# Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data

## Documentation for package ‘ctmcd’ version 1.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

ctmcd-package | Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data
ciEMBS | Wald Confidence Interval
ciEMSdR | Wald Confidence Interval
ciGS | Equal Tailed Credibility Interval
ctmcd | Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data
ctmcdlogLik | Discrete-Time Data Log-Likelihood Function
expmMC | Matrix Exponential Function
gm | Generator Matrix Estimation
gm.default | Generator Matrix Estimation
gmci | Confidence / Credibility Intervals for Generator Matrix Objects
gmci.default | Confidence / Credibility Intervals for Generator Matrix Objects
gmDA | Diagonal Adjustment
gmEM | Expectation-Maximization Algorithm
gmGS | Gibbs Sampler
gmQO | Quasi-Optimization
gmWA | Weighted Adjustment
plot.gm | Plot Function for Generator Matrix Estimation Objects
plot.gmci | Plot Function for Generator Matrix Confidence / Credibility Interval Objects
plotM | Matrix Plot Function
print.gm | Print Method for Generator Matrix Estimation Objects
print.gmci | Print Method for Generator Matrix Confidence / Credibility Interval Objects
rNijTRiT_ModRej | C++ Based Modified Rejection Sampling
rNijTRiT_Unif | C++ Based Uniformization Sampling
summary.gm | Extended Output for Generator Matrix Estimate Objects
tm_abs | Single Year Corporate Credit Rating Transititions