Get the information matrix using the Louis decomposition method.

Description

Get the information matrix using the Louis decomposition method.

Usage

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  louis_information(rates.setup, init.setup,
    emission.setup, delta.list, emission.list, rates.list,
    M1.list, M2.list, rate.param.values = NULL,
    init.param.values = NULL, emission.param.values = NULL,
    durations, emission.counts, init.counts, num.subjects,
    transitions)

Arguments

rates.setup

list rate setup object

init.setup

init setup object

emission.setup

emission setup object

init.list

list with individual initial distributions

emission.list

with individual emission distributions

rates.list

with individual rate matrices

M1.list

list with conditional means of sufficient statistics for each subject

M2.list

list with 2nd moments of sufficient statistics for each subject

rate.param.values

values of rate parameters

init.param.values

values of initial distribution parameters

emission.param.values

of emission parameters

durations

array (dim num.states x num.subjects) with the expected durations

emission.counts

array expected nunber of o_ij 's dim (num states x num.obs.states x num.subjects)

num.subjects

number of subjects in the study

Value

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

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