[Depmix-commits] r438 - in tags: . release-1.0-0

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mon Aug 9 14:43:16 CEST 2010


Author: ingmarvisser
Date: 2010-08-09 14:43:15 +0200 (Mon, 09 Aug 2010)
New Revision: 438

Added:
   tags/release-1.0-0/
   tags/release-1.0-0/DESCRIPTION
   tags/release-1.0-0/NAMESPACE
   tags/release-1.0-0/NEWS
   tags/release-1.0-0/R/
   tags/release-1.0-0/README
   tags/release-1.0-0/data/
   tags/release-1.0-0/inst/
   tags/release-1.0-0/man/
   tags/release-1.0-0/tests/
Log:
Copied version 1.0-0 to tags directory

Copied: tags/release-1.0-0/DESCRIPTION (from rev 437, pkg/depmixS4/DESCRIPTION)
===================================================================
--- tags/release-1.0-0/DESCRIPTION	                        (rev 0)
+++ tags/release-1.0-0/DESCRIPTION	2010-08-09 12:43:15 UTC (rev 438)
@@ -0,0 +1,12 @@
+Package: depmixS4
+Version: 1.0-0
+Date: 2010-08-04
+Title: Dependent Mixture Models - Hidden Markov Models of GLMs and Other Distributions in S4
+Author: Ingmar Visser <i.visser at uva.nl>, Maarten Speekenbrink <m.speekenbrink at ucl.ac.uk>
+Maintainer: Ingmar Visser <i.visser at uva.nl>
+Depends: R (>= 2.11.1), stats, nnet, methods, MASS, Rsolnp
+Suggests: Rdonlp2, gamlss, gamlss.dist
+Description: Fit latent (hidden) Markov models on mixed categorical and continuous (timeseries)
+   data, otherwise known as dependent mixture models
+License: GPL (>=2)
+URL: http://depmix.r-forge.r-project.org/

Copied: tags/release-1.0-0/NAMESPACE (from rev 437, pkg/depmixS4/NAMESPACE)
===================================================================
--- tags/release-1.0-0/NAMESPACE	                        (rev 0)
+++ tags/release-1.0-0/NAMESPACE	2010-08-09 12:43:15 UTC (rev 438)
@@ -0,0 +1,59 @@
+import(methods)
+
+importFrom(stats, predict, simulate, AIC, logLik)
+
+export(	
+	makeDepmix,
+	makeMix,
+	lystig,
+	fb,
+	forwardbackward,
+	MVNresponse,
+	llratio,
+	multinomial,
+	em,
+	viterbi,
+	mlogit
+)
+
+exportClasses(
+	depmix,
+	depmix.sim,
+	mix,
+	mix.sim,
+	depmix.fitted,
+	mix.fitted,
+	response,
+	GLMresponse,
+	MVNresponse,
+	transInit
+)
+
+exportMethods(
+	AIC,
+	BIC,
+	fit,
+	getConstraints,
+	npar,
+	freepars,
+	nlin,
+	getdf,
+	nobs,
+	nresp,
+	ntimes,
+	nstates,
+	depmix,
+	mix,
+	posterior,
+	GLMresponse,
+	MVNresponse,
+	transInit,
+	setpars,
+	getpars,
+	logLik,
+	predict,
+	dens,
+	show,
+	simulate,
+	summary
+)

