[Depmix-commits] r337 - in tags: . release-0.1-0 release-0.1-0/R release-0.1-0/data release-0.1-0/inst release-0.1-0/inst/doc release-0.1-0/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Feb 1 14:09:04 CET 2010
Author: ingmarvisser
Date: 2010-02-01 14:09:04 +0100 (Mon, 01 Feb 2010)
New Revision: 337
Added:
tags/release-0.1-0/
tags/release-0.1-0/COPYING
tags/release-0.1-0/DESCRIPTION
tags/release-0.1-0/NAMESPACE
tags/release-0.1-0/R/
tags/release-0.1-0/R/EM.R
tags/release-0.1-0/R/allGenerics.R
tags/release-0.1-0/R/depmix.R
tags/release-0.1-0/R/depmix.fitted.R
tags/release-0.1-0/R/fb.R
tags/release-0.1-0/R/llratio.R
tags/release-0.1-0/R/lystig.R
tags/release-0.1-0/R/responses.R
tags/release-0.1-0/R/viterbi.R
tags/release-0.1-0/README
tags/release-0.1-0/data/
tags/release-0.1-0/data/balance.rda
tags/release-0.1-0/data/speed.rda
tags/release-0.1-0/inst/
tags/release-0.1-0/inst/CITATION
tags/release-0.1-0/inst/doc/
tags/release-0.1-0/inst/doc/depmix-intro.pdf
tags/release-0.1-0/man/
tags/release-0.1-0/man/balance.Rd
tags/release-0.1-0/man/depmix-class.Rd
tags/release-0.1-0/man/depmix-internal.Rd
tags/release-0.1-0/man/depmix.Rd
tags/release-0.1-0/man/depmix.fit.Rd
tags/release-0.1-0/man/depmix.fitted-class.Rd
tags/release-0.1-0/man/llratio.Rd
tags/release-0.1-0/man/response-class.Rd
tags/release-0.1-0/man/response-classes.Rd
tags/release-0.1-0/man/response.Rd
tags/release-0.1-0/man/speed.Rd
Log:
...
Added: tags/release-0.1-0/COPYING
===================================================================
--- tags/release-0.1-0/COPYING (rev 0)
+++ tags/release-0.1-0/COPYING 2010-02-01 13:09:04 UTC (rev 337)
@@ -0,0 +1,340 @@
+ GNU GENERAL PUBLIC LICENSE
+ Version 2, June 1991
+
+ Copyright (C) 1989, 1991 Free Software Foundation, Inc.
+ 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
+ Everyone is permitted to copy and distribute verbatim copies
+ of this license document, but changing it is not allowed.
+
+ Preamble
+
+ The licenses for most software are designed to take away your
+freedom to share and change it. By contrast, the GNU General Public
+License is intended to guarantee your freedom to share and change free
+software--to make sure the software is free for all its users. This
+General Public License applies to most of the Free Software
+Foundation's software and to any other program whose authors commit to
+using it. (Some other Free Software Foundation software is covered by
+the GNU Library General Public License instead.) You can apply it to
+your programs, too.
+
+ When we speak of free software, we are referring to freedom, not
+price. Our General Public Licenses are designed to make sure that you
+have the freedom to distribute copies of free software (and charge for
+this service if you wish), that you receive source code or can get it
+if you want it, that you can change the software or use pieces of it
+in new free programs; and that you know you can do these things.
+
+ To protect your rights, we need to make restrictions that forbid
+anyone to deny you these rights or to ask you to surrender the rights.
+These restrictions translate to certain responsibilities for you if you
+distribute copies of the software, or if you modify it.
+
+ For example, if you distribute copies of such a program, whether
+gratis or for a fee, you must give the recipients all the rights that
+you have. You must make sure that they, too, receive or can get the
+source code. And you must show them these terms so they know their
+rights.
+
+ We protect your rights with two steps: (1) copyright the software, and
+(2) offer you this license which gives you legal permission to copy,
+distribute and/or modify the software.
+
+ Also, for each author's protection and ours, we want to make certain
+that everyone understands that there is no warranty for this free
+software. If the software is modified by someone else and passed on, we
+want its recipients to know that what they have is not the original, so
+that any problems introduced by others will not reflect on the original
+authors' reputations.
