These functions have not been put into a generic format, but are called by generic functions.
forwardback.mmpp(tau, Q, delta, lambda, fortran = TRUE, fwd.only = FALSE)
Estep.mmpp(tau, Q, delta, lambda, fortran = TRUE)vector containing the interevent times. Note that the first event is at time zero.
the infinitesimal generator matrix of the Markov process.
a vector containing the Poisson rates.
is the marginal probability distribution of the \(m\) hidden states at time zero.
logical, if TRUE (default) use the Fortran code, else use the R code.
logical, if FALSE (default) calculate both forward and backward probabilities; else calculate and return only forward probabilities and log-likelihood.
These functions use the algorithm given by Ryden (1996) based on eigenvalue decompositions.
Cited references are listed on the HiddenMarkov manual page.