The time interval to estimate the transition probabilities for.
covariates
The covariate values at which to estimate the transition
probabilities. This can either be:
the string "mean", denoting the means of the covariates in
the data (this is the default),
the number 0, indicating that all the
Value
The matrix of estimated transition probabilities $P(t)$ in the given time.
Details
For a continuous-time homogeneous Markov process with transition
intensity matrix
$Q$, the probability of occupying state $s$ at time $u + t$
conditional on occupying state $r$ at time $u$ is given by the
$(r,s)$ entry of the matrix $P(t) = exp(tQ)$.