pmatrix.piecewise.msm: Transition probability matrix for processes with piecewise-constant intensities
Description
Extract the estimated transition probability matrix from a fitted multi-state
model for a given time interval. This is a generalisation of
pmatrix.msm to non-time-homogeneous Markov models with
piecewise-constant transition intensity matrices.Usage
pmatrix.piecewise.msm(x, t1, t2, times, covariates)
Arguments
x
A fitted multi-state model, as returned by msm. t1
The start of the time interval to estimate the transition probabilities for.
t2
The end of the time interval to estimate the transition probabilities
for.
times
Cut points at which the transition intensity matrix changes.
covariates
A list with number of components one greater than the length of
times. Each component of the list is specified in the same
way as the covariates argument to pmatrix.msm