cthmm: Latent Continuous Time Markov Chains
Version 1.0

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
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("cthmm", repos="http://R-Forge.R-project.org")

Popular man pages

get_covariance: Covariance estimate for latent CTMC parameters
get.init.matrix.list: Individual Initial Distributions
get_M1_M2_list: get_M1_M2_list Get a list of first and second moments for...
rate_score_louis: rate_score_louis Get the score matrix rate parameters
s_1_Ni: s function for transitions...
s_1_oij: s function for transitions...
s_1_zi: s function for transitions...
See all...

All man pages Function index File listing

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

E.step.emission.init.all Man page Source code
EM Man page Source code
E_step_DDO Source code
E_step_emission_init_all Source code
E_step_emission_init_all_time_dep Source code
NR_update Source code
cappe.first.moment.tau Source code
cappe.second.moment.tau Source code
construct.emission.setup Man page Source code
construct.init.setup Man page Source code
construct.rates.setup Man page Source code
delta.method.mat Source code
dens.fun.deriv Source code
dens.fun.deriv.single Source code
diff_theta_beta_array Man page Source code
dist.fun Source code
dist.fun.deriv Source code
dur_loop_R Source code
dur_times_R Source code
eigen_decomp_list_R Source code
element.indices Man page Source code
emission.score.hessian Source code
emission.score.hessian.old Source code
emission_hessian_louis Man page Source code Source code
emission_score_louis Man page Source code
extract_array Source code
extract_mat Source code
fill.variables Source code
forward_modified Source code
forwardback_R Source code
get.covariate.array Man page Source code
get.deriv.array Man page Source code
get.emission.init.states Source code
get.emission.matrix.list Man page Source code
get.init.matrix.list Man page Source code
get.prob.array Source code
get.rate.matrix.list Man page Source code
get.rates Source code
get.suff.stat.table Man page Source code
get_LL Source code
get_M1_M2 Man page Source code
get_M1_M2_list Man page Source code
get_covariance Man page Source code
get_density Source code
get_hazard Source code
get_mean Source code
get_sub_distribution Source code
get_variance Man page Source code
haz.fun.deriv Source code
haz.fun.deriv.single Source code
hazard_times Man page Source code
init_hessian_louis Man page Source code Source code
init_score_louis Man page Source code
joint_dur_dur_times Source code
joint_dur_trans_times Source code
joint_mean_markov_jumps Source code
joint_mean_markov_rewards Source code
joint_trans_trans_times Source code
louis_decomp_score_sq Man page Source code
louis_information Man page Source code
mat.exp Source code
mat.exp.deriv Source code
mat_exp Source code
mat_exp_eigen_R Source code
multinom.covariance.array Source code
multinom.hessian Source code
multinom.score Source code
multinom.score.old Source code
outerproduct Man page Source code
phase.hazard Man page Source code
phase.surv Man page Source code
populate_emission_matrix Source code
populate_initial_dist Source code
populate_rate_matrix Source code
rate.deriv Source code
rate_hessian Source code
rate_hessian_louis Man page Source code Source code
rate_score Source code
rate_score_louis Man page Source code Source code
s_1 Man page Source code
s_1_Ni Man page Source code
s_1_di Man page Source code
s_1_nij Man page Source code
s_1_oij Man page Source code
s_1_zi Man page Source code
s_2 Source code
se.dens.times Source code
se.dist.times Man page Source code
se.haz.times Man page Source code
sub_dist_times Man page Source code
t1_1 Man page Source code
t1_1_Ni Man page Source code
t1_1_di Man page Source code
t1_1_nij Man page Source code
t1_1_oij Man page Source code
t1_1_zi Man page Source code
t1_2 Source code
trans_loop_R Source code
trans_probs_all Source code Source code
trans_times_R Source code
transition_prob_list Source code
transition_probs Source code
uniformization_mean Source code
update.emission.params Man page Source code
update.init.params Man page Source code
update.multinom.params Source code
update.rate.params Man page Source code

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
cthmm documentation built on May 21, 2017, 1:38 a.m.

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