paramdata.object: Developer documentation: internal msm parameters object
Description
An object giving information about the parameters of the multi-state
model. Used internally during maximum likelihood estimation and
arranging results. Returned as the paramdata component of a
fitted msm model object.Value
- initsVector of initial values for distinct parameters which
are being estimated. These have been transformed to the real line
(e.g. by log),
and exclude parameters being fixed at their initial values,
parameters defined to be always fixed (e.g. binomial denominators) and
parameters constrained to equal previous ones.
- plabsNames of parameters in
allinits. - allinitsVector of parameter values before estimation, including
those which are fixed or constrained to equal other parameters, and
transformed to the real line.
- hmmparsIndices of
allinits which represent baseline parameters of
hidden Markov outcome models (thus excluding covariate effects in HMMs
and initial state occupancy probabilities). - fixed
TRUE if all parameters are fixed, FALSE otherwise. - fixedparsIndices of parameters in
allinits which are
fixed, either by definition or as requested by the user in the
fixedpars argument to msm. Excludes parameters
fixed by constraining to equal other parameters. - notfixedIndices of parameters which are not fixed by the
definition of
fixedpars. - optparsIndices of parameters in
allinits being estimated,
thus those included in inits. - auxparsIndices of "auxiliary" parameters which are always fixed,
for example, binomial denominators (
hmmBinom) and the which parameter in
hmmIdent. - constrVector of integers, of length
npars, indicating
which sets of parameters are constrained to be equal to each other.
If two of these integers are equal the corresponding parameters are
equal. A negative element indicates that parameter is defined to be
minus some other parameter (this is used for covariate effects on
transition intensities). - nparsTotal number of parameters, equal to
length(allinits). - nfixNumber of fixed parameters, equal to
length(fixedpars). - noptNumber of parameters being estimated, equal to
length(inits) and length(optpars). - ndupNumber of parameters defined as duplicates of previous
parameters by equality constraints (currently unused).
- rangesMatrix of defined ranges for each parameter on the natural scale
(e.g. 0 to infinity for rate parameters).
- optObject returned by the optimisation routine (such as
optim). - foundse
TRUE if standard errors are available after
optimisation. If FALSE the optimisation probably hasn't converged. - likMinus twice the log likelihood at the parameter estimates.
- derivDerivatives of the minus twice log likelihood at the
parameter estimates, if available.
- informationCorresponding expected information matrix at the
parameter estimates, if available.
- paramsVector of parameter values after maximum likelihood
estimation, corresponding to
allinits, still on the real-line
transformed scale. - covmatCovariance matrix corresponding to
params. - ciMatrix of confidence intervals corresponding to
params,
with nominal coverage (default 0.95) defined by the cl argument
of msm. - estimates.tVector of parameter estimates, as
params but
with parameters on their natural scales.