ChapKolm_fwd_smooth {icmstate} | R Documentation |
Chapman-Kolmogorov functions
Description
Functions which can be used to solver the Chapman-Kolmogorov equations. The functions are in the form as expected by deSolve:ode().
Usage
ChapKolm_fwd_smooth(t, state, parms, fix_pars, subject)
Arguments
t |
Time at which the derivative is required |
state |
Values for the state in which the system resides at time t (current "estimate" of transition matrix P). Must be a vector of length n_states * n_states containing the stacked columns of P: c(P_11, P_21, ... P_(n_states 1), P_12, ..., P_(n_states n_states)). |
parms |
Parameters to derive the derivative. For P-splines, this is a list of coefficients, with each list entry (corresponding to a transition number) containing a vector of n_splines coefficients. |
fix_pars |
A list of fixed parameters in the EM procedure |
subject |
A subject identifier for risk-adjustment |
Value
Returns the derivative of the transition probability matrix P(s,t) with respect to time (forward: t, backward: s) as a list.