R: Markov Modulated Poisson Process - 2nd Level Functions

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 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.

### 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 1.8-8 Index]