+
+ Finally, any free program is threatened constantly by software
+patents. We wish to avoid the danger that redistributors of a free
+program will individually obtain patent licenses, in effect making the
+program proprietary. To prevent this, we have made it clear that any
+patent must be licensed for everyone's free use or not licensed at all.
+
+ The precise terms and conditions for copying, distribution and
+modification follow.
+
+ GNU GENERAL PUBLIC LICENSE
+ TERMS AND CONDITIONS FOR COPYING, DISTRIBUTION AND MODIFICATION
+
+ 0. This License applies to any program or other work which contains
+a notice placed by the copyright holder saying it may be distributed
+under the terms of this General Public License. The "Program", below,
+refers to any such program or work, and a "work based on the Program"
+means either the Program or any derivative work under copyright law:
+that is to say, a work containing the Program or a portion of it,
+either verbatim or with modifications and/or translated into another
+language. (Hereinafter, translation is included without limitation in
+the term "modification".) Each licensee is addressed as "you".
+
+Activities other than copying, distribution and modification are not
+covered by this License; they are outside its scope. The act of
+running the Program is not restricted, and the output from the Program
+is covered only if its contents constitute a work based on the
+Program (independent of having been made by running the Program).
+Whether that is true depends on what the Program does.
+
+ 1. You may copy and distribute verbatim copies of the Program's
+source code as you receive it, in any medium, provided that you
+conspicuously and appropriately publish on each copy an appropriate
+copyright notice and disclaimer of warranty; keep intact all the
+notices that refer to this License and to the absence of any warranty;
+and give any other recipients of the Program a copy of this License
+along with the Program.
+
+You may charge a fee for the physical act of transferring a copy, and
+you may at your option offer warranty protection in exchange for a fee.
+
+ 2. You may modify your copy or copies of the Program or any portion
+of it, thus forming a work based on the Program, and copy and
+distribute such modifications or work under the terms of Section 1
+above, provided that you also meet all of these conditions:
+
+ a) You must cause the modified files to carry prominent notices
+ stating that you changed the files and the date of any change.
+
+ b) You must cause any work that you distribute or publish, that in
+ whole or in part contains or is derived from the Program or any
+ part thereof, to be licensed as a whole at no charge to all third
+ parties under the terms of this License.
+
+ c) If the modified program normally reads commands interactively
+ when run, you must cause it, when started running for such
+ interactive use in the most ordinary way, to print or display an
+ announcement including an appropriate copyright notice and a
+ notice that there is no warranty (or else, saying that you provide
+ a warranty) and that users may redistribute the program under
+ these conditions, and telling the user how to view a copy of this
+ License. (Exception: if the Program itself is interactive but
+ does not normally print such an announcement, your work based on
+ the Program is not required to print an announcement.)
+
+These requirements apply to the modified work as a whole. If
+identifiable sections of that work are not derived from the Program,
+and can be reasonably considered independent and separate works in
+themselves, then this License, and its terms, do not apply to those
+sections when you distribute them as separate works. But when you
+distribute the same sections as part of a whole which is a work based
+on the Program, the distribution of the whole must be on the terms of
+this License, whose permissions for other licensees extend to the
+entire whole, and thus to each and every part regardless of who wrote it.
+
+Thus, it is not the intent of this section to claim rights or contest
+your rights to work written entirely by you; rather, the intent is to
+exercise the right to control the distribution of derivative or
+collective works based on the Program.
+
+In addition, mere aggregation of another work not based on the Program
+with the Program (or with a work based on the Program) on a volume of
+a storage or distribution medium does not bring the other work under
+the scope of this License.
+
+ 3. You may copy and distribute the Program (or a work based on it,
+under Section 2) in object code or executable form under the terms of
+Sections 1 and 2 above provided that you also do one of the following:
+
+ a) Accompany it with the complete corresponding machine-readable
+ source code, which must be distributed under the terms of Sections
+ 1 and 2 above on a medium customarily used for software interchange; or,
+
+ b) Accompany it with a written offer, valid for at least three
+ years, to give any third party, for a charge no more than your
+ cost of physically performing source distribution, a complete
+ machine-readable copy of the corresponding source code, to be
+ distributed under the terms of Sections 1 and 2 above on a medium
+ customarily used for software interchange; or,
+
+ c) Accompany it with the information you received as to the offer
+ to distribute corresponding source code. (This alternative is
+ allowed only for noncommercial distribution and only if you
+ received the program in object code or executable form with such
+ an offer, in accord with Subsection b above.)
