ppdiag (version 0.1.1)

mmpp_event_state: Estimate the latent state for events of an MMPP

Description

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

Usage

mmpp_event_state(params = list(lambda0, c, Q), events, start = 0)

Arguments

params

the parameters of the chosen MMPP

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)
mmpp_obj <- pp_mmpp(Q,
  delta = c(1 / 3, 2 / 3), lambda0 = 0.9,
  c = 1.1
)
## evaluate at some fake event times
ppdiag:::mmpp_event_state(params = mmpp_obj, events = c(1, 2, 3, 5))
# }