Copied: tags/release-1.0-0/NEWS (from rev 437, pkg/depmixS4/NEWS)
===================================================================
--- tags/release-1.0-0/NEWS	                        (rev 0)
+++ tags/release-1.0-0/NEWS	2010-08-09 12:43:15 UTC (rev 438)
@@ -0,0 +1,127 @@
+
+Changes in depmixS4 version 1.0-0
+
+  o added a vignette to the package and upped the version number 1.0-0 to 
+    celebrate publication in the Journal of Statistical Software. 
+
+Changes in depmixS4 version 0.9-1
+
+  o fixed a bug in setting the lower and upper bounds for GLMresponse
+    models (the number of bounds was wrong for models with covariates/
+    predictors; these bounds are only used in constrained optimization in
+    which case they produced an error immediately; in EM optimization these
+    bounds are not used).
+
+Changes in depmixS4 version 0.9-0
+
+  o added optimization using Rsolnp, which can be invoked by using 
+    method="rsolnp" in calling fit on (dep-)mix objects. Note that 
+    this is meant for fitting models with additional constraints. 
+    Method="rsolnp" is now the default when fitting constrained 
+    models, method="donlp" is still supported. 
+
+  o added documentation for control arguments that can be passed to 
+    em algorithm, particularly for controlling the tolerance in 
+    optimization.
+
+  o added multinomial models with identity link for transition and prior 
+    probabilities. These are now the default when no covariates are 
+    present. 
+
+  o added bounds and constraints for multinomial identity models such
+	that these constraints are satisfied when fitting models with
+	method="rsolnp" or "donlp".  Also, variance and sd parameters in
+	gaussian and multivariate normal models are given bounds to prevent
+	warnings and errors in optimization of such models using rsolnp or
+	donlp.
+
+  o added option to generate starting values as part of the EM 
+    algorithm. 
+
+  o fixed a bug in multinomial response models with n>1; the response for
+	these models can be specified as a k-column matrix with the number of
+	observed responses for each category; the loglikelihood for these
+	models in which there was more than 1 observation per row was
+	incorrect; note that such models may lead to some numerical
+	instabilities when n is large.
+
+Changes in depmixS4 version 0.3-0
+  
+  o added multinomial response function with identity link (no covariates
+    allowed in such a model); useful when (many) boundary values occur; 
+    currently no constraints are used for such models, and hence only EM
+    can be used for optimization, or alternatively, if and when Rdonlp2
+    is used, sum constraints need to be added when fitting the model.
+    See ?GLMresponse for details. 
+
+  o added an example of how to specify a model with multivariate normal
+    responses (and fixed a bug in MVNresponse that prevented such models
+    from being specified in the first place). See ?makeDepmix for an 
+    example. 
+
+Changes in depmixS4 version 0.2-2
+
+  o fixed a warning produced when specifying conrows.upper and .lower in
+    the fit function
+
+  o added error message in case the initial log likelihood is infeasible
+
+  o fixed a bug in the fit function for multinomial response models with 
+    covariates (thanks to Gilles Dutilh for spotting this)
+
+Changes in depmixS4 version 0.2-1
+
+  o fixed a bug in the Viterbi algorithm used to compute posterior states
+    (this bug was introduced in version 0.2-0)
+  
+  o restructured test files somewhat
+
+  o fixed a bug in the use of the conrows argument in the fit function (a 
+    missing drop=FALSE statement)
+
+  o updated help files for mix classes
+
+  o fixed a bug in setting the starting values of regression coefficients in 
+    prior and transInit models with covariates (thanks to Verena Schmittmann 
+    for reporting this)
+
+  o added newx argument to predict function of transInit objects, to be used
+    for predicting probabilities depending on covariates (useful in eg plotting
+    transition probabilities as function of a covariate)
+
+  o added example of the use of conrows argument in fitting functions and other 
+    minor updates in documentation
+  
+Changes in depmixS4 version 0.2-0
+
+  o restructured R and Rd (help) files; added depmixS4 help with a short
+    overview of the package and links to appropriate help files
+  
+  o added function 'simulate' to generate new data from a (fitted) model
+  
+  o added function 'forwardbackward' to access the forward and backward 
+    variables as well as the smoothed transition and state variables
+  
+  o added new glm distributions: gamma, poisson
+  
+  o added multivariate normal distribution
+  
+  o freepars now works correctly on both depmix and depmix.fitted objects
+  
+  o added function 'nlin' to compute the number of linear constraints in 
+    a fitted model object
+
+  o added mix class for mixture and latent class models; the depmix class 
+    extends this mix class and adds a transition model to it
+  
+  o added help file for makeDepmix to provide full control in specifying 
+    models
+  
+  o minor changes to make depmixS4 compatible with R 2.7.1
+  
+
+Changes in depmixS4 version 0.1-1
+
+  o adjusted for R 2.7.0
+
+First version released on CRAN: 0.1-0

Copied: tags/release-1.0-0/README (from rev 437, pkg/depmixS4/README)
===================================================================
--- tags/release-1.0-0/README	                        (rev 0)
+++ tags/release-1.0-0/README	2010-08-09 12:43:15 UTC (rev 438)
@@ -0,0 +1,47 @@
+
+FITTING HIDDEN MARKOV MODELS IN R
+
+depmixS4 provides a framework for specifying and fitting hidden Markov
+models.  The observation densities use an interface to the glm
+distributions, most of which are now implemented.  Besides these,
+observations can be modelled using the multinomial distribution with
+identity or logistic link function.  The latter provides functionality for
+multinomial logistic responses with covariates.  The transition matrix and
+the initial state probabilities are also modeled as multinomial logistics
+(or multinomials with identity link, which is the default when no
+covariates are present) with the possibility of including covariates.
+
+Optimization is by default done using the EM algorithm.  When linear
+constraints are included, package Rsolnp is used for optimization (there is
+also support for using Rdonlp2 as optimizer, see details below).  New
+response distributions can be added by extending the response-class and
+writing appropriate methods for it (dens, and getpars and setpars); an
+example of this is provided on the ?makeDepmix help page.  depmixS4 also
+fits latent class and mixture models, see ?mix for an example.
+
+The latest development versions of depmixS4 (and depmix) can be found at: 
+https://r-forge.r-project.org/projects/depmix/
+
+
+FOR DEPMIX USERS
+
+depmixS4 is a completely new implementation of the depmix package using S4
+classes.  Model specification now uses formulae and family objects,
+familiar from the lm and glm functions.  Moreover, the transition matrix
+and the initial state probabilities (as well as multinomial responses) are
+now modeled as multinomial logistics with a baseline.  Specification of
+linear constraints uses the same mechanism as was used in depmix, with the
+only difference that constraints are passed as arguments to the fit
+function rather than the model specification function.  See the help files
+for further details. NOTE: most of the functionality of depmix is now 
+also provided in depmixS4; in the future therefor I may stop updating 
+depmix. 
+
+
+USING RDONLP2
+
+Optimization of models with (general) linear (in-)equality constraint is
+done using Rsolnp (available from CRAN).  Optionally the Rdonlp2 package
+can be used; Rdonlp2 was written by Ryuichi Tamura(ry.tamura @ gmail.com),
+and used to be available from: http://arumat.net/Rdonlp2/ The present 
+status of Rdonlp2 is unclear. 



More information about the depmix-commits mailing list