Package: depmixS4 1.5-0
depmixS4: Dependent Mixture Models - Hidden Markov Models of GLMs and Other Distributions in S4
Fits latent (hidden) Markov models on mixed categorical and continuous (time series) data, otherwise known as dependent mixture models, see Visser & Speekenbrink (2010, <doi:10.18637/jss.v036.i07>).
Authors:
depmixS4_1.5-0.tar.gz
depmixS4_1.5-0.zip(r-4.5)depmixS4_1.5-0.zip(r-4.4)depmixS4_1.5-0.zip(r-4.3)
depmixS4_1.5-0.tgz(r-4.4-x86_64)depmixS4_1.5-0.tgz(r-4.4-arm64)depmixS4_1.5-0.tgz(r-4.3-x86_64)depmixS4_1.5-0.tgz(r-4.3-arm64)
depmixS4_1.5-0.tar.gz(r-4.5-noble)depmixS4_1.5-0.tar.gz(r-4.4-noble)
depmixS4_1.5-0.tgz(r-4.4-emscripten)depmixS4_1.5-0.tgz(r-4.3-emscripten)
depmixS4.pdf |depmixS4.html✨
depmixS4/json (API)
NEWS
| # Install 'depmixS4' in R: |
| install.packages('depmixS4', repos = c('https://ingmarvisser.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 years agofrom:e1a137a5e4. Checks:OK: 1 NOTE: 8. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 25 2024 |
| R-4.5-win-x86_64 | NOTE | Oct 25 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 25 2024 |
| R-4.4-win-x86_64 | NOTE | Oct 25 2024 |
| R-4.4-mac-x86_64 | NOTE | Oct 25 2024 |
| R-4.4-mac-aarch64 | NOTE | Oct 25 2024 |
| R-4.3-win-x86_64 | NOTE | Oct 25 2024 |
| R-4.3-mac-x86_64 | NOTE | Oct 25 2024 |
| R-4.3-mac-aarch64 | NOTE | Oct 25 2024 |
Exports:confintdensdepmixemem.controlfbfitforwardbackwardfreeparsgetConstraintsgetdfgetmodelgetparsGLMresponsehessianllratiologLiklystigmakeDepmixmakeMixmixmlogitmultinomialmultistartMVNresponsenlinnobsnparnrespnstatesntimesposteriorpredictsetparsshowsimulatestandardErrorstationarysummarytransInitvcovviterbi
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| depmixS4 provides classes for specifying and fitting hidden Markov models | depmixS4-package depmixS4 |
| Balance Scale Data | balance |
| Dependent Mixture Model Specifiction | depmix depmix,ANY-method show show,depmix-method summary summary,depmix-method |
| Class "depmix" | depmix-class nresp nresp,depmix-method nstates nstates,depmix-method ntimes ntimes,depmix-method |
| 'depmix' and 'mix' methods. | depmix-methods freepars freepars,depmix-method freepars,depmix.fitted-method freepars,mix-method freepars,mix.fitted-method getmodel getmodel,depmix-method getmodel,mix-method getpars getpars,depmix-method getpars,mix-method logLik logLik,depmix-method logLik,depmix.fitted.classLik-method logLik,mix-method logLik,mix.fitted.classLik-method nobs nobs,depmix-method nobs,mix-method npar npar,depmix-method npar,mix-method setpars setpars,depmix-method setpars,mix-method |
| Class "depmix.fitted" (and "depmix.fitted.classLik") | depmix.fitted depmix.fitted-class depmix.fitted.classLik depmix.fitted.classLik-class |
| Class "depmix.sim" | depmix.sim depmix.sim-class nresp,depmix.sim-method nstates,depmix.sim-method ntimes,depmix.sim-method |
| Control parameters for the EM algorithm | em.control |
| Fit 'depmix' or 'mix' models | depmix.fit fit fit,depmix-method fit,mix-method mix.fit show,depmix.fitted-method show,mix.fitted-method summary,depmix.fitted-method summary,mix.fitted-method |
| Format percentage for level in printing confidence interval | formatperc |
| Forward and backward variables | forwardbackward forwardbackward,depmix-method forwardbackward,mix-method |
| Methods for creating depmix response models | getdf getdf,MULTINOMresponse-method getdf,response-method GLMresponse GLMresponse,formula-method show,GLMresponse-method |
| Log likelihood ratio test on two fitted models | llratio loglikelihoodratio show,llratio-method |
| Dependent Mixture Model Specifiction: full control and adding response models | makeDepmix makeMix |
| Mixture Model Specifiction | mix mix,ANY-method show,mix-method summary,mix-method |
| Class "mix" | mix-class nresp,mix-method nstates,mix-method ntimes,mix-method |
| Class "mix.fitted" (and "mix.fitted.classLik") | mix.fitted-class mix.fitted.classLik-class |
| Class "mix.sim" | mix.sim mix.sim-class nresp,mix.sim-method nstates,mix.sim-method ntimes,mix.sim-method |
| Methods to fit a (dep-)mix model using multiple sets of starting values | multistart multistart,depmix-method multistart,mix-method |
| Posterior state/class probabilities and classification | posterior posterior,depmix-method posterior,depmix.fitted-method posterior,mix-method posterior,mix.fitted-method |
| Class "response" | response-class |
| Class "GLMresponse" and class "transInit" | GLMresponse-class MVNresponse-class response-classes transInit-class |
| Response models currently implemented in depmix. | BINOMresponse GAMMAresponse MULTINOMresponse MVNresponse NORMresponse POISSONresponse responses show,MVNresponse-method |
| Methods to simulate from (dep-)mix models | simulate simulate,BINOMresponse-method simulate,depmix-method simulate,GAMMAresponse-method simulate,GLMresponse-method simulate,mix-method simulate,MULTINOMresponse-method simulate,MVNresponse-method simulate,NORMresponse-method simulate,POISSONresponse-method simulate,response-method simulate,transInit-method |
| Standard & Poor's 500 index | sp500 |
| Speed Accuracy Switching Data | speed |
| Compute the stationary distribution of a transition probability matrix. | stationary |
| Methods for creating depmix transition and initial probability models | getdf,transInit-method transInit transInit,formula-method |
| Parameter standard errors | confint confint,mix-method hessian hessian,mix-method standardError standardError,mix-method vcov vcov,mix-method |
| Viterbi algorithm for decoding the most likely state sequence | viterbi viterbi.fb viterbi2 |
