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multivariate poisson hidden markov models for analysis of spatial ...

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α<br />

j() i β<br />

j() i α<br />

j() i β<br />

j()<br />

i<br />

# uj() i = P[ Si = j| Y= y]<br />

= =<br />

m m<br />

α ( n) α ( i) β ( i)<br />

∑<br />

∑<br />

l j j<br />

l= 1 j=<br />

1<br />

(5.31)<br />

#and then re-estimate the rates as follows:<br />

n<br />

j<br />

∑uj()<br />

i di<br />

λˆ = ,<br />

<br />

u () i<br />

i=<br />

1<br />

#<br />

j n<br />

∑<br />

i=<br />

1<br />

j<br />

j = 1,..., m.<br />

(5.32)<br />

beta=alpha*beta<br />

sumbeta=matrix(0,nrow=T,ncol=1,byrow=T)<br />

<strong>for</strong> (r in 1:T){<br />

sumbeta[r,]=sum(beta[r,])<br />

}<br />

sumbeta=sumbeta%*%oness<br />

beta=beta/sumbeta<br />

##Reestmate rates<br />

#component 1<br />

newdata1=cbind(x11,x21,x31,x141)<br />

rate1=(t(beta[,1])%*%newdata1)/sum(beta[,1])<br />

#component 2<br />

newdata2=cbind(x12,x22,x32,x142)<br />

rate2=(t(beta[,2])%*%newdata2)/sum(beta[,2])<br />

#component 3<br />

newdata3=cbind(x13,x23,x33,x143)<br />

rate3=(t(beta[,3])%*%newdata3)/sum(beta[,3])<br />

#Assign estimated parameters new variables<br />

theta11

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