-known states</h2>
<p>If a state is unknown at a particular time, <code>msm</code> can compute the likelihood as a <em>sum over the potential values</em> of the likelihood given the unknown state.</p>
<p>Replace the <code>NA</code> values in the data for the unknown state with a code (99, say), and use the following syntax to fit the model while telling <code>msm</code> what states this code can represent:</p>
<pre><code>msm(..., 
censor = 99,   # code that you gave in the data for the unknown state
censor.