Functions for fitting continuous-time Markov and hidden Markov multi-state
models to longitudinal data. Designed for processes observed at arbitrary times
in continuous time (panel data) but some other observation schemes are
supported. Both Markov transition rates and the hidden Markov output process can
be modelled in terms of covariates, which may be constant or piecewise-constant
in time.

See also: https://github.com/chjackson/msm