Description Usage Arguments Details References
These functions have not been put into a generic format, but are called by generic functions.
1 2 | forwardback.mmpp(tau, Q, delta, lambda, fortran = TRUE, fwd.only = FALSE)
Estep.mmpp(tau, Q, delta, lambda, fortran = TRUE)
|
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 |
fwd.only |
logical, if |
These functions use the algorithm given by Ryden (1996) based on eigenvalue decompositions.
Cited references are listed on the HiddenMarkov manual page.
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