GNU R Multi-state Markov and hidden Markov models in continuous time

 Functions for fitting general continuous-time Markov and hidden Markov
 multi-state models to longitudinal data. Both Markov transition rates and the
 hidden Markov output process can be modelled in terms of covariates. A variety
 of observation schemes are supported, including processes observed at arbitrary
 times, completely-observed processes, and censored states.