mmpp_latent: Estimate Latent process of MMPP

In ppdiag: Diagnosis and Visualizations Tools for Temporal Point Processes

Description

Estimate Latent process of MMPP

Usage

mmpp_latent(params = list(lambda0, c, Q), events, zt, start = 0)

Arguments

params	parameters of the MMPP, an MMPP object
events	events (not including 0, but assumes start at 0)
zt	inferred latent state of events

Value

list of the states of the Markov process (z.hat) and the times of the transitions between these times (x.hat).

Examples

Q <- matrix(c(-0.04, 0.04, 0.02, -0.02), ncol = 2, byrow = TRUE)
mmpp_obj <- pp_mmpp(Q, delta = c(1 / 3, 2 / 3), lambda0 = 1, c = 1)
ppdiag:::mmpp_latent(params = mmpp_obj, events = c(1, 2, 3), zt = c(2, 1, 1))

ppdiag documentation built on Aug. 12, 2021, 5:07 p.m.