msmbuilder/msmbuilder — pull request #423 by rmcgibbo (2014-12-15 22:06:05+00:00)
Title: Sliding window option

The current code uses sliding window, but doesn't make any correction to the count matrix for the fact that these aren't independent. For MLE, this doesn't make any difference: if you ask for `argmax_T P(T|C)` and `argmax_T P(T | 10 * C)`, you get the same transition matrix. But the curvature of the likelihood surface does change, so this scaling makes a big difference for the error bars in `BayesianMSM` and `ContinuousTimeMSM`.

Sliding window is similar to overcounting every transition event by a factor of `lag_time`. My proposal is that the count matrix should therefor, with sliding window, record only `1/lag_time` of a "count" per count in sliding window mode.