[Depmix