pmatrix.piecewise.msm {msm}R Documentation

Transition probability matrix for processes with piecewise-constant intensities

Description

Extract the estimated transition probability matrix from a fitted multi-state model for a given time interval. This is a generalisation of pmatrix.msm to non-time-homogeneous Markov models with piecewise-constant transition intensity matrices.

Usage

pmatrix.piecewise.msm(x, t1, t2, times, covariates)

Arguments

x A fitted multi-state model, as returned by msm.
t1 The start of the time interval to estimate the transition probabilities for.
t2 The end of the time interval to estimate the transition probabilities for.
times Cut points at which the transition intensity matrix changes.
covariates A list with number of components one greater than the length of times. Each component of the list is specified in the same way as the covariates argument to pmatrix.msm. The components correspond to the covariate values in the intervals
(t1, times[1]], (times[1], times[2]], ..., (\times[length(times)], t2]
(assuming that all elements of times are in the interval (t1, t2)).

Value

The matrix of estimated transition probabilities P(t) for the time interval [t1, tn]. That is, the probabilities of occupying state s at time tn conditionally on occupying state r at time t1. Rows correspond to "from-state" and columns to "to-state".

Author(s)

C. H. Jackson chris.jackson@imperial.ac.uk

See Also

pmatrix.msm


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