mmhp_event_state: Estimate the latent state for events of an MMHP

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

Estimate the latent state for events of an MMHP

Description

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

Usage

mmhp_event_state(
  params = list(lambda0, lambda1, alpha, beta, Q),
  events,
  start = 0
)

Arguments

params	the parameters of the chosen MMHP
events	the event times
start	the start of observation

Value

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

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
)
## evaluate at some fake event times
ppdiag:::mmhp_event_state(params = mmhp_obj, events = c(1, 2, 3, 5))

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