BDsummaryStats: Get summary statistics for EM Algorithm on Linear Birth-Death...
In DOBAD: Analysis of Discretely Observed Linear Birth-and-Death(-and-Immigration) Markov Chains

Description Usage Arguments Details Value Author(s) See Also

When passed in a birth-death markov chain, this extracts the summary statistics that are needed for computing the MLE (if immigration is a fixed known constant multiple of birth).

That is, BDsummaryStats returns the counts of the total number of jumps up, the total number of jumps down, and the total holding/waiting time (

∑_i d(i)*i

, where d(i) is time spent in state i).

BDsummaryStats.PO does something similar, but for a partially observed process.

NijBD takes a BD CTMC and calculates the number of jumps up and the number of jumps down.

waitTimes takes a CTMC and calculates the waiting time.

BDsummaryStats(sim)
BDsummaryStats.PO(dat)
NijBD(BDhist)
NijBD.CTMC_many(BDhists)
waitTimes(stateHist, timeHist, T)

`sim`	A fully observed BDMC (or list with $states, $times, $T), or a BDMC_many.
`dat`	Partially observed CTMC (list with $states, $times, $T), no "BD" restrictions on the structure of the chain.
`BDhist`	States of a BDMC; can be either a vector of states (each differing from its predecessor by 1) or a BDMC in list or class form.
`BDhists`	CTMC_many object
`stateHist`	Vector of states (integers). Corresponds to timeHist.
`timeHist`	Vector of times (reals). Corresponds to stateHist, i.e. stateHist[i] is the state at and after timeHist[i].
`T`	Total time the chain was observed for.

Assume we have a linear-birth-death process X_t with birth parameter lambda, death parameter mu, and immigration parameter beta*lambda (for some known, real beta). We observe the process at a finite set of times over a time interval [0,T].

If the process is fully observed then to calculate the MLEs, we need the number of jumps up, down, and the total holding time. BDsummaryStats takes a BD CTMC and returns these three values, in a vector, with the names "Nplus" and "Nminus" for the number of jumps up and number of jumps down, respectively, and the name "Holdtime" for the total holding time.

If the process is not fully observed, then these statistics aren't known. (The EM algorithm is essentially trying to get a best-guess of these statistics). BDsummaryStats.PO returns, rather, a very naive guess. It pretends that the process is essentially fully observed and computes the statistics from that. Note it's not the same as calling BDsummaryStats since a BD process has stipulations on its format that a partially observed BD process doesn't. The values are returned with the same naming convention as BDsummaryStats.

NijBD takes the list of states of a BD CTMC, and returns a 2x(n+1) matrix, where n is the maximum state the chain visits. NijBD(arg)[1,k] is the number of jumps down from state k-1, and NijBD(arg)[2,k] is the number of jumps up from state k-1.

waitTimes takes any fully observed CTMC and returns a numeric vector of length n+1 where the maximum state passed in is n. The ith entry is the waiting time in the i-1st state. So seq(0, to=n, by=1) %*% waitTimes gives the total holding time.

See details

Charles Doss

BDMC-class

DOBAD documentation built on May 2, 2019, 3:04 a.m.