update.rate.params: Performs Newton Raphson to get MLE for rate 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 rate matrices based on the provided values of current.params, if transitions=NULL, durations=NULL, and max.it=1.

Usage

  update.rate.params(current.params, rate.setup,
    transitions = NULL, durations = NULL, max.it)

Arguments

rate.setup	object: must have covariate array, param.types
transitions	matrix of dim(num.states,num.states,num.subjects) with all i,j transtions for all subjects
durations	matrix of dim(num,states, num.subjects) with the duration spent in each state
current.params	initial values of the parameters
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
rates	array with each column representing the vector of calculated rates for a single subject, based on the last value of the parameters
transition.codes	matrix columns "ni" and "nj" i,j entries in the rate matrix

Author(s)

Jane Lange

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