crudeinits.msm {msm}R Documentation

Calculate crude initial values for transition intensities

Description

Calculates crude initial values for transition intensities by assuming that the data represent the exact transition times of the Markov process.

Usage

crudeinits.msm(state, time, subject, qmatrix, data=NULL, fromto=FALSE,
               fromstate=NULL, tostate=NULL, timelag=NULL, check=FALSE)

Arguments

state Observed states, assumed to be ordered by time within each subject.
time Times at which the elements of state were observed.
subject Subject identification numbers corresponding to state. If not given, all observations are assumed to be on the same subject.
data An optional data frame in which the variables represented by subject and state can be found.
qmatrix Matrix of indicators for the allowed transitions. Specified as described in the help page for msm. An initial value will be estimated for each value of qmatrix that is 1.
fromto If TRUE, then the data are given as three vectors, from-state, to-state, time-difference, representing the set of observed transitions between states, and the time taken by each one. Otherwise, the data are given by formula, containing observation times, corresponding observed states, and a vector of corresponding subject identification numbers subject.
fromstate Starting states for the observed transitions (required if fromto == TRUE ).
tostate Finishing states for the observed transitions (required if fromto == TRUE ).
timelag Time difference between observing fromstate and tostate (required if fromto == TRUE ).
check Should the supplied state, time and subject data be checked for inconsistency with the supplied qmatrix, for example, backward transitions in the data with a forward progression model. This check is rather slow, and not performed by default.

Details

If we observe n_rs transitions from state r to state s, and a total of n_r transitions from state r, then q_rs / q_rr can be estimated by n_rs / n_r. Then, given a total of T_r years spent in state r, the mean sojourn time 1 / q_rr can be estimated as T_r / n_r. Thus, n_rs / T_r is a crude estimate of q_rs.

Value

A named vector of estimates for the initial values of each transition intensity. For simple models with no covariates, this can be used as the inits argument to msm.

Author(s)

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

See Also

statetable.msm

Examples

## Aortic aneurysm growth data
data(aneur)

## Three-state one-way progression model 
oneway.q <- rbind( c(0, 1, 0, 0), c(0, 0, 1, 0), c(0, 0, 0, 1), c(0, 0, 0, 0))

## Crude initial values for 1-2, 2-3 and 3-4 transition intensities 
crudeinits.msm(fromstate=from, tostate=to, timelag=dt, fromto=TRUE,
               data=aneur, qmatrix=oneway.q)

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