Time-Homogeneous Hidden Markov Model (THMM)
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")