Re: [R] Continuous-lag Markov chains?

[Chris Jackson]

Monica Palaseanu-Lovejoy wrote:
Hi again,
I am wondering if there is any R package which does continuous-
lag Markov chains modelling? I discovered MCMCpack but i am not 
sure it does continuous-lags.

 

MCMCpack fits Bayesian models using Markov Chain Monte Carlo
simulation, which is a very different thing to fitting Markov chain models
to data! 

You might be interested in my msm package on CRAN, which fits continuous
time Markov models to either fully-observed trajectories or 
interval-censored
data.

Chris
--
Christopher Jackson <[EMAIL PROTECTED]>, Research Associate,
Department of Epidemiology and Public Health, Imperial College
School of Medicine, Norfolk Place, London W2 1PG, tel. 020 759 43371
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