Time Dependent Arma Markov

[RobertASmith]

Hi Sam,

I needed to run a time dependent Markov model- so adapted your code from Aramamarkov.

I have included the C++ code and some tests on the code which I have used in my own package here: https://github.com/RobertASmith/darkpeak, hoping that this may be useful to others through SpeedyMarkov.

I have not included Roxygen comments etc as I am not sure how you want to refer to this function (if at all). Still fairly new to packages in R so not sure how best to do this.

Cheers,

Rob

[seabbs]

Hi Robert,

This looks really nice - thanks for contributing back! Unfortunately I am a bit stretched at the moment due to the day job working on Covid but will get on this asap.

Had a look at your package and it looks great.

Not sure what the direction of travel is for SpeedyMarkov (i.e if it should become something that gets used or if it should be more of an example). Be interested if you have any thoughts.

Sam

[RobertASmith]

Cheers for looking at this, didn't expect such a quick response! I'm starting a COVID project on Monday, so trying to smash through jobs I've put off.

Would be good to discuss health economics stats programming when things quieten down. Been working with a colleague to build some useful tools for HTA in R, but we would like to get a group together and apply for funding to validate packages & provide a 'stamp of approval' for the industry.

Not sure on SpeedyMarkov in particular, there certainly needs to be a repo for useful functions for health economic evaluation - if its a case of building on SpeedyMarkov or integrating it into another package then either seems fine. If it stays then you need a better hexSticker :) Maybe this: