mmpp-2nd-level-functions {HiddenMarkov} | R Documentation |
These functions have not been put into a generic format, but are called by generic functions.
forwardback.mmpp(tau, Q, delta, lambda, fortran = TRUE) Estep.mmpp(tau, Q, delta, lambda, fortran = TRUE)
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. |
These functions use the algorithm given by Ryden (1996) based on eigenvalue decompositions.