mmpp_event_state: Estimate the latent state for events of an MMPP

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

Estimate the latent state for events of an MMPP

Description

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.

Usage

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

Arguments

params	the parameters of the chosen MMPP
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)
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))

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