mmpp_event_state {ppdiag} | R Documentation |
Estimate the latent state for events of an MMPP
Description
Given a MMPP object and events from that MMPP, infer the most likely state of the Markov Process at each event time, along with the probability of being in the active state.
Usage
mmpp_event_state(params = list(lambda0, c, Q), events, start = 0)
Arguments
params |
the parameters of the chosen MMPP |
events |
the event times |
start |
the start of observation |
Value
probability of being in state 1 (active state) at each event, along with most likely state
Examples
Q <- matrix(c(-0.4, 0.4, 0.2, -0.2), ncol = 2, byrow = TRUE)
mmpp_obj <- pp_mmpp(Q,
delta = c(1 / 3, 2 / 3), lambda0 = 0.9,
c = 1.1
)
## evaluate at some fake event times
ppdiag:::mmpp_event_state(params = mmpp_obj, events = c(1, 2, 3, 5))
[Package ppdiag version 0.1.1 Index]