| probtrans_by_convolution {ebmstate} | R Documentation |
Compute all transition probabilities from a given state using convolution
Description
probtrans_by_convolution is an internal function of probtrans_ebmstate and
is not meant to be called directly by the user.
It is itself a wrapper for the functions probtrans_by_convolution_clockforward
and probtrans_by_convolution_clockreset, which are the workhorses of the
convolution algorithm.
Usage
probtrans_by_convolution(tmat, cumhaz, from_state, model, max_time, nr_steps)
Arguments
tmat |
A transition matrix extracted from the |
cumhaz |
|
from_state |
Initial state (argument passed on from |
model |
'clockforward' or 'clockreset' (argument passed on from |
max_time |
The maximum time for which transition probabilities are estimated. |
nr_steps |
The number of steps in the convolution algorithm (larger increases precision but makes it slower) |
Details
For more information on the arguments of this function
see probtrans_ebmstate.
Author(s)
Rui Costa & Moritz Gerstung
See Also
probtrans_ebmstate;probtrans_by_convolution_clockforward;
probtrans_by_convolution_clockreset.