An object giving information about the parameters of the multi-state
model. Used internally during maximum likelihood estimation and
arranging results. Returned as the paramdata component of a
fitted msm model object.
Vector of initial values for distinct parameters which are being estimated. These have been transformed to the real line (e.g. by log), and exclude parameters being fixed at their initial values, parameters defined to be always fixed (e.g. binomial denominators) and parameters constrained to equal previous ones.
Names of parameters in allinits.
Vector of parameter values before estimation, including those which are fixed or constrained to equal other parameters, and transformed to the real line.
Indices of allinits which represent baseline parameters of
hidden Markov outcome models (thus excluding covariate effects in HMMs
and initial state occupancy probabilities).
TRUE if all parameters are fixed, FALSE otherwise.
Indices of parameters in allinits which are
fixed, either by definition or as requested by the user in the
fixedpars argument to msm. Excludes parameters
fixed by constraining to equal other parameters.
Indices of parameters which are not fixed by the
definition of fixedpars.
Indices of parameters in allinits being estimated,
thus those included in inits.
Indices of "auxiliary" parameters which are always fixed,
for example, binomial denominators (hmmBinom) and the which parameter in
hmmIdent.
Vector of integers, of length npars, indicating
which sets of parameters are constrained to be equal to each other.
If two of these integers are equal the corresponding parameters are
equal. A negative element indicates that parameter is defined to be
minus some other parameter (this is used for covariate effects on
transition intensities).
Total number of parameters, equal to length(allinits).
Number of fixed parameters, equal to length(fixedpars).
Number of parameters being estimated, equal to
length(inits) and length(optpars).
Number of parameters defined as duplicates of previous parameters by equality constraints (currently unused).
Matrix of defined ranges for each parameter on the natural scale (e.g. 0 to infinity for rate parameters).
Object returned by the optimisation routine (such as optim).
TRUE if standard errors are available after
optimisation. If FALSE the optimisation probably hasn't converged.
Minus twice the log likelihood at the parameter estimates.
Derivatives of the minus twice log likelihood at the parameter estimates, if available.
Corresponding expected information matrix at the parameter estimates, if available.
Vector of parameter values after maximum likelihood
estimation, corresponding to allinits, still on the real-line
transformed scale.
Covariance matrix corresponding to params.
Matrix of confidence intervals corresponding to params,
with nominal coverage (default 0.95) defined by the cl argument
of msm.
Vector of parameter estimates, as params but
with parameters on their natural scales.
msm.object