cthmm: Latent Continuous Time Markov Chains

Fit latent CTMC models to multistate panel data.

AuthorJane Lange
Date of publication2014-07-21 19:20:49
MaintainerJane Lange <lange@u.washington.edu>
LicenseGSL
Version1.0

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.

Functions

construct.emission.setup Man page
construct.init.setup Man page
construct.rates.setup Man page
diff_theta_beta_array Man page
element.indices Man page
EM Man page
emission_hessian_louis Man page
emission_score_louis Man page
E.step.emission.init.all Man page
get_covariance Man page
get.covariate.array Man page
get.deriv.array Man page
get.emission.matrix.list Man page
get.init.matrix.list Man page
get_M1_M2 Man page
get_M1_M2_list Man page
get.rate.matrix.list Man page
get.suff.stat.table Man page
get_variance Man page
hazard_times Man page
init_hessian_louis Man page
init_score_louis Man page
louis_decomp_score_sq Man page
louis_information Man page
outerproduct Man page
phase.hazard Man page
phase.surv Man page
rate_hessian_louis Man page
rate_score_louis Man page
s_1 Man page
s_1_di Man page
s_1_Ni Man page
s_1_nij Man page
s_1_oij Man page
s_1_zi Man page
se.dist.times Man page
se.haz.times Man page
sub_dist_times Man page
t1_1 Man page
t1_1_di Man page
t1_1_Ni Man page
t1_1_nij Man page
t1_1_oij Man page
t1_1_zi Man page
update.emission.params Man page
update.init.params Man page
update.rate.params Man page

Files

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

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