Man pages for cthmm
Latent Continuous Time Markov Chains

construct.emission.setupGet an emission distribution design setup object
construct.init.setupGet an initial distribution design setup object
construct.rates.setupGet a rate matrix design setup object
diff_theta_beta_arraydiff_theta_beta_array get an array that corresponds to...
element.indicesGet the score element indices
EMEM
emission_hessian_louisemission_hessian_louis Get the complete data hessian matrix...
emission_score_louisemission_score_louis Get the score matrix rate parameters
E.step.emission.init.allE step for emission and initial distributions
get_covarianceCovariance estimate for latent CTMC parameters
get.covariate.arrayGet the covariate arrays
get.deriv.arrayGet deriv arrays based on the non-fixed parameters
get.emission.matrix.listIndividual Emission Matrices
get.init.matrix.listIndividual Initial Distributions
get_M1_M2get_M1_M2 get the list with first and second moments of...
get_M1_M2_listget_M1_M2_list Get a list of first and second moments for...
get.rate.matrix.listIndividual Rate Matrices
get.suff.stat.tableget.suff.stat.table
get_varianceGet the information matrix for the parameter esitmates from...
hazard_timesLatent CTMC hazard functions
init_hessian_louisGet the complete data hessian matrix for initial dist...
init_score_louisinit_score_louis Get the inital dist scores
louis_decomp_score_sqLouis decomposition score component
louis_informationGet the information matrix using the Louis decomposition...
outerproductOuterproduct
phase.hazardHazard of reaching absorbing state
phase.survSurvivial in phase type model
rate_hessian_louisrate_hessian_louis Get the complete data hessian matrix for...
rate_score_louisrate_score_louis Get the score matrix rate parameters
s_1Get s matrix for first moments of complete data sufficient...
s_1_dis function for s_k(x_k,x_k+1)[1:num.times,stat[l]], if the...
s_1_Nis function for transitions...
s_1_nijs function for s_k(x_k,x_k+1)[1:num.times,stat[l]], if the...
s_1_oijs function for transitions...
s_1_zis function for transitions...
se.dist.timesSubdistribution Standard Errors
se.haz.timesHazard Standard Errors
sub_dist_timesLatent CTMC subdistribution functions
t1_1Get t1 for first moments of complete data sufficient...
t1_1_diGet first moment t1 for di
t1_1_NiGet first moment t1 for Ni
t1_1_nijGet first moment t1 for nij
t1_1_oijGet first moment t1 for oij
t1_1_ziGet first moment t1 for zi
update.emission.paramsPerforms Newton Raphson to get MLE for emission parameters.
update.init.paramsPerforms Newton Raphson to get MLE for initial dist...
update.rate.paramsPerforms Newton Raphson to get MLE for rate parameters.
cthmm documentation built on May 2, 2019, 5:46 p.m.