Time-Homogeneous Hidden Markov Model (THMM)

Binder

An example of event times generated by the THMM:

import numpy as np
import matplotlib.pyplot as plt
from gen_surv import generate

np.random.seed(0)

df = generate(
    model="thmm",
    n=200,
    model_cens="exponential",
    cens_par=3.0,
    beta=[0.1, 0.2, 0.3],
    covariate_range=1.0,
    rate=[0.2, 0.1, 0.3],
)

plt.hist(df["time"], bins=20, color="#4C72B0")
plt.xlabel("Time")
plt.ylabel("Frequency")
plt.title("THMM Event Times")