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, fwd.only = FALSE)
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 |
fortran |
logical, if |
fwd.only |
logical, if |
Details
These functions use the algorithm given by Ryden (1996) based on eigenvalue decompositions.
References
Cited references are listed on the HiddenMarkov manual page.
[Package HiddenMarkov version 1.8-13 Index]