nhm: Non-Homogeneous Markov and Hidden Markov Multistate Models
Andrew Titman · 2019
Fits non-homogeneous Markov multistate models and misclassification-type hidden Markov models in continuous time to intermittently observed data. Implements the methods in Titman (2011) . Uses direct numerical solution of the Kolmogorov forward equations to calculate the transition probabilities.