cthmm: Latent Continuous Time Markov Chains

Fit latent CTMC models to multistate panel data.

Author
Jane Lange
Date of publication
2014-07-21 19:20:49
Maintainer
Jane Lange <lange@u.washington.edu>
License
GSL
Version
1.0

View on R-Forge

Man pages

construct.emission.setup
Get an emission distribution design setup object
construct.init.setup
Get an initial distribution design setup object
construct.rates.setup
Get a rate matrix design setup object
diff_theta_beta_array
diff_theta_beta_array get an array that corresponds to...
element.indices
Get the score element indices
EM
EM
emission_hessian_louis
emission_hessian_louis Get the complete data hessian matrix...
emission_score_louis
emission_score_louis Get the score matrix rate parameters
E.step.emission.init.all
E step for emission and initial distributions
get_covariance
Covariance estimate for latent CTMC parameters
get.covariate.array
Get the covariate arrays
get.deriv.array
Get deriv arrays based on the non-fixed parameters
get.emission.matrix.list
Individual Emission Matrices
get.init.matrix.list
Individual Initial Distributions
get_M1_M2
get_M1_M2 get the list with first and second moments of...
get_M1_M2_list
get_M1_M2_list Get a list of first and second moments for...
get.rate.matrix.list
Individual Rate Matrices
get.suff.stat.table
get.suff.stat.table
get_variance
Get the information matrix for the parameter esitmates from...
hazard_times
Latent CTMC hazard functions
init_hessian_louis
Get the complete data hessian matrix for initial dist...
init_score_louis
init_score_louis Get the inital dist scores
louis_decomp_score_sq
Louis decomposition score component
louis_information
Get the information matrix using the Louis decomposition...
outerproduct
Outerproduct
phase.hazard
Hazard of reaching absorbing state
phase.surv
Survivial in phase type model
rate_hessian_louis
rate_hessian_louis Get the complete data hessian matrix for...
rate_score_louis
rate_score_louis Get the score matrix rate parameters
s_1
Get s matrix for first moments of complete data sufficient...
s_1_di
s function for s_k(x_k,x_k+1)[1:num.times,stat[l]], if the...
s_1_Ni
s function for transitions...
s_1_nij
s function for s_k(x_k,x_k+1)[1:num.times,stat[l]], if the...
s_1_oij
s function for transitions...
s_1_zi
s function for transitions...
se.dist.times
Subdistribution Standard Errors
se.haz.times
Hazard Standard Errors
sub_dist_times
Latent CTMC subdistribution functions
t1_1
Get t1 for first moments of complete data sufficient...
t1_1_di
Get first moment t1 for di
t1_1_Ni
Get first moment t1 for Ni
t1_1_nij
Get first moment t1 for nij
t1_1_oij
Get first moment t1 for oij
t1_1_zi
Get first moment t1 for zi
update.emission.params
Performs Newton Raphson to get MLE for emission parameters.
update.init.params
Performs Newton Raphson to get MLE for initial dist...
update.rate.params
Performs Newton Raphson to get MLE for rate parameters.

