context("analytic transition probability matrices") fixq <- function(Q){ diag(Q) <- 0; diag(Q) <- - rowSums(Q); Q } # avoid namespace faff nsubj <- 50; nobspt <- 6 sim.df <- data.frame(subject = rep(1:nsubj, each=nobspt), time = seq(0, 20, length.out=nobspt), x = rnorm(nsubj*nobspt), y = rnorm(nsubj*nobspt)* 5 + 2 ) set.seed(22061976) test_that("2 state analytic P matrices",{ (two.q <- fixq(rbind(c(0, exp(-2)), c(0, 0)))) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=two.q) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-3)), c(0, 0)), analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-3)), c(0, 0)), analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) ## 1,2 (two.q <- fixq(rbind(c(0, exp(-2)), c(exp(-2), 0)))) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=two.q) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-3)), c(exp(-1), 0)), analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-3)), c(exp(-1), 0)), analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) }) test_that("3 state analytic P matrices",{ ## 1,2 (three.q <- fixq(rbind(c(0, exp(-3), exp(-3)), c(0, 0, 0), c(0, 0, 0)))) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=three.q) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), exp(-1)), c(0, 0, 0), c(0, 0, 0)), analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), exp(-1)), c(0, 0, 0), c(0, 0, 0)), analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) ## 1,4 (three.q <- fixq(rbind(c(0, exp(-3), 0), c(0, 0, exp(-3)), c(0, 0, 0)))) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=three.q) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), 0), c(0, 0, exp(-1)), c(0, 0, 0)), analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), 0), c(0, 0, exp(-1)), c(0, 0, 0)), analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) # 4,5 (== 1,4) nsubj <- 500; nobspt <- 6 sim.df <- data.frame(subject = rep(1:nsubj, each=nobspt), time = seq(0, 20, length.out=nobspt), x = rnorm(nsubj*nobspt), y = rnorm(nsubj*nobspt)* 5 + 2 ) (three.q <- fixq(rbind(c(0, 0, 0), c(0, 0, exp(-2)), c(exp(-3), 0, 0)))) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=three.q, start=rep(2,500)) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, 0, 0), c(0, 0, exp(-3)), c(exp(-2), 0, 0)), analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, 0, 0), c(0, 0, exp(-3)), c(exp(-2), 0, 0)), analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) ## 1,6 (three.q <- fixq(rbind(c(0, exp(-3), 0), c(0, 0, 0), c(0, exp(-3), 0)))) nsubj <- 50; nobspt <- 6 sim.df <- data.frame(subject = rep(1:nsubj, each=nobspt), time = seq(0, 20, length.out=nobspt), x = rnorm(nsubj*nobspt), y = rnorm(nsubj*nobspt)* 5 + 2 ) set.seed(22061976) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=three.q, start=c(rep(3,25),rep(1,25))) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), 0), c(0, 0, 0), c(0, exp(-1), 0)), analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), 0), c(0, 0, 0), c(0, exp(-1), 0)), analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) #1,2,4 (= 3,4,5) (three.q <- fixq(rbind(c(0, 0, 0), c(exp(-3), 0, exp(-3)), c(exp(-3), 0, 0)))) set.seed(22061976) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=three.q, start=rep(2, 50)) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, 0, 0), c(exp(-2), 0, exp(-2)), c(2*exp(-2), 0, 0)), analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, 0, 0), c(exp(-2), 0, exp(-2)), c(2*exp(-2), 0, 0)), analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) # 1,2,4 (three.q <- fixq(rbind(c(0, exp(-3), exp(-6)), c(0, 0, exp(-3)), c(0, 0, 0)))) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=three.q) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), exp(-2)), c(0, 0, exp(-1)), c(0, 0, 0)), analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), exp(-2)), c(0, 0, exp(-1)), c(0, 0, 0)), analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) # 1,2,4 (=1,2,6) (three.q <- fixq(rbind(c(0, exp(-3), exp(-6)), c(0, 0, 0), c(0, exp(-3), 0)))) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=three.q) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), exp(-2)), c(0, 0, 0), c(0, exp(-2), 0)), analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), exp(-2)), c(0, 0, 0), c(0, exp(-2), 0)), analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) #1,3,5 (= 2,4,5) (three.q <- fixq(rbind(c(0, 0, exp(-3)), c(0, 0, exp(-3)), c(exp(-3), 0, 0)))) set.seed(22061976) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=three.q, start=c(rep(1, 25), rep(2,25))) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, 0, exp(-1)), c(0, 0, exp(-1)), c(exp(-2), 0, 0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, 0, exp(-1)), c(0, 0, exp(-1)), c(exp(-2), 0, 0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (three.q <- fixq(rbind(c(0, 0, exp(-3)), c(0, 0, exp(-3)), c(exp(-6), 0, 0)))) expect_equal(MatrixExp(three.q, method="analytic"), MatrixExp(three.q, method="pade")) #1,2,4,6 (three.q <- fixq(rbind(c(0, exp(-3), exp(-3)), c(0, 0, exp(-3)), c(0, exp(-3), 0)))) set.seed(22061976) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=three.q, start=c(rep(1, 25), rep(2,25))) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), exp(-1)), c(0, 0, exp(-1)), c(0, exp(-2), 