+
+The source code for a work means the preferred form of the work for
+making modifications to it. For an executable work, complete source
+code means all the source code for all modules it contains, plus any
+associated interface definition files, plus the scripts used to
+control compilation and installation of the executable. However, as a
+special exception, the source code distributed need not include
+anything that is normally distributed (in either source or binary
+form) with the major components (compiler, kernel, and so on) of the
+operating system on which the executable runs, unless that component
+itself accompanies the executable.
+
+If distribution of executable or object code is made by offering
+access to copy from a designated place, then offering equivalent
+access to copy the source code from the same place counts as
+distribution of the source code, even though third parties are not
+compelled to copy the source along with the object code.
+
+ 4. You may not copy, modify, sublicense, or distribute the Program
+except as expressly provided under this License. Any attempt
+otherwise to copy, modify, sublicense or distribute the Program is
+void, and will automatically terminate your rights under this License.
+However, parties who have received copies, or rights, from you under
+this License will not have their licenses terminated so long as such
+parties remain in full compliance.
+
+ 5. You are not required to accept this License, since you have not
+signed it. However, nothing else grants you permission to modify or
+distribute the Program or its derivative works. These actions are
+prohibited by law if you do not accept this License. Therefore, by
+modifying or distributing the Program (or any work based on the
+Program), you indicate your acceptance of this License to do so, and
+all its terms and conditions for copying, distributing or modifying
+the Program or works based on it.
+
+ 6. Each time you redistribute the Program (or any work based on the
+Program), the recipient automatically receives a license from the
+original licensor to copy, distribute or modify the Program subject to
+these terms and conditions. You may not impose any further
+restrictions on the recipients' exercise of the rights granted herein.
+You are not responsible for enforcing compliance by third parties to
+this License.
+
+ 7. If, as a consequence of a court judgment or allegation of patent
+infringement or for any other reason (not limited to patent issues),
+conditions are imposed on you (whether by court order, agreement or
+otherwise) that contradict the conditions of this License, they do not
+excuse you from the conditions of this License. If you cannot
+distribute so as to satisfy simultaneously your obligations under this
+License and any other pertinent obligations, then as a consequence you
+may not distribute the Program at all. For example, if a patent
+license would not permit royalty-free redistribution of the Program by
+all those who receive copies directly or indirectly through you, then
+the only way you could satisfy both it and this License would be to
+refrain entirely from distribution of the Program.
+
+If any portion of this section is held invalid or unenforceable under
+any particular circumstance, the balance of the section is intended to
+apply and the section as a whole is intended to apply in other
+circumstances.
+
+It is not the purpose of this section to induce you to infringe any
+patents or other property right claims or to contest validity of any
+such claims; this section has the sole purpose of protecting the
+integrity of the free software distribution system, which is
+implemented by public license practices. Many people have made
+generous contributions to the wide range of software distributed
+through that system in reliance on consistent application of that
+system; it is up to the author/donor to decide if he or she is willing
+to distribute software through any other system and a licensee cannot
+impose that choice.
+
+This section is intended to make thoroughly clear what is believed to
+be a consequence of the rest of this License.
+
+ 8. If the distribution and/or use of the Program is restricted in
+certain countries either by patents or by copyrighted interfaces, the
+original copyright holder who places the Program under this License
+may add an explicit geographical distribution limitation excluding
+those countries, so that distribution is permitted only in or among
+countries not thus excluded. In such case, this License incorporates
+the limitation as if written in the body of this License.
+
+ 9. The Free Software Foundation may publish revised and/or new versions
+of the General Public License from time to time. Such new versions will
+be similar in spirit to the present version, but may differ in detail to
+address new problems or concerns.
+
+Each version is given a distinguishing version number. If the Program
+specifies a version number of this License which applies to it and "any
+later version", you have the option of following the terms and conditions
+either of that version or of any later version published by the Free
+Software Foundation. If the Program does not specify a version number of
+this License, you may choose any version ever published by the Free Software
+Foundation.
