HiddenMarkov: mmpp-2nd-level-functions – R documentation

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mmpp-2nd-level-functions

Markov Modulated Poisson Process - 2nd Level Functions

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

forwardback.mmpp(tau, Q, delta, lambda, fortran = TRUE, fwd.only = FALSE)
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.
`fwd.only`	logical, if `FALSE` (default) calculate both forward and backward probabilities; else calculate and return only forward probabilities and log-likelihood.

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

Cited references are listed on the HiddenMarkov manual page.

Hidden Markov Models

v1.8-13

GPL (>= 2)

Authors

David Harte

Initial release

2021-04-27