Isaac SAGAON TEYSSIER
2010-Sep-08 11:20 UTC
[R] programming continuous-time markov model likelihood
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 [[alternative HTML version deleted]]