update.emission.params: Performs Newton Raphson to get MLE for emission parameters.

In cthmm: Latent Continuous Time Markov Chains

Description

Important: currently only runs NR max.it times (not until convergence). Thus this function can be used to obtain the emission probabilties based on the provided values of current.params, if max.it=1 and emission.counts=NULL.

Usage

  update.emission.params(current.params, emission.setup,
    emission.counts = NULL, max.it = 1)

Arguments

current.params	initial values of the parameters
emission.setup	object with covariate array, param.types
emission.counts	matrix (dim(num.hidden.states,num.obs.states,num.subjects)) with the emission count data
max.it	maximum number of Newton Raphson iterations. If max.it=1, no updates are performed.

Value

list with

params	an array of dim number of parameters, max.it
prob.matrix	array with each column representing the vector of calculation emission probabilities for a single subject, based on the last value of the parameters
states	matrix columns "i" and "j" representing hidden(i) and observed(j) states corresponding to the rows of prob.matrix

Author(s)

Jane Lange

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