ppdiag (version 0.1.1)

mmhp_event_state: Estimate the latent state for events of an MMHP

Description

Given a MMHP object and events from that MMHP, infer the most likely state of the Markov Process and each event time, along with the probability of being in the active state.

Usage

mmhp_event_state(
  params = list(lambda0, lambda1, alpha, beta, Q),
  events,
  start = 0
)

Arguments

params

the parameters of the chosen MMHP

events

the event times

start

the start of observation

Value

probability of being in state 1 (active state) at each event, along with most likely state

Examples

# NOT RUN {
Q <- matrix(c(-0.4, 0.4, 0.2, -0.2), ncol = 2, byrow = TRUE)
mmhp_obj <- pp_mmhp(Q,
  delta = c(1 / 3, 2 / 3), lambda0 = 0.9,
  lambda1 = 1.1,
  alpha = 0.8, beta = 1.2
)
## evaluate at some fake event times
ppdiag:::mmhp_event_state(params = mmhp_obj, events = c(1, 2, 3, 5))
# }