[R] Continuous-lag Markov chains?

Chris Jackson chris.jackson at imperial.ac.uk
Fri Jun 11 13:21:19 CEST 2004

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 


Christopher Jackson <chris.jackson at imperial.ac.uk>, 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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