evalstep: Sample from a markov chain multi state model with exactly...

In icmstate: Interval Censored Multi-State Models

Sample from a markov chain multi state model with exactly observed transition times

Description

Given a markov chain multi state model with exactly observed transition times, sample from this chain at the observation times, giving interval censored observations (panel data).

Usage

evalstep(time, stepf, newtime, subst = -Inf, to.data.frame = FALSE)

Arguments

time	Times at which a transition occurs
stepf	States at which the chain is in at times
newtime	Observation times of the chain, to create observed states
subst	State to return if observation time is before first transition time. Default = -Inf.
to.data.frame	Should the result be returned as a data.frame?

Value

A numeric vector or data.frame (if to.data.frame = TRUE) containing either the observed states or the named columns newtime and res, representing the observation times and observed states.

Author(s)

Hein Putter

Examples

obs_states <- evalstep(time = seq(0, 20, 2), stepf = sample(1:9, 11, replace = TRUE),
                newtime = c(-1, 1, 7, 9, 19))
obs_states

icmstate documentation built on April 3, 2025, 8:06 p.m.