mmpp.misc {HiddenMarkov}R Documentation

Markov Modulated Poisson Process - 2nd Level Functions

Description

These functions have not been put into a generic format, but are called by generic functions.

Usage

forwardback.mmpp(tau, Q, delta, lambda)
Estep.mmpp(tau, Q, delta, lambda)

Arguments

tau vector containing the interevent times. Note that the first event is at time zero.
Q the infinitesimal generator matrix of the Markov process.
lambda a vector containing the Poisson rates.
delta is the marginal probability distribution of the m hidden states at time zero.

Details

These functions use the algorithm given by Ryden (1996) based on eigenvalue decompositions.


[Package HiddenMarkov version 1.1-2 Index]