MMLR (version 0.2.0)

Xreg: Preparing data for parameter estimation procedure

Description

Regressors matrix formation taking into account observation times and initial states. Kronecker product is used.

Usage

Xreg(tGiven, initState, X, lambda)

Arguments

tGiven

Vector of the observed times (n x 1), n <U+2013> number of observations

initState

Vector of the initial states (n x 1), n <U+2013> number of observations

X

Matrix of predictors (n x k), n - number of observations, k - number of columns (k - 1 - number of regressors).

lambda

Matrix with the known transition rates \(\lambda_{i,j}\), (m x m), m <U+2013> number of states

Value

Matrix (n x 2k)

Details

Function calculates the following expression , where vector of average sojourn times in each state is calculated using function Aver_soj_time.

Examples

# NOT RUN {
Xtest <- cbind(rep_len(1,10),c(2,5,7,3,1,1,2,2,3,6), c(5,9,1,2,3,2,3,5,2,2))
tGiven <- matrix (c(6,4.8,1,2.6,6.4,1.7,2.9,4.4,1.5,3.4), nrow = 10, ncol = 1)
initState <- matrix (c(2,1,1,2,2,2,1,1,2,1),nrow = 10, ncol = 1)
lambda <- matrix(c(0, 0.33, 0.45, 0), nrow = 2, ncol = 2, byrow = TRUE)
Xreg(tGiven, initState, Xtest, lambda)
# }