Dear all,
I need to estimate intensity and probability matrices by the continuous-time
markov model... in a first time I used "msm" and it works perfectly.
Nevertheless, I have to do other estimations that need programming the
likelihood. Is it possible to see somewhere the likelihood used in the msm
package? I have readen the papers about likelihood estimation of continuous-time
markov models but and I tried to write the program but it does not work.
Thank you very much
Luis SAGAON TEYSSIER
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