mmpp_event_state: Estimate the latent state for events of an MMPP
In ppdiag: Diagnosis and Visualizations Tools for Temporal Point Processes

Description Usage Arguments Value Examples

Given a MMPP object and events from that MMPP, infer the most likely state of the Markov Process at each event time, along with the probability of being in the active state.

1	mmpp_event_state(params = list(lambda0, c, Q), events, start = 0)

`params`	the parameters of the chosen MMPP
`events`	the event times
`start`	the start of observation

probability of being in state 1 (active state) at each event, along with most likely state

Q <- matrix(c(-0.4, 0.4, 0.2, -0.2), ncol = 2, byrow = TRUE)
mmpp_obj <- pp_mmpp(Q,
  delta = c(1 / 3, 2 / 3), lambda0 = 0.9,
  c = 1.1
)
## evaluate at some fake event times
ppdiag:::mmpp_event_state(params = mmpp_obj, events = c(1, 2, 3, 5))