Empirical Transition Matrix of Multi-State Models: The etm Package

The third paper in the special issue of Journal of Statistical Software is by Arthir Allignol, Martin Schumacher and Jan Beyersmann and concerns the etm package. etm has been mentioned here before. It's a fairly straightforward package that computes the Aalen-Johansen estimator of the transition probabilities (and their standard errors) for general right-censored and left-truncated Markov models. mstate also has the same functionality (but also allows Cox regression). The niche of etm is that if only the Aalen-Johansen estimator is required it provides a faster implementation than mstate since etm incorporates C code, whereas mstate does most of its computation in R only.