Result for 160EFF00EED407931AA4A7B9A9ED9B1C7AFBB238

Query result

Key Value
FileName./usr/lib64/R/library/msm/html/plot.survfit.msm.html
FileSize4825
MD5A1400A32E522867E0394A54CE548E8AE
SHA-1160EFF00EED407931AA4A7B9A9ED9B1C7AFBB238
SHA-2561E0F2934B8BD7E170C31E4BD61C6AADF6EB8874018676591F464BB64D1FCAB5F
SSDEEP96:YemsT/V/Me2sJ0LSUv909MoqH6NjnaZAdIlpirJl/dJFZugUsEQlZkx4:ZmsT/VUXs++UKMoqHUb7dqpmLXLUsTlF
TLSHT1FAA1640192C6037B742152CDAF1C3DEA27DE426847A224847D0F6F7ED7819AE811D35D
hashlookup:parent-total6
hashlookup:trust80

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Parents (Total: 6)

The searched file hash is included in 6 parent files which include package known and seen by metalookup. A sample is included below:

Key Value
MD54489ADFCCB3404C627C1EF578BA214A6
PackageArchppc64
PackageDescriptionFunctions 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.
PackageMaintainerKoji
PackageNameR-msm
PackageRelease3.fc15
PackageVersion0.9.5
SHA-1025FD15C226BD53B5BE01C68DDD7804BA3BCB79E
SHA-256F40B859EB3813710CBC6ADA3EAAB5DBDD0EF8BA603D35F08575AA9CBEB7E9E8C
Key Value
MD5174E60266B811BE1282E754B5859EEE3
PackageArchppc
PackageDescriptionFunctions 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.
PackageMaintainerKoji
PackageNameR-msm
PackageRelease3.fc15
PackageVersion0.9.5
SHA-113961E5A167EF10AA8CA29D991445C7BAB79EE36
SHA-256389B484CA0391FE07D57CA667FF24045748BF4D6826C8B2D671423AE2E2D67A6
Key Value
MD569B38ED80279F8962CECCC07553EA406
PackageArchppc64
PackageDescriptionFunctions 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.
PackageMaintainerKoji
PackageNameR-msm
PackageRelease3.fc15
PackageVersion0.9.5
SHA-151832FE3BA4A06DB4A9F4CB2E2BA22B272F40BB7
SHA-256BF41A9FA6DC0AD7159968E6C99993EB3E7A450D6E3918FA41A532E6D7EF2EB09
Key Value
MD5CF1C7CA6ADB2206F10335A9035B214C3
PackageArchs390
PackageDescriptionFunctions 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.
PackageMaintainerFedora Project
PackageNameR-msm
PackageRelease3.fc15
PackageVersion0.9.5
SHA-1899F771E8D62486FAA4808C88EAB2B988A4B75CD
SHA-256D2B36E6170685A2F56D1ACC740B90BE964901561DF28F9BA5B1E5008DFAC35FF
Key Value
MD51E0CBA8A32749A6C08DB8846D78DC2EE
PackageArchppc
PackageDescriptionFunctions 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.
PackageMaintainerKoji
PackageNameR-msm
PackageRelease3.fc15
PackageVersion0.9.5
SHA-1F58F8BEE5D6417DB4D5795AC04720C41115B53F6
SHA-256EA548C6A776E8923F214F5F2CF0BA932839268F21CFCA3509192933E5C56ED04
Key Value
MD53965084D465064F02B56E2D8E479AD70
PackageArchs390x
PackageDescriptionFunctions 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.
PackageMaintainerFedora Project
PackageNameR-msm
PackageRelease3.fc15
PackageVersion0.9.5
SHA-1BE4D9C95883B5CEA924467AA5BEC6FDA0BCE8B8E
SHA-256D74AF22406830A52B3DD676C9415E9202595113221BB1C7E6C14D7577B3574A8