updateState: Update state sequence

Description Usage Arguments Details Value References

View source: R/updateState.R

Description

Update state sequence

Usage

1
updateState(obs, switch, updateLim, updateProbs = NULL, Q)

Arguments

obs

Matrix of observations, with columns "x", "y", "time", and "state"

switch

Matrix of state switches, with columns "time" and "state"

updateLim

Vector of two elements: min and max length of updated interval (each an integer, corresponding to a number of observations)

updateProbs

Vector of probabilities of picking each number from updateLim[1] to updateLim[2], for the length of the update interval

Q

Square matrix of transition rates

Details

The update is done with the function sample_path from the package ECctmc (Fintzi, 2017).

Value

List of two elements:

newSwitch

Updated matrix of transitions

newData

Updated matrix of all data (observations and transitions)

References

Jon Fintzi (2017). ECctmc: Simulation from Endpoint-Conditioned Continuous Time Markov Chains. R package version 0.2.4. https://CRAN.R-project.org/package=ECctmc


TheoMichelot/MScrawl documentation built on Dec. 10, 2019, 10:44 a.m.