Introduction | Data: RLMSlong | Data: PSIDlong | Data: data_criminal_sim | Data: NLSYlong | Prepare and explore data | Building a formula | Latent Markov models for categorical responses | Markov chain models with constrained transition probabilities | Latent Markov model for continuous outcomes | Mixed Latent Markov model | Search for the global maximum of the log-likelihood | Local and global decoding | Bootstrapping | Draw samples