mmpp-2nd-level-functions: Markov Modulated Poisson Process - 2nd Level Functions

Description Usage Arguments Details References

Description

These functions have not been put into a generic format, but are called by generic functions.

Usage

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forwardback.mmpp(tau, Q, delta, lambda, fortran = TRUE, fwd.only = FALSE)
Estep.mmpp(tau, Q, delta, lambda, fortran = TRUE)

Arguments

tau

vector containing the interevent times. Note that the first event is at time zero.

Q

the infinitesimal generator matrix of the Markov process.

lambda

a vector containing the Poisson rates.

delta

is the marginal probability distribution of the m hidden states at time zero.

fortran

logical, if TRUE (default) use the Fortran code, else use the R code.

fwd.only

logical, if FALSE (default) calculate both forward and backward probabilities; else calculate and return only forward probabilities and log-likelihood.

Details

These functions use the algorithm given by Ryden (1996) based on eigenvalue decompositions.

References

Cited references are listed on the HiddenMarkov manual page.


HiddenMarkov documentation built on April 27, 2021, 5:06 p.m.