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The probability of transitioning into each hidden state at time t is dependent on the previous hidden state, and is given by:
Where the elements of A are each of the transition probabilities such that Amn ≡ p(ztn = 1|zt-1,m = 1, ct) denotes the probability of transitioning from state m to state n at time t and we make it explicit that this can depend on a vector of time-varying covariates ct.
In addition, other measures can be calculated from the hidden state sequence itself.
J Med Internet Res 2025;27:e64007
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