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. |