Simulation, Estimation and Reliability of Semi-Markov Models

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Documentation for package ‘smmR’ version 1.0.5

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

smmR-package	smmR : Semi-Markov Models, Markov Models and Reliability
.failureRateBMP	BMP-Failure Rate Function
availability	Availability Function
convolution	Discrete-time convolution product of f and g (See definition 2.2 p. 20)
failureRate	Failure Rate Function
fitmm	Maximum Likelihood Estimation (MLE) of a k-th order Markov chain
fitsmm	Maximum Likelihood Estimation (MLE) of a semi-Markov chain
get.f	Method to get the conditional sojourn time distribution f
get.H	Function to compute the value of the sojourn time cumulative distribution H
get.Kpar	Method to get the number of parameters of a Markov or semi-Markov chain
get.limitDistribution	Method to get the limit (stationary) distribution
get.Niuj	Function giving the value of the counting process Niuj used in the estimation of the kernel and the transition matrix of censored and non-parametric semi-markov chains (cf. article Exact MLE and asymptotic properties for nonparametric semi-Markov models)
get.P	Method to compute the value of P
get.psi	Function to compute the value of the matrix-valued function psi
get.Py	Method to compute the value of P_{Y}
get.qy	Method to get the semi-Markov kernel q_{Y}
get.stationaryDistribution	Method to get the stationary distribution
getKernel	Method to get the semi-Markov kernel q
getProcesses	Function to compute processes based on a list of sequences
is.mm	Function to check if an object is of class 'mm'
is.mmfit	Function to check if an object is of class 'mmfit'
is.smm	Function to check if an object is of class 'smm'
is.smmfit	Function to check if an object is of class 'smmfit'
is.smmnonparametric	Function to check if an object is of class 'smmnonparametric'
is.smmparametric	Function to check if an object is of class 'smmparametric'
maintainability	Maintainability Function
matrixConvolution	Discrete-time matrix convolution product (See definition 3.5 p. 48)
meanRecurrenceTimes	Method to get the mean recurrence times mu
meanSojournTimes	Mean Sojourn Times Function
mm	Markov model specification
mttf	Mean Time To Failure (MTTF) Function
mttr	Mean Time To Repair (MTTR) Function
plot.smm	Plot function for an object of class smm
plot.smmfit	Plot function for an object of class smmfit
reliability	Reliability Function
setSeed	Set the RNG Seed from within Rcpp
simulate.mm	Simulates k-th order Markov chains
simulate.mmfit	Simulates Markov chains
simulate.smm	Simulates semi-Markov chains
simulate.smmfit	Simulates semi-Markov chains
smmnonparametric	Non-parametric semi-Markov model specification
smmparametric	Parametric semi-Markov model specification
smmR	smmR : Semi-Markov Models, Markov Models and Reliability