ppdiag (version 0.1.1)

pp_mmpp: Create a Markov-modulated Poisson Process(MMPP) object

Description

Create a Markov-modulated Poisson Process(MMPP) model according to the given parameters: lambda0, c, q1, q2 and event times. If event time tau is missing, then it means that data will be added later(e.g. simulated)

Usage

pp_mmpp(lambda0, c, Q, events = NULL, delta = NULL)

Arguments

lambda0

parameters for Poisson process.

c

the proportion of intensity 1 over intensity 2

Q

transition probability matrix

events

vector containing the event times. Note that the first event is often specified as zero. Alternatively, events could be specified as NULL, meaning that the data will be added later (e.g. simulated).

delta

initial state probability.

Value

mmpp object

Examples

# NOT RUN {
Q <- matrix(c(-0.4, 0.4, 0.2, -0.2), ncol = 2, byrow = TRUE)
pp_mmpp(Q = Q, lambda0 = 1, c = 1.5, delta = c(1 / 3, 2 / 3))
# }