mmpp-2nd-level-functions {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, fortran = TRUE)
Estep.mmpp(tau, Q, delta, lambda, fortran = TRUE)

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.
fortran logical, if TRUE (default) use the Fortran code, else use the R code.

Details

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


[Package HiddenMarkov version 1.2-7 Index]