Intervals for Generator Matrix Objects
ciEMoFI	Confidence / Credibility Intervals for Generator Matrix Objects
ciEMSdR	Confidence / Credibility Intervals for Generator Matrix Objects
ciGS	Confidence / Credibility Intervals for Generator Matrix Objects
ctmcd	Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data
ctmcdlogLik	Discrete-Time Data Log-Likelihood Function
gm	Generator Matrix Estimation
gm.default	Generator Matrix Estimation
gmci	Confidence / Credibility Intervals for Generator Matrix Objects
gmci.default	Confidence / Credibility Intervals for Generator Matrix Objects
gmDA	Diagonal Adjustment
gmEM	Expectation-Maximization Algorithm
gmGS	Gibbs Sampler
gmQO	Quasi-Optimization
gmWA	Weighted Adjustment
plot.gm	Plot Function for Generator Matrix Estimation Objects
plot.gmci	Plot Function for Generator Matrix Confidence / Credibility Interval Objects
plotM	Matrix Plot Function
print.gm	Print Method for Generator Matrix Estimation Objects
print.gmci	Print Method for Generator Matrix Confidence / Credibility Interval Objects
rNijTRiT_ModRej	C++ Based Modified Rejection Sampling
rNijTRiT_Unif	C++ Based Uniformization Sampling
summary.gm	Extended Output for Generator Matrix Estimate Objects
tmci	Delta Method Confidence Intervals for Matrix Exponential Transformations of Generator Matrix Objects
tm_abs	Single Year Corporate Credit Rating Transititions