ppdiag (version 0.1.1)

mmpp_latent: Estimate Latent process of MMPP

Description

Estimate Latent process of MMPP

Usage

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

Arguments

params

parameters of the MMPP, an MMPP object

events

events (not including 0, but assumes start at 0)

zt

inferred latent state of events

Value

list of the states of the Markov process (z.hat) and the times of the transitions between these times (x.hat).

Examples

# NOT RUN {
Q <- matrix(c(-0.04, 0.04, 0.02, -0.02), ncol = 2, byrow = TRUE)
mmpp_obj <- pp_mmpp(Q, delta = c(1 / 3, 2 / 3), lambda0 = 1, c = 1)
ppdiag:::mmpp_latent(params = mmpp_obj, events = c(1, 2, 3), zt = c(2, 1, 1))
# }