Solves for the cdf and transition intensities using the EM algorithm described in Frydman (1995).
EM_solver(data_idx, supportMSM, z, lambda, tol = 1e-08)
beta: Indicator whether Q subset A mu: Value used in the EM algorithm, see Frydman (1995) and Notes. I_Q_in_Lm_tn_star: Indicator whether Q is in [L_m, t_n^*] gamma: Value used in the EM algorithm, see Frydman (1995) and Notes. alpha: Indicator whether Q subset [s_j, Infinity) mu_overline: Value used in the EM algorithm, see Frydman (1995) and Notes. lambda: Intensity for the 2->3 transition z: Mass assigned to the 1->2 and 1->3 transitions iter: Number of iterations required for convergence
List containing data, outputted from msm_frydman
List containing data on the support of the 1->2 transition, output from supportMSM()
Initial values for \(F_{12}\) and \(F_{13}\), used to initiate the EM alg.
Initial values for \(\Lambda_{23}\), used to initiate the EM alg.
Tolerance of the EM algorithm. When the change in sum(abs(z)) and sum(abs(lambda)) no longer exceeds tol, the algorithm stops.
Frydman, H. (1995). Nonparametric Estimation of a Markov 'Illness-Death' Process from Interval- Censored Observations, with Application to Diabetes Survival Data. Biometrika, 82(4), 773-789. tools:::Rd_expr_doi("10.2307/2337344")