R: Function to extract transition probabilities and (co)variance

trprob.etm {etm} | R Documentation

## Function to extract transition probabilities and (co)variance

### Description

The `trprob` method is used to extract transition probabilities, while `trcov` is used to obtain the (co)variance.

### Usage

    ## S3 method for class 'etm'
    trprob(x, tr.choice, timepoints, ...)
    ## S3 method for class 'etm'
    trcov(x, tr.choice, timepoints, ...)

### Arguments

`x` | An object of class `etm`.
`tr.choice` | A character vector of the form "from to" describing for which transition one wishes to obtain the transition probabilities or covariance estimates. For `trprob`, `tr.choice` must be of length 1, while it can be of length 2 for `trcov`.
`timepoints` | Time points at which one want the estimates. When missing, estimates are obtained for all event times.
`...` | Further arguments.

### Value

A vector containing the transition probabilities or covariance estimates either at the time specified in `timepoints` or at all transition times.

### Author(s)

Arthur Allignol, arthur.allignol@gmail.com

### See Also

`etm`

### Examples

    data(sir.cont)

    # Modification for patients entering and leaving a state
    # at the same date
    # Change on ventilation status is considered
    # to happen before end of hospital stay
    sir.cont <- sir.cont[order(sir.cont$id, sir.cont$time), ]
    for (i in 2:nrow(sir.cont)) {
      if (sir.cont$id[i]==sir.cont$id[i-1]) {
        if (sir.cont$time[i]==sir.cont$time[i-1]) {
          sir.cont$time[i-1] <- sir.cont$time[i-1] - 0.5
        }
      }
    }

    ### Computation of the transition probabilities
    # Possible transitions.
    tra <- matrix(ncol=3,nrow=3,FALSE)
    tra[1, 2:3] <- TRUE
    tra[2, c(1, 3)] <- TRUE

    # etm
    fit.etm <- etm(sir.cont, c("0", "1", "2"), tra, "cens", 0)

    ## extract P_01(0, t) and variance
    p01 <- trprob(fit.etm, "0 1")
    var.p01 <- trcov(fit.etm, "0 1")

    ## covariance between P_00 and P_01
    cov.00.01 <- trcov(fit.etm, c("0 0", "0 1"))

    ## P_01 at some time points
    trprob(fit.etm, "0 1", c(0, 15, 50, 100))

[Package etm version 1.1 Index]