+
+ 10. If you wish to incorporate parts of the Program into other free
+programs whose distribution conditions are different, write to the author
+to ask for permission. For software which is copyrighted by the Free
+Software Foundation, write to the Free Software Foundation; we sometimes
+make exceptions for this. Our decision will be guided by the two goals
+of preserving the free status of all derivatives of our free software and
+of promoting the sharing and reuse of software generally.
+
+ NO WARRANTY
+
+ 11. BECAUSE THE PROGRAM IS LICENSED FREE OF CHARGE, THERE IS NO WARRANTY
+FOR THE PROGRAM, TO THE EXTENT PERMITTED BY APPLICABLE LAW. EXCEPT WHEN
+OTHERWISE STATED IN WRITING THE COPYRIGHT HOLDERS AND/OR OTHER PARTIES
+PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESSED
+OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
+MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE ENTIRE RISK AS
+TO THE QUALITY AND PERFORMANCE OF THE PROGRAM IS WITH YOU. SHOULD THE
+PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF ALL NECESSARY SERVICING,
+REPAIR OR CORRECTION.
+
+ 12. IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
+WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MAY MODIFY AND/OR
+REDISTRIBUTE THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES,
+INCLUDING ANY GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING
+OUT OF THE USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED
+TO LOSS OF DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY
+YOU OR THIRD PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER
+PROGRAMS), EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE
+POSSIBILITY OF SUCH DAMAGES.
+
+ END OF TERMS AND CONDITIONS
+
+ How to Apply These Terms to Your New Programs
+
+ If you develop a new program, and you want it to be of the greatest
+possible use to the public, the best way to achieve this is to make it
+free software which everyone can redistribute and change under these terms.
+
+ To do so, attach the following notices to the program. It is safest
+to attach them to the start of each source file to most effectively
+convey the exclusion of warranty; and each file should have at least
+the "copyright" line and a pointer to where the full notice is found.
+
+ <one line to give the program's name and a brief idea of what it does.>
+ Copyright (C) <year> <name of author>
+
+ This program is free software; you can redistribute it and/or modify
+ it under the terms of the GNU General Public License as published by
+ the Free Software Foundation; either version 2 of the License, or
+ (at your option) any later version.
+
+ This program is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ GNU General Public License for more details.
+
+ You should have received a copy of the GNU General Public License
+ along with this program; if not, write to the Free Software
+ Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
+
+
+Also add information on how to contact you by electronic and paper mail.
+
+If the program is interactive, make it output a short notice like this
+when it starts in an interactive mode:
+
+ Gnomovision version 69, Copyright (C) year name of author
+ Gnomovision comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
+ This is free software, and you are welcome to redistribute it
+ under certain conditions; type `show c' for details.
+
+The hypothetical commands `show w' and `show c' should show the appropriate
+parts of the General Public License. Of course, the commands you use may
+be called something other than `show w' and `show c'; they could even be
+mouse-clicks or menu items--whatever suits your program.
+
+You should also get your employer (if you work as a programmer) or your
+school, if any, to sign a "copyright disclaimer" for the program, if
+necessary. Here is a sample; alter the names:
+
+ Yoyodyne, Inc., hereby disclaims all copyright interest in the program
+ `Gnomovision' (which makes passes at compilers) written by James Hacker.
+
+ <signature of Ty Coon>, 1 April 1989
+ Ty Coon, President of Vice
+
+This General Public License does not permit incorporating your program into
+proprietary programs. If your program is a subroutine library, you may
+consider it more useful to permit linking proprietary applications with the
+library. If this is what you want to do, use the GNU Library General
+Public License instead of this License.
