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#############################################################################
# Copyright (c) 2018 Giorgio A. Spedicato
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, write to the
# Free Software Foundation, Inc.,
# 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA
#
#############################################################################
###
### markov chain related functions
###
# TODO: Add comment
#
# Author: Giorgio Alfredo Spedicato
###############################################################################
#functions to convert a lifetable toward a MarkovChainList
.qxToMc<-function(qx, age)
{
statesNames=c("alive","death")
matr=matrix(rep(0,4),nrow = 2);dimnames(matr) <- list(statesNames,statesNames)
matr[1,1]=1-qx
matr[1,2]=qx
matr[2,1]=0
matr[2,2]=1
outMc<-new("markovchain",transitionMatrix=matr,name=age)
invisible(outMc)
}
setAs("lifetable","markovchainList",
function(from)
{
outChains<-list()
ages<-seq(0,getOmega(from),1)
for(i in ages)
{
ageMc<-.qxToMc(qx=qxt(from,i,1),age=as.character(i))
outChains[[length(outChains)+1]]<-ageMc
}
out<-new("markovchainList",markovchains=outChains,name=from@name)
invisible(out)
}
)
#function to convert a mdt to a markovchain list
.qxdToMc<-function(qx,age)
{
statesNames=c("alive",names(qx))
matr<-matrix(0,ncol=length(statesNames), nrow=length(statesNames)) #preallocate matrix
colnames(matr)<-statesNames
rownames(matr)<-statesNames
diag(matr)<-1 #set states other than alive as absorbing
matr[1,1]<-1-sum(qx)
for(j in 1:length(qx)) matr[1,j+1]<-as.numeric(qx[j])
outMc<-new("markovchain",transitionMatrix=matr,name=as.character(age))
invisible(outMc)
}
setAs("mdt","markovchainList",
function(from)
{
outChains<-list()
ages<-seq(0,getOmega(from),1)
pureDecrements<-from@table[,getDecrements(from)]
for(i in ages)
{
qx<-pureDecrements[i+1,]/from@table$lx[i+1]
names(qx)<-getDecrements(from)
ageMc<-.qxdToMc(qx=qx,age=as.character(i))
outChains[[length(outChains)+1]]<-ageMc
}
out<-new("markovchainList",markovchains=outChains,name=from@name)
invisible(out)
}
)
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