Given a vector intercepts
of initial guesses at the intercepts in a Markov proportional odds model, and a vector extra
if there are other parameters, solves for the intercepts
and extra
vectors that yields a set of occupancy probabilities at time t
that equal, as closely as possible, a vector of target values.
intMarkovOrd(
y,
times,
initial,
absorb = NULL,
intercepts,
extra = NULL,
g,
target,
t,
ftarget = NULL,
onlycrit = FALSE,
constraints = NULL,
printsop = FALSE,
...
)
vector of possible y values in order (numeric, character, factor)
vector of measurement times
initial value of y
(baseline state; numeric, character, or factor matching y
). If length 1 this value is used for all subjects, otherwise it is a vector of length n
.
vector of absorbing states, a subset of y
(numeric, character, or factor matching y
). The default is no absorbing states. Observations are truncated when an absorbing state is simulated.
vector of initial guesses for the intercepts
an optional vector of intial guesses for other parameters passed to g
such as regression coefficients for previous states and for general time trends. Name the elements of extra
for more informative output.
a user-specified function of three or more arguments which in order are yprev
- the value of y
at the previous time, the current time t
, the gap
between the previous time and the current time, an optional (usually named) covariate vector X
, and optional arguments such as a regression coefficient value to simulate from. The function needs to allow yprev
to be a vector and yprev
must not include any absorbing states. The g
function returns the linear predictor for the proportional odds model aside from intercepts
. The returned value must be a matrix with row names taken from yprev
. If the model is a proportional odds model, the returned value must be one column. If it is a partial proportional odds model, the value must have one column for each distinct value of the response variable Y after the first one, with the levels of Y used as optional column names. So columns correspond to intercepts
. The different columns are used for y
-specific contributions to the linear predictor (aside from intercepts
) for a partial or constrained partial proportional odds model. Parameters for partial proportional odds effects may be included in the ... arguments.
vector of target state occupancy probabilities at time t
. If extra
is specified, target
must be a matrix where row names are character versions of t
and columns represent occupancy probabilities corresponding to values of y
at the time given in the row.
target times. Can have more than one element only if extra
is given.
an optional function defining constraints that relate to transition probabilities. The function returns a penalty which is a sum of absolute differences in probabilities from target probabilities over possibly multiple targets. The ftarget
function must have two arguments: intercepts
and extra
.
set to TRUE
to only return the achieved objective criterion and not print anything
a function of two arguments: the vector of current intercept values and the vector of extra
parameters, returning TRUE
if that vector meets the constrains and FALSE
otherwise
set to TRUE
to print solved-for state occupancy probabilities for groups 1 and 2
optional arguments to pass to stats::nlm()
. If this is specified, the arguments that intMarkovOrd
normally sends to nlm
are not used.
list containing two vectors named intercepts
and extra
unless oncrit=TRUE
in which case the best achieved sum of absolute errors is returned