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