Latent Continuous Time Markov Chains


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Documentation for package ‘cthmm’ version 1.0

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construct.emission.setup Get an emission distribution design setup object
construct.init.setup Get an initial distribution design setup object
construct.rates.setup Get a rate matrix design setup object
diff_theta_beta_array diff_theta_beta_array get an array that corresponds to diff_theta_beta for each individual in the dataset The "theta" params are the natural parameters encoding the rate, initial distribution, and emission matrices. The "beta"params are paramters in the linear predictors that relate to the natural parameters.
E.step.emission.init.all E step for emission and initial distributions
element.indices Get the score element indices
EM EM
emission_hessian_louis emission_hessian_louis Get the complete data hessian matrix for emission parameters
emission_score_louis emission_score_louis Get the score matrix rate parameters
get.covariate.array Get the covariate arrays
get.deriv.array Get deriv arrays based on the non-fixed parameters
get.emission.matrix.list Individual Emission Matrices
get.init.matrix.list Individual Initial Distributions
get.rate.matrix.list Individual Rate Matrices
get.suff.stat.table get.suff.stat.table
get_covariance Covariance estimate for latent CTMC parameters
get_M1_M2 get_M1_M2 get the list with first and second moments of complete data sufficient statistics for an individual, using the recursive smoothing method.
get_M1_M2_list get_M1_M2_list Get a list of first and second moments for each subject
get_variance Get the information matrix for the parameter esitmates from the CTMC HMM model Note: does not actually provide the variance: you need to get the inverse (or pseudo-inverse) to get the variance.
hazard_times Latent CTMC hazard functions
init_hessian_louis Get the complete data hessian matrix for initial dist parameters
init_score_louis init_score_louis Get the inital dist scores
louis_decomp_score_sq Louis decomposition score component
louis_information Get the information matrix using the Louis decomposition method.
outerproduct Outerproduct
phase.hazard Hazard of reaching absorbing state
phase.surv Survivial in phase type model
rate_hessian_louis rate_hessian_louis Get the complete data hessian matrix for rate parameters
rate_score_louis rate_score_louis Get the score matrix rate parameters
se.dist.times Subdistribution Standard Errors
se.haz.times Hazard Standard Errors
sub_dist_times Latent CTMC subdistribution functions
s_1 Get s matrix for first moments of complete data sufficient statistics for an individual
s_1_di s function for s_k(x_k,x_k+1)[1:num.times,stat[l]], if the type of stat [l] is d_i
s_1_Ni s function for transitions s_k(x_k,x_k+1)[1:num.times,stat[l]], if the type of stat [l] is Ni
s_1_nij s function for s_k(x_k,x_k+1)[1:num.times,stat[l]], if the type of stat [l] is n_ij
s_1_oij s function for transitions s_k(x_k,x_k+1)[1:num.times,stat[l]], if the type of stat [l] is o_ij
s_1_zi s function for transitions s_k(x_k,x_k+1)[1:num.times,stat[l]], if the type of stat [l] is Z_i
t1_1 Get t1 for first moments of complete data sufficient statistics for an inidvidual
t1_1_di Get first moment t1 for di
t1_1_Ni Get first moment t1 for Ni
t1_1_nij Get first moment t1 for nij
t1_1_oij Get first moment t1 for oij
t1_1_zi Get first moment t1 for zi
update.emission.params Performs Newton Raphson to get MLE for emission parameters.
update.init.params Performs Newton Raphson to get MLE for initial dist parameters.
update.rate.params Performs Newton Raphson to get MLE for rate parameters.