interpolate_mmhp_latent: Interpolate latent process of MMHP

In OwenWard/ppdiag: Diagnosis and Visualizations Tools for Temporal Point Processes

Interpolate latent process of MMHP

Description

Interpolate latent process of MMHP

Usage

interpolate_mmhp_latent(params, events, zt)

Arguments

params	parameters of the MMHP, an MMHP 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), including initial state and the times of the transitions between these times (x.hat).

Examples

Q <- matrix(c(-0.4, 0.4, 0.2, -0.2), ncol = 2, byrow = TRUE)
mmhp_obj <- pp_mmhp(Q,
  delta = c(1 / 3, 2 / 3), lambda0 = 0.9, lambda1 = 1.1,
  alpha = 0.8, beta = 1.2
)
ppdiag:::interpolate_mmhp_latent(
  params = mmhp_obj,
  events = c(1, 2, 3, 5), zt = c(2, 1, 1, 2)
)

OwenWard/ppdiag documentation built on Feb. 19, 2023, 11:34 a.m.