get_variance: Get the information matrix for the parameter esitmates from...

In cthmm: Latent Continuous Time Markov Chains

Description

Get the information matrix for the parameter esitmates from the CTMC HMM model Note: does not actually provide the variance: you need to get the inverse (or pseudo-inverse) to get the variance.

Usage

  get_variance(the.data, num.subjects, num.states,
    num.obs.states, rate.param.values = NULL,
    emission.param.values = NULL, init.param.values = NULL,
    absorb.state = NULL, rates.setup, emission.setup,
    init.setup)

Arguments

the.data	list with the data
num.subjects	number of subjects in the study
num.states	number of states in the CTMC
num.obs.states	number of observed states
rate.param.values	MLEs for the rate params (if not estimated, set to NULL)
init.param.values	MLEs for the initial distribution params (if not estimated, set to NULL)
emission.param.values	MLEs for the emission params (if not estimated, set to NULL)
rates.setup	list rate setup information
init.setup	list with initial distribution setup information
emission.setup	list with emission distribution setup information

Value

information a list with the following components

out	Information matrix
complete_info	the complete data information
score_sq	Conditional expectation of the square of complete data information
cross_term	Cross term in the conditional expecation of the complete data information

Author(s)

Jane Lange

cthmm documentation built on May 2, 2019, 5:46 p.m.