R: Plot transition probabilities or intensities from a fitted...

plot.nhm {nhm}

R Documentation

Plot transition probabilities or intensities from a fitted nhm model.

Description

Produces plots of the transition probabilites or intensities from a non-homogeneous Markov or misclassification type hidden Markov multi-state model fitted using nhm.

Usage

## S3 method for class 'nhm'
plot(x, what="probabilities",time0=0, state0=1, times=NULL,
covvalue=NULL, ci=TRUE, sim=FALSE, coverage=0.95, B=1000, rtol=1e-6,
atol=1e-6, main_arg=NULL, xlab="Time", ...)

Arguments

`x`	Fitted model object produced using `nhm`.
`what`	Character string to indicate what should be plotted. Options are `probabilities` (the default which produces transition probabilities) or `intensities` (to produce a plot of the intensities)
`time0`	Starting time from which to compute the transition probabilities or intensities. Defaults to 0.
`state0`	Starting state from which to compute the transition probabilities. Defaults to 1. Not required for transition intensities
`times`	Optional vector of times at which to compute the transition probabilities or intensities. If omitted, the probabilities/intensities will be computed at a sequence of times of length 100 from `time0` to the maximum observed time in the data.
`covvalue`	Optional vector of covariate vectors (should be given in the order specified in the `covariate` option in `nhm`). If omitted the function will use the mean values of the covariates.
`ci`	If `TRUE` pointwise confidence intervals will be shown in addition to the point estimates.
`sim`	If `TRUE` a simulation Delta method (Mandel, 2013) will be used to calculate the confidence intervals. Otherwise the standard Delta method will be applied.
`coverage`	Coverage level (should be a value between 0 and 1) for the confidence intervals. Defaults to 0.95.
`B`	Number of simulations to be performed to compute the simulation Delta method.
`rtol`	Relative tolerance parameter to be used by `lsoda` when solving the differential equations for the transition probabilites.
`atol`	Absolute tolerance parameter to be used by `lsoda` when solving the differential equations for the transition probabilites.
`main_arg`	Character string specifying beginning of title to be given to each of the plot panes generated.
`xlab`	Character string specifying x-axis label to be given to each plot.
`...`	Other items to be passed to the function. Currently not used.

Details

Computation is performed by calling predict.nhm, for the transition probabilities, or qmatrix.nhm for the intensities (see for more details).

Value

Generates a multi-pane plot for each state. If values are required they can be obtained using predict.nhm.

Author(s)

Andrew Titman a.titman@lancaster.ac.uk

References

Mandel M. Simulation-based confidence intervals for functions with complicated derivatives. 2013. The American Statistician, 67. 76-81.