crudeinits.msm | R Documentation |
Calculates crude initial values for transition intensities by assuming that the data represent the exact transition times of the Markov process.
crudeinits.msm(
formula,
subject,
qmatrix,
data = NULL,
censor = NULL,
censor.states = NULL
)
formula |
A formula giving the vectors containing the observed states and the corresponding observation times. For example,
Observed states should be in the set |
subject |
Vector of subject identification numbers for the data
specified by |
qmatrix |
Matrix of indicators for the allowed transitions. An initial
value will be estimated for each value of qmatrix that is greater than zero.
Transitions are taken as disallowed for each entry of |
data |
An optional data frame in which the variables represented by
|
censor |
A state, or vector of states, which indicates censoring. See
|
censor.states |
Specifies the underlying states which censored
observations can represent. See |
Suppose we want a crude estimate of the transition intensity
q_{rs}
from state r
to state s
. If we observe
n_{rs}
transitions from state r
to state s
, and a
total of n_r
transitions from state r
, then q_{rs} /
q_{rr}
can be estimated by n_{rs} /
n_r
. Then, given a total of T_r
years spent in state
r
, the mean sojourn time 1 / q_{rr}
can be estimated
as T_r / n_r
. Thus, n_{rs} / T_r
is a crude
estimate of q_{rs}
.
If the data do represent the exact transition times of the Markov process, then these are the exact maximum likelihood estimates.
Observed transitions which are incompatible with the given qmatrix
are ignored. Censored states are ignored.
The estimated transition intensity matrix. This can be used as the
qmatrix
argument to msm
.
C. H. Jackson chris.jackson@mrc-bsu.cam.ac.uk
statetable.msm
data(cav)
twoway4.q <- rbind(c(-0.5, 0.25, 0, 0.25), c(0.166, -0.498, 0.166, 0.166),
c(0, 0.25, -0.5, 0.25), c(0, 0, 0, 0))
statetable.msm(state, PTNUM, data=cav)
crudeinits.msm(state ~ years, PTNUM, data=cav, qmatrix=twoway4.q)
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