probtrans_by_convolution function

Compute all transition probabilities from a given state using convolution

probtrans_by_convolution is an internal function of probtrans_ebmstate and is not meant to be called directly by the user. It is itself a wrapper for the functions probtrans_by_convolution_clockforward

and probtrans_by_convolution_clockreset, which are the workhorses of the convolution algorithm.

probtrans_by_convolution(tmat, cumhaz, from_state, model, max_time, nr_steps)

Arguments

• tmat: A transition matrix extracted from the cumhaz argument to probtrans_ebmstate.
• cumhaz: msfit object (argument passed on from probtrans_ebmstate).
• from_state: Initial state (argument passed on from probtrans_ebmstate).
• model: 'clockforward' or 'clockreset' (argument passed on from probtrans_ebmstate).
• max_time: The maximum time for which transition probabilities are estimated.
• nr_steps: The number of steps in the convolution algorithm (larger increases precision but makes it slower)

Details

For more information on the arguments of this function see probtrans_ebmstate.

See Also

probtrans_ebmstate;probtrans_by_convolution_clockforward; probtrans_by_convolution_clockreset.

Author(s)

Rui Costa & Moritz Gerstung