0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), exp(-1)), c(0, 0, exp(-1)), c(0, exp(-2), 0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), exp(-1)), c(0, 0, exp(-1)), c(0, exp(-1), 0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), exp(-1)), c(0, 0, exp(-1)), c(0, exp(-1), 0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) }) ## FOUR STATES #1,5,9 test_that("4 state analytic P matrices",{ (four.q <- fixq(rbind(c(0, exp(-3), 0, 0), c(0, 0, exp(-3), 0), c(0, 0, 0, exp(-3)), c(0,0,0,0)))) set.seed(22061976) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=four.q) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), 0, 0), c(0, 0, exp(-1), 0), c(0, 0, 0, exp(-1)), c(0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), 0, 0), c(0, 0, exp(-1), 0), c(0, 0, 0, exp(-1)), c(0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), 0, 0), c(0, 0, exp(-1), 0), c(0, 0, 0, exp(-2)), c(0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), 0, 0), c(0, 0, exp(-1), 0), c(0, 0, 0, exp(-2)), c(0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), 0, 0), c(0, 0, exp(-2), 0), c(0, 0, 0, exp(-1)), c(0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-1), 0, 0), c(0, 0, exp(-2), 0), c(0, 0, 0, exp(-1)), c(0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-2), 0, 0), c(0, 0, exp(-1), 0), c(0, 0, 0, exp(-1)), c(0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-2), 0, 0), c(0, 0, exp(-1), 0), c(0, 0, 0, exp(-1)), c(0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-2), 0, 0), c(0, 0, exp(-1), 0), c(0, 0, 0, exp(-3)), c(0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-2), 0, 0), c(0, 0, exp(-1), 0), c(0, 0, 0, exp(-3)), c(0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) #13569 (four.q <- fixq(rbind(c(0, exp(-3), 0, exp(-3)), c(0, 0, exp(-3), exp(-3)), c(0, 0, 0, exp(-3)), c(0,0,0,0)))) set.seed(22061976) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=four.q) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-2), 0, exp(-2)), c(0, 0, exp(-2), exp(-2)), c(0, 0, 0, 2*exp(-2)), c(0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-2), 0, exp(-2)), c(0, 0, exp(-2), exp(-2)), c(0, 0, 0, 2*exp(-2)), c(0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik, tol=1e-06) ## no convergence with analytic, in 1.2 or 1.3, but matches with fixed (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-2), 0, exp(-2)), c(0, 0, exp(-2), exp(-2)), c(0, 0, 0, exp(-2)), c(0,0,0,0)), fixedpars=FALSE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-2), 0, exp(-2)), c(0, 0, exp(-2), exp(-2)), c(0, 0, 0, exp(-2)), c(0,0,0,0)), fixedpars=FALSE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-2), 0, exp(-2)), c(0, 0, exp(-3), exp(-3)), c(0, 0, 0, 2*exp(-2)), c(0,0,0,0)), fixedpars=FALSE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-2), 0, exp(-2)), c(0, 0, exp(-3), exp(-3)), c(0, 0, 0, 2*exp(-2)), c(0,0,0,0)), fixedpars=FALSE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-3), 0, exp(-3)), c(0, 0, exp(-2), exp(-2)), c(0, 0, 0, 2*exp(-2)), c(0,0,0,0)), fixedpars=FALSE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-3), 0, exp(-3)), c(0, 0, exp(-2), exp(-2)), c(0, 0, 0, 2*exp(-2)), c(0,0,0,0)), fixedpars=FALSE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-2), 0, exp(-2)), c(0, 0, exp(-3), exp(-3)), c(0, 0, 0, exp(-2)), c(0,0,0,0)), fixedpars=FALSE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0, exp(-2), 0, exp(-2)), c(0, 0, exp(-3), exp(-3)), c(0, 0, 0, exp(-2)), c(0,0,0,0)), fixedpars=FALSE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) }) ## FIVE STATES #1_6_11_16 test_that("5 state analytic P matrices",{ (five.q <- fixq(rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)))) set.seed(22061976) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=five.q) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-3),0,0), c(0,0,0,exp(-4),0), c(0,0,0,0,exp(-5)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-3),0,0), c(0,0,0,exp(-4),0), c(0,0,0,0,exp(-5)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-3),0), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-3),0), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-3),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-3),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-3),0,0), c(0,0,0,exp(-4),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-3),0,0), c(0,0,0,exp(-4),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-4),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-4),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,0), c(0,0,exp(-4),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,0), c(0,0,exp(-4),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-3)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-3)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-3),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-3),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-3),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-3),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (five.q <- fixq(rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),0,0), c(0,0,0,exp(-3),0), c(0,0,0,0,exp(-3)), c(0,0,0,0,0)))) expect_equal(MatrixExp(five.q, method="analytic"), MatrixExp(five.q, method="pade")) (five.q <- fixq(rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-3),0,0), c(0,0,0,exp(-2),0), c(0,0,0,0,exp(-3)), c(0,0,0,0,0)))) expect_equal(MatrixExp(five.q, method="analytic"), MatrixExp(five.q, method="pade")) (five.q <- fixq(rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-3),0,0), c(0,0,0,exp(-3),0), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)))) expect_equal(MatrixExp(five.q, method="analytic"), MatrixExp(five.q, method="pade")) #1_4_6_8_11_12_16 (five.q <- fixq(rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,exp(-2)), c(0,0,0,0,0)))) set.seed(22061976) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=five.q) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-3),0,exp(-3)), c(0,0,0,exp(-4),exp(-4)), c(0,0,0,0,exp(-5)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-3),0,exp(-3)), c(0,0,0,exp(-4),exp(-4)), c(0,0,0,0,exp(-5)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-3),exp(-3)), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-3),exp(-3)), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-3),0,exp(-3)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-3),0,exp(-3)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-3),0,exp(-3)), c(0,0,0,exp(-4),exp(-4)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-3),0,exp(-3)), c(0,0,0,exp(-4),exp(-4)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,exp(-3)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,exp(-3)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,exp(-3)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-4),exp(-4)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,exp(-3)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-4),exp(-4)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,exp(-3)), c(0,0,exp(-4),0,exp(-4)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,exp(-3)), c(0,0,exp(-4),0,exp(-4)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,exp(-3)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,exp(-3)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-3),exp(-3)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-3),exp(-3)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-3),0,exp(-3)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-3),0,exp(-3)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,exp(-3)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,exp(-3)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-2),0,exp(-2)), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,2*exp(-2)), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (five.q <- fixq(rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-3),0,exp(-1)), c(0,0,0,exp(-2),exp(-3)), c(0,0,0,0,exp(-5)), c(0,0,0,0,0)))) expect_equal(MatrixExp(five.q, method="analytic"), MatrixExp(five.q, method="pade")) (five.q <- fixq(rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-2),0,exp(-1)), c(0,0,0,exp(-3),exp(-1)), c(0,0,0,0,exp(-3)), c(0,0,0,0,0)))) expect_equal(MatrixExp(five.q, method="analytic"), MatrixExp(five.q, method="pade")) (five.q <- fixq(rbind(c(0,exp(-2),0,0,exp(-2)), c(0,0,exp(-2),0,exp(-1)), c(0,0,0,exp(-1),exp(-2)), c(0,0,0,0,exp(-4)), c(0,0,0,0,0)))) expect_equal(MatrixExp(five.q, method="analytic"), MatrixExp(five.q, method="pade")) #1_6_7_11_12 (five.q <- fixq(rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),exp(-2),0), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,0), c(0,0,0,0,0)))) set.seed(22061976) sim2.df <- simmulti.msm(sim.df[,1:2], qmatrix=five.q) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-3),exp(-3),0), c(0,0,0,exp(-4),exp(-4)), c(0,0,0,0,0), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-3),exp(-3),0), c(0,0,0,exp(-4),exp(-4)), c(0,0,0,0,0), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,2*exp(-2),0,0,0), c(0,0,exp(-2),exp(-2),0), c(0,0,0,exp(-3),exp(-3)), c(0,0,0,0,0), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,2*exp(-2),0,0,0), c(0,0,exp(-2),exp(-2),0), c(0,0,0,exp(-3),exp(-3)), c(0,0,0,0,0), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,2*exp(-2),0,0,0), c(0,0,exp(-3),exp(-3),0), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,0), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,2*exp(-2),0,0,0), c(0,0,exp(-3),exp(-3),0), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,0), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,0), c(0,0,exp(-2),exp(-2),0), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,0), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-3),0,0,0), c(0,0,exp(-2),exp(-2),0), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,0), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (sim.mod1 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),exp(-2),0), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,0), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=TRUE)) (sim.mod2 <- msm(state ~ time, subject=subject, data=sim2.df, qmatrix = rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-2),exp(-2),0), c(0,0,0,exp(-2),exp(-2)), c(0,0,0,0,0), c(0,0,0,0,0)), fixedpars=TRUE, analyticp=FALSE)) expect_equal(sim.mod1$minus2loglik, sim.mod2$minus2loglik) (five.q <- fixq(rbind(c(0,exp(-2),0,0,0), c(0,0,exp(-1),exp(-1),0), c(0,0,0,exp(-0.5),exp(-1.5)), c(0,0,0,0,0), c(0,0,0,0,0)))) expect_equal(MatrixExp(five.q, method="analytic"), MatrixExp(five.q, method="pade")) })