msmbuilder.msm._ratematrix.sigma_K

msmbuilder.msm._ratematrix.sigma_K(covar_theta, theta, n, inds=None)

Estimate the asymptotic standard deviation (uncertainty in the rate matrix, K

Parameters:

covar_theta : array, shape=(len(theta), len(theta))

Covariance matrix of theta. This is estimated by the inverse hessian of the log likelihood function.

theta : array of shape = (n*(n-1)/2 + n) for dense or shorter

The free parameters of the model. These values are the (possibly sparse) linearized elements of the log of the upper triangular portion of the symmetric rate matrix, S, followed by the log of the equilibrium distribution.

n : int

The size of counts

inds : array, optional (default=None)

Sparse linearized triu indices theta. If not supplied, theta is assumed to be a dense parameterization of the upper triangular portion of the symmetric rate matrix followed by the log equilibrium weights, and must be of length n*(n-1)/2 + n. If inds is supplied, it is a set of indices, with len(inds) == len(theta), 0 <= inds < n*(n-1)/2+n, giving the indices of the nonzero elements of the upper triangular elements of the rate matrix to which theta correspond.

Returns:

sigma_K : array, shape=(n, n)

Estimate of the element-wise asymptotic standard deviation of the rate matrix, K.

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