pmatrix.piecewise.msm {msm} | R Documentation |
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.
pmatrix.piecewise.msm(x, t1, t2, times, covariates)
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) ).
|
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".
C. H. Jackson chris.jackson@imperial.ac.uk