Files in this package

cthmm/DESCRIPTION
cthmm/NAMESPACE
cthmm/R
cthmm/R/Cappe_functions_tau.R
cthmm/R/Cappe_second_moment.R
cthmm/R/EM.R
cthmm/R/E_step_init_emission.r
cthmm/R/Numeric_hessian.R
cthmm/R/cappe_first_moment.R
cthmm/R/covariates_max.R
cthmm/R/design_setup.r
cthmm/R/eigen_decomp_list_R.R
cthmm/R/eigen_moment2.R
cthmm/R/expected_dur_trans.R
cthmm/R/functionals.R
cthmm/R/get_mean.R
cthmm/R/indiv.emission.init.rate.r
cthmm/R/joint_first_moments.r
cthmm/R/louis.R
cthmm/R/mat_exp_eigen_R.R
cthmm/R/phase.hazard.r
cthmm/R/rcpparma_forwardback.R
cthmm/R/trans_probs_all.R
cthmm/R/transition_prob_list.R
cthmm/R/transition_probs.R
cthmm/R/update.emission.params.R
cthmm/R/update.init.params.r
cthmm/R/update.rate.params.r
cthmm/data
cthmm/data/DDO_data.RData
cthmm/data/panel_demodata.RData
cthmm/demo
cthmm/demo/run_EM.R
cthmm/demo/run_covariance.R
cthmm/inst
cthmm/inst/doc
cthmm/inst/doc/manual.Rnw
cthmm/inst/doc/manual.pdf
cthmm/man
cthmm/man/E.step.emission.init.all.Rd
cthmm/man/EM.Rd
cthmm/man/construct.emission.setup.Rd
cthmm/man/construct.init.setup.Rd
cthmm/man/construct.rates.setup.Rd
cthmm/man/diff_theta_beta_array.Rd
cthmm/man/element.indices.Rd
cthmm/man/emission_hessian_louis.Rd
cthmm/man/emission_score_louis.Rd
cthmm/man/get.covariate.array.Rd
cthmm/man/get.deriv.array.Rd
cthmm/man/get.emission.matrix.list.Rd
cthmm/man/get.init.matrix.list.Rd
cthmm/man/get.rate.matrix.list.Rd
cthmm/man/get.suff.stat.table.Rd
cthmm/man/get_M1_M2.Rd
cthmm/man/get_M1_M2_list.Rd
cthmm/man/get_covariance.Rd
cthmm/man/get_variance.Rd
cthmm/man/hazard_times.Rd
cthmm/man/init_hessian_louis.Rd
cthmm/man/init_score_louis.Rd
cthmm/man/louis_decomp_score_sq.Rd
cthmm/man/louis_information.Rd
cthmm/man/outerproduct.Rd
cthmm/man/phase.hazard.Rd
cthmm/man/phase.surv.Rd
cthmm/man/rate_hessian_louis.Rd
cthmm/man/rate_score_louis.Rd
cthmm/man/s_1.Rd
cthmm/man/s_1_Ni.Rd
cthmm/man/s_1_di.Rd
cthmm/man/s_1_nij.Rd
cthmm/man/s_1_oij.Rd
cthmm/man/s_1_zi.Rd
cthmm/man/se.dist.times.Rd
cthmm/man/se.haz.times.Rd
cthmm/man/sub_dist_times.Rd
cthmm/man/t1_1.Rd
cthmm/man/t1_1_Ni.Rd
cthmm/man/t1_1_di.Rd
cthmm/man/t1_1_nij.Rd
cthmm/man/t1_1_oij.Rd
cthmm/man/t1_1_zi.Rd
cthmm/man/update.emission.params.Rd
cthmm/man/update.init.params.Rd
cthmm/man/update.rate.params.Rd
cthmm/src
cthmm/src/Makevars
cthmm/src/Makevars.win
cthmm/src/auxmat_cpp.cpp
cthmm/src/auxmat_cpp.h
cthmm/src/dur_loop.cpp
cthmm/src/eigen_decomp_cpp.cpp
cthmm/src/eigen_moments2.cpp
cthmm/src/eigen_moments2.h
cthmm/src/emission_init.cpp
cthmm/src/forwardback.cpp
cthmm/src/forwardback.h
cthmm/src/get_mean.cpp
cthmm/src/get_mean.h
cthmm/src/joint_mean_markov_jumps.cpp
cthmm/src/joint_mean_markov_jumps.h
cthmm/src/joint_mean_markov_rewards.cpp
cthmm/src/joint_mean_markov_rewards.h
cthmm/src/mat_exp_eigen.cpp
cthmm/src/mat_exp_eigen.h
cthmm/src/multinom.cpp
cthmm/src/test_joint_means.cpp
cthmm/src/trans_loop.cpp
cthmm/src/trans_probs_all.cpp
cthmm/src/uniformization.cpp
cthmm/src/uniformization_mean.h
cthmm/src/zgetri.f
cthmm/src/ztrti2.f
cthmm/src/ztrtri.f