Package: dsmmR 1.0.6

dsmmR: Estimation and Simulation of Drifting Semi-Markov Models

Performs parametric and non-parametric estimation and simulation of drifting semi-Markov processes. The definition of parametric and non-parametric model specifications is also possible. Furthermore, three different types of drifting semi-Markov models are considered. These models differ in the number of transition matrices and sojourn time distributions used for the computation of a number of semi-Markov kernels, which in turn characterize the drifting semi-Markov kernel. For the parametric model estimation and specification, several discrete distributions are considered for the sojourn times: Uniform, Poisson, Geometric, Discrete Weibull and Negative Binomial. The non-parametric model specification makes no assumptions about the shape of the sojourn time distributions. Semi-Markov models are described in: Barbu, V.S., Limnios, N. (2008) <doi:10.1007/978-0-387-73173-5>. Drifting Markov models are described in: Vergne, N. (2008) <doi:10.2202/1544-6115.1326>. Reliability indicators of Drifting Markov models are described in: Barbu, V. S., Vergne, N. (2019) <doi:10.1007/s11009-018-9682-8>. We acknowledge the DATALAB Project <https://lmrs-num.math.cnrs.fr/projet-datalab.html> (financed by the European Union with the European Regional Development fund (ERDF) and by the Normandy Region) and the HSMM-INCA Project (financed by the French Agence Nationale de la Recherche (ANR) under grant ANR-21-CE40-0005).

Authors:Vlad Stefan Barbu [aut], Ioannis Mavrogiannis [aut, cre], Nicolas Vergne [aut]

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dsmmR.pdf |dsmmR.html
dsmmR/json (API)
NEWS

# Install 'dsmmR' in R:
install.packages('dsmmR', repos = c('https://mavrogiannis-ioannis.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/mavrogiannis-ioannis/dsmmr/issues

Datasets:

On CRAN:

10 exports 1.40 score 3 dependencies 7 scripts 245 downloads

Last updated 1 months agofrom:13ec4afcb3. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 06 2024
R-4.5-winOKSep 06 2024
R-4.5-linuxOKSep 06 2024
R-4.4-winOKSep 06 2024
R-4.4-macOKSep 06 2024
R-4.3-winOKSep 06 2024
R-4.3-macOKSep 06 2024

Exports:create_sequencefit_dsmmget_kernelis.dsmmis.dsmm_fit_nonparametricis.dsmm_fit_parametricis.dsmm_nonparametricis.dsmm_parametricnonparametric_dsmmparametric_dsmm

Dependencies:DiscreteWeibullRsolnptruncnorm