Functions which can be used to solver the Chapman-Kolmogorov equations. The functions are in the form as expected by deSolve:ode().
ChapKolm_fwd_smooth(t, state, parms, fix_pars, subject)Returns the derivative of the transition probability matrix P(s,t) with respect to time (forward: t, backward: s) as a list.
Time at which the derivative is required
Values for the state in which the system resides at time t (current "estimate" of transition matrix P). Must be a vector of length n_states * n_states containing the stacked columns of P: c(P_11, P_21, ... P_(n_states 1), P_12, ..., P_(n_states n_states)).
Parameters to derive the derivative. For P-splines, this is a list of coefficients, with each list entry (corresponding to a transition number) containing a vector of n_splines coefficients.
A list of fixed parameters in the EM procedure
A subject identifier for risk-adjustment