Property changes on: tags/release-0.1-0/COPYING
___________________________________________________________________
Name: svn:eol-style
+ native
Added: tags/release-0.1-0/DESCRIPTION
===================================================================
--- tags/release-0.1-0/DESCRIPTION (rev 0)
+++ tags/release-0.1-0/DESCRIPTION 2010-02-01 13:09:04 UTC (rev 337)
@@ -0,0 +1,12 @@
+Package: depmixS4
+Version: 0.1-0
+Date: 2008-03-23
+Title: Dependent Mixture Models
+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 (>= 2.6.0), nnet, methods
+Suggests: Rdonlp2
+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/
Property changes on: tags/release-0.1-0/DESCRIPTION
___________________________________________________________________
Name: svn:eol-style
+ native
Added: tags/release-0.1-0/NAMESPACE
===================================================================
--- tags/release-0.1-0/NAMESPACE (rev 0)
+++ tags/release-0.1-0/NAMESPACE 2010-02-01 13:09:04 UTC (rev 337)
@@ -0,0 +1,47 @@
+import(methods)
+
+importFrom(stats, predict)
+importFrom(stats4, AIC, BIC, logLik, plot, summary)
+
+export(
+ makeDepmix,
+ lystig,
+ fb,
+ llratio,
+ multinomial,
+ em,
+ viterbi,
+ viterbi.fb,
+ mlogit
+)
+
+exportClasses(
+ depmix,
+ depmix.fitted,
+ response,
+ GLMresponse,
+ transInit
+)
+
+exportMethods(
+ AIC,
+ BIC,
+ fit,
+ npar,
+ freepars,
+ getdf,
+ nobs,
+ nresp,
+ ntimes,
+ depmix,
+ posterior,
+ GLMresponse,
+ transInit,
+ setpars,
+ getpars,
+ logLik,
+ predict,
+ dens,
+ show,
+ summary
+)
Property changes on: tags/release-0.1-0/NAMESPACE
___________________________________________________________________
Name: svn:eol-style
+ native
Added: tags/release-0.1-0/R/EM.R
===================================================================
--- tags/release-0.1-0/R/EM.R (rev 0)
+++ tags/release-0.1-0/R/EM.R 2010-02-01 13:09:04 UTC (rev 337)
@@ -0,0 +1,90 @@
+#
+# Maarten Speekenbrink 23-3-2008
+#
+
+em <- function(object,maxit=100,tol=1e-6,verbose=FALSE,...) {
+
+ if(!is(object,"depmix")) stop("object is not of class 'depmix'")
+
+ ns <- object at nstates
+
+ ntimes <- ntimes(object)
+ lt <- length(ntimes)
+ et <- cumsum(ntimes)
+ bt <- c(1,et[-lt]+1)
+
+ converge <- FALSE
+ j <- 0
+
+ A <- object at trDens
+ B <- apply(object at dens,c(1,3),prod)
+ init <- object at init
+
+ # initial expectation
+ fbo <- fb(init=object at init,A=object at trDens,B=apply(object at dens,c(1,3),prod),ntimes=ntimes(object))
+ LL <- fbo$logLike
+ LL.old <- LL + 1
+
+ while(j <= maxit & !converge) {
+
+ # maximization
+
+ # should become object at prior <- fit(object at prior)
+ object at prior@y <- fbo$gamma[bt,,drop=FALSE]
+ object at prior <- fit(object at prior, w=NULL,ntimes=NULL)
+ object at init <- dens(object at prior)
+
+ trm <- matrix(0,ns,ns)
+ for(i in 1:ns) {
+
+ if(max(ntimes(object)>1)) { # skip transition parameters update in case of latent class model
+ if(!object at stationary) {
+ object at transition[[i]]@y <- fbo$xi[,,i]/fbo$gamma[,i]
+ object at transition[[i]] <- fit(object at transition[[i]],w=as.matrix(fbo$gamma[,i]),ntimes=ntimes(object)) # check this
+ } else {
+ for(k in 1:ns) {
+ trm[i,k] <- sum(fbo$xi[-c(et),k,i])/sum(fbo$gamma[-c(et),i])
+ }
+ # FIX THIS; it will only work with a specific trinModel
+ object at transition[[i]]@parameters$coefficients <- object at transition[[i]]@family$linkfun(trm[i,],base=object at transition[[i]]@family$base)
+ }
+
+ # update trDens slot of the model
+ object at trDens[,,i] <- dens(object at transition[[i]])
+ }
+
+ for(k in 1:nresp(object)) {
+ object at response[[i]][[k]] <- fit(object at response[[i]][[k]],w=fbo$gamma[,i])
+ # update dens slot of the model
+ object at dens[,k,i] <- dens(object at response[[i]][[k]])
+ }
+ }
+
+ # expectation
+ fbo <- fb(init=object at init,A=object at trDens,B=apply(object at dens,c(1,3),prod),ntimes=ntimes(object))
+ LL <- fbo$logLike
+
+ if(verbose&((j%%5)==0)) cat("iteration",j,"logLik:",LL,"\n")
+ if( (LL >= LL.old) & (LL - LL.old < tol)) {
+ cat("iteration",j,"logLik:",LL,"\n")
+ converge <- TRUE
+ }
+
+ LL.old <- LL
+ j <- j+1
+
+ }
+
+ class(object) <- "depmix.fitted"
+ if(converge) object at message <- "Log likelihood converged to within tol."
+ else object at message <- "'maxit' iterations reached in EM without convergence."
+
+ # no constraints in EM
+ object at conMat <- matrix()
+
+ # what do we want in slot posterior?
+ # this is moved to depmix.fit
+ # object at posterior <- viterbi(object)
+
+ object
+}
Property changes on: tags/release-0.1-0/R/EM.R
___________________________________________________________________
Name: svn:eol-style
+ native
Added: tags/release-0.1-0/R/allGenerics.R
===================================================================
--- tags/release-0.1-0/R/allGenerics.R (rev 0)
+++ tags/release-0.1-0/R/allGenerics.R 2010-02-01 13:09:04 UTC (rev 337)
@@ -0,0 +1,62 @@
+
+#
+# Ingmar Visser, 23-3-2008
+#
+
+.First.lib <- function(lib, pkg) {
+ require(nnet)
+}
+
+.Last.lib <- function(libpath) {}
+
+# Guess what: all generics
+
+setGeneric("depmix", function(response,data=NULL,nstates,transition=~1,family=gaussian(),prior=~1,initdata=NULL,
+ respstart=NULL,trstart=NULL,instart=NULL,ntimes=NULL, ...) standardGeneric("depmix"))
+
+setGeneric("GLMresponse", function(formula, data = NULL, family = gaussian(), pstart =
+ NULL, fixed = NULL, prob=TRUE, ...) standardGeneric("GLMresponse"))
+
+setGeneric("transInit", function(formula, nstates, data = NULL, family = multinomial(),
+ pstart = NULL, fixed = NULL, prob=TRUE, ...) standardGeneric("transInit"))
+
+setGeneric("npar", function(object, ...) standardGeneric("npar"))
+
+setGeneric("nobs", function(object, ...) standardGeneric("nobs"))
+
+setGeneric("ntimes", function(object, ...) standardGeneric("ntimes"))
+
+setGeneric("nstates", function(object, ...) standardGeneric("nstates"))
+
+setGeneric("nresp", function(object, ...) standardGeneric("nresp"))
+
+setGeneric("freepars", function(object, ...) standardGeneric("freepars"))
+
+setGeneric("logLik", function(object, ...) standardGeneric("logLik"))
+
+setGeneric("fit", function(object, ...) standardGeneric("fit"))
+
+setGeneric("posterior", function(object, ...) standardGeneric("posterior"))
+
+setGeneric("predict", function(object, ...) standardGeneric("predict"))
+
+setGeneric("AIC", function(object, ..., k=2) standardGeneric("AIC"))
+
+setGeneric("BIC", function(object, ...) standardGeneric("BIC"))
+
+setGeneric("getdf",function(object) standardGeneric("getdf"))
+
+setGeneric("setpars", function(object,values,which="pars",...) standardGeneric("setpars"))
+
+setGeneric("getpars", function(object,which="pars",...) standardGeneric("getpars"))
+
+setGeneric("logDens",function(object,...) standardGeneric("logDens"))
+
+setGeneric("dens",function(object,...) standardGeneric("dens"))
+
+setGeneric("summary")
+
+setGeneric("ntimes", function(object, ...) standardGeneric("ntimes"))
+
+setGeneric("nresp", function(object, ...) standardGeneric("nresp"))
+
Property changes on: tags/release-0.1-0/R/allGenerics.R
___________________________________________________________________
Name: svn:eol-style
+ native
Added: tags/release-0.1-0/R/depmix.R
===================================================================
--- tags/release-0.1-0/R/depmix.R (rev 0)
+++ tags/release-0.1-0/R/depmix.R 2010-02-01 13:09:04 UTC (rev 337)
@@ -0,0 +1,377 @@
+
+#
+# Ingmar Visser, 23-3-2008
+#
+
+#
+# CLASSES & METHODS FOR DEPMIX OBJECTS AND FIT FUNCTIONS
+#
+
+#
+# DEPMIX CLASS
+#
+
+setClass("depmix",
+ representation(response="list", # response models
+ transition="list", # transition models (multinomial logistic)
+ prior="ANY", # the prior model (multinomial logistic)
+ dens="array", # response densities (B)
+ trDens="array", # transition densities (A)
+ init="array", # usually called pi
+ stationary="logical",
+ ntimes="numeric",
+ nstates="numeric",
+ nresp="numeric",
+ npars="numeric" # number of parameters
+ )
+)
+
+#
+# METHODS
+#
+
+# TODO: change print and add summary method for depmix objects
+
+# CONSTRUCTORS
+
+# the main function constructing a depmix model with full information, ie all models already in place
+# this function is probably not ever called by users
+
+makeDepmix <- function(response, transition, prior, ntimes=NULL, stationary=TRUE, ...) {
+
+ nstates <- length(response)
+ nresp <- length(response[[1]])
+
+ # make appropriate ntimes
+ if(is.null(ntimes)) {
+ ntimes <- nrow(response[[1]][[1]]@y)
+ }
+
+ # count the number of parameters
+ npars <- npar(prior)
+ for(i in 1:nstates) {
+ npars <- npars + sum(sapply(response[[i]],npar))
+ }
+ npars <- npars + sum(sapply(transition,npar))
+
+ # make appropriate array for transition densities
+ nt <- sum(ntimes)
+ if(stationary) trDens <- array(0,c(1,nstates,nstates))
+ else trDens <- array(0,c(nt,nstates,nstates))
+
+ # make appropriate array for response densities
+ dens <- array(,c(nt,nresp,nstates))
+
+ # compute observation and transition densities
+ for(i in 1:nstates) {
+ for(j in 1:nresp) {
+ dens[,j,i] <- dens(response[[i]][[j]]) # remove this response as an argument from the call to setpars
+ }
+ trDens[,,i] <- dens(transition[[i]])
+ }
+
+ # compute initial state probabilties
+ init <- dens(prior)
+
+ new("depmix",response=response,transition=transition,prior=prior,
+ dens=dens,trDens=trDens,init=init,stationary=stationary,
+ ntimes=ntimes,nstates=nstates,nresp=nresp,npars=npars)
+
+}
+
+#
+# UNIVARIATE AND MULTIVARIATE MARKOV MIXTURE OF GLM'S
+#
+
+setMethod("depmix",
+ signature(response="ANY"),
+ function(response, data=NULL, nstates, transition=~1, family=gaussian(), prior=~1, initdata=NULL,
+ respstart=NULL, trstart=NULL, instart=NULL, ntimes=NULL, ...) {
+
+ if(is.null(data)) {
+ if(is.null(ntimes)) stop("'ntimes' must be provided if not in the data")
+ } else {
+ if(is.null(attr(data,"ntimes"))) {
+ if(is.null(ntimes)) ntimes <- nrow(data)
+ } else {
+ ntimes <- attr(data,"ntimes")
+ }
+ if(sum(ntimes)!=nrow(data)) stop("'ntimes' and data do not match")
+ }
+
+ # make response models
+ response <- makeResponseModels(response=response,data=data,nstates=nstates,family=family,values=respstart)
+
+ # make transition models
+ stationary=FALSE
+ if(transition==~1) stationary=TRUE
+ transition <- makeTransModels(nstates=nstates,formula=transition,data=data,stationary=stationary,values=trstart)
+
+ # make prior model
+ prior <- makePriorModel(nstates=nstates,ncases=length(ntimes),formula=prior,data=initdata,values=instart)
+
+ # call main depmix with all these models, ntimes and stationary
+ model <- makeDepmix(response=response,transition=transition,prior=prior,ntimes=ntimes,stationary=stationary)
+
+ # deal with starting values here!!!!!!
+
+ return(model)
+ }
+)
+
+#
+# internal functions
+#
+
+makeResponseModels <- function(response,data=NULL,nstates,family,values=NULL,...) {
+
+ resp <- response
+ response <- list()
+
+ st=FALSE
+ if(!is.null(values)) st=TRUE
+
+ # univariate response data
+ if(class(resp)=="formula") {
+ nresp <- 1
+ for(i in 1:nstates) {
+ response[[i]] <- list()
+ response[[i]][[1]] <- GLMresponse(resp,data=data,family=family)
+ if(st) {
+ bp <- npar(response[[i]][[1]])
+ response[[i]][[1]] <- GLMresponse(resp,data=data,family=family,pstart=values[1:bp])
+ bp <- bp+1
+ values <- values[bp:length(values)]
+ }
+ }
+ }
+
+ # multi variate response data
+ if(is.list(resp)) {
+ nresp <- length(resp)
+ for(i in 1:nstates) {
+ response[[i]] <- list()
+ for(j in 1:nresp) {
+ response[[i]][[j]] <- GLMresponse(resp[[j]],data=data,family=family[[j]])
+ if(st) {
+ bp <- npar(response[[i]][[j]])
+ response[[i]][[j]] <- GLMresponse(resp[[j]],data=data,family=family[[j]],pstart=values[1:bp])
+ bp <- bp+1
+ values <- values[bp:length(values)]
+ }
+ }
+ }
+ }
+
+ return(response)
+}
+
+makeTransModels <- function(nstates,formula=~1,data=NULL,stationary,values=NULL, ...) {
+
+ # defaults that possibly need some work at some point
+ # FIX ME
+ base=1
+ prob=TRUE
+
+ if(!stationary&is.null(data)) stop("non-stationary transition models needs data argument")
+
+ # starting values
+ tst <- FALSE
+ if(!is.null(values)) {
+ tst <- TRUE
+ values <- matrix(values,nstates,byrow=TRUE)
+ }
+
+ models <- list()
+ for(i in 1:nstates) {
+ if(tst) {
+ # in the case of stationary models we do not need data?!?!?!?!?!
+ if(stationary) models[[i]] <- transInit(formula,multinomial(base=base),data=data.frame(1),nstates=nstates,pstart=values[i,],prob=prob)
+ else models[[i]] <- transInit(formula,multinomial(base=base),data=data,nstates=nstates,pstart=values[i,],prob=prob)
+ } else {
+ if(stationary) models[[i]] <- transInit(formula,multinomial(base=base),data=data.frame(1),nstates=nstates,prob=FALSE)
+ else models[[i]] <- transInit(formula,multinomial(base=base),data=data,nstates=nstates,prob=FALSE)
+ }
+ }
+
+ return(models)
+}
+
+makePriorModel <- function(nstates,ncases,formula=~1,data=NULL,values=NULL, ...) {
+
+ # these arguments need to be added at some point FIX ME
+ base=1
+# prob=TRUE
+
+ # initial probabilities model, depending on covariates init(=~1 by default)
+ if(formula==~1) {
+ initModel <- transInit(~1,data=data.frame(rep(1,ncases)),nst=nstates,family=multinomial(),pstart=values)
+ } else {
+ if(is.null(data)) {
+ stop("'Argument initdata missing while the init model is non-trivial")
+ } else {
+ initModel <- transInit(formula,data=data,nst=nstates,family=multinomial(),pstart=values)
+ }
+ }
+
+ return(initModel)
+}
+
+setMethod("show","depmix",
+ function(object) {
+ cat("Initial state probabilties model \n")
+ print(object at prior)
+ cat("\n")
+ for(i in 1:object at nstates) {
+ cat("Transition model for state (component)", i,"\n")
+ print(object at transition[[i]])
+ cat("\n")
+ }
+ cat("\n")
+ for(i in 1:object at nstates) {
+ cat("Response model(s) for state", i,"\n\n")
+ for(j in 1:object at nresp) {
+ cat("Response model for response",j,"\n")
+ print(object at response[[i]][[j]])
+ cat("\n")
+ }
+ cat("\n")
+ }
+ }
+)
+
+setMethod("getpars","depmix",
+ function(object,which="pars",...) {
+ parameters <- getpars(object at prior,which=which)
+ for(i in 1:object at nstates) {
+ parameters <- c(parameters,getpars(object at transition[[i]],which=which))
+ }
+ for(i in 1:object at nstates) {
+ for(j in 1:object at nresp) {
+ parameters <- c(parameters,getpars(object at response[[i]][[j]],which=which))
+ }
+ }
+ return(parameters)
+ }
+)
+
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/depmix -r 337
More information about the depmix-commits
mailing list