se.dist.times: Subdistribution Standard Errors

In cthmm: Latent Continuous Time Markov Chains

Description

Get standard errors for the subdistribution function estimates

Usage

  se.dist.times(start, end, covar, rate, states, alpha,
    param.deriv, num.transitions, num.params, transitions,
    num.states, length.out = 100)

Arguments

start	start time for the hazard estimates
end	end time for the hazard estimates
covar	ovariance matrix for the rate estimates only
rate	latent CTMC rate matrix to estimate the hazard
states	destination state(s)
alpha	starting distribution (vector)
param.deriv	derivative array for the individual
num.transitions	number of transtions between states in the latent CTMC model with non-zero rates
num.params	number of rate parameters in the latent CTMC rate model
transitions	transition codes for the latent CTMC model
num.states	number of states in the latent CTMC model
length.out	number of points between start and end times to estimate the standard error

Value

standard errors for the subdistribution function

Author(s)

Jane Lange

Examples

## Not run: 
library(cthmm)
data(panel_demodata)

rates.list=get.rate.matrix.list(current.params=fit.4state$param[1:8],
           rate.setup=rates.setup, do.list=T)

rate.firstpassage.AB_0=rates.list[[200]]
rate.firstpassage.AB_0[3:4,]=0

covar=covariance_4state$covariance[1:8,1:8]

num.transitions=dim(rates.setup$transition.codes)[1]

num.params=8

transitions=rates.setup$transition.codes

num.states=4

param.deriv=rates.setup$deriv.array[,,1]

se_AB_0=se.dist.times(start=.01,end=10,
          covar[1:8,1:8],
          rate.firstpassage.AB_0,
          states=3,alpha=c(1,0,0,0),
          param.deriv,num.transitions,
          num.params,transitions,
           num.states,length.out=1000)

## End(Not run)

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