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Version 1.8 (in development)

  • Subject-level weights supported for likelihood calculation with new msm() argument subject.weights.

  • Tidying methods added for msm objects and most of msm’s output functions (prevalence.msm, qmatrix.msm and related functions, and totlos.msm and related functions). These methods convert the output to a tidy data frame (tibble), in the manner of the broom package.

    To use these methods, just call tidy(x), where x is the result of calling, e.g. msm, prevalence.msm, or qmatrix.msm.

    Hence the msm package now imports the generics and tibble packages.

  • ppass.msm now supports pci models and other time-inhomogeneous models. Thanks to Jon Fintzi for working on this.

  • New function hmodel2list to extract HMM constructor function calls from fitted HMMs. Thanks to Will Hulme for working on this.

  • Objects returned by totlos.msm, efpt.msm and envisits.msm now have class "msm.estbystate"

  • Objects returned by prevalence.msm now have class "msm.prevalence"

  • Fix of bugs for models containing a covariate named "baseline" or "Baseline".

Version 1.7.1 (2023-11-23)

CRAN release: 2023-11-23

  • Fix of a bug in the Viterbi algorithm for the calculation of the fitted state at the initial time for each subject.

  • Bug fix for pmatrix.piecewise.msm given just intensity matrices instead of a fitted model.

  • Auto-generated initial values set to a small positive number rather than zero when there are no observed data for a particular permitted transition. This fixes consistency checks (e.g. for qconstraint) in this situation.

  • Fix when covariates come into the data as one-column matrices instead of vectors.

  • Modernised to use roxygen, and pkgdown website created at

  • Some internal functions (e.g. deriv.msm) that clash with base S3 generics renamed

Version 1.7 (2022-11-27)

CRAN release: 2022-11-28

  • rpexp is now more efficient. Thanks to Mark Clements. Note that the values simulated by rpexp, sim.msm and simmulti.msm for a specific seed will now be different in models where the intensities are piecewise constant.

  • Bug fix: in HMMs with partially known initial states specified through obstrue and censor, initprobs is now accounted for.

  • Bug fix for bootstrapping with character subject IDs.

  • crudeinits.msm handled when state is a factor.

  • Fix for hranges on multiple parameters.

  • obstrue handled in forward-backward algorithm (viterbi.msm).

Version 1.6.9

CRAN release: 2021-09-27

  • … and earlier versions: see inst/NEWS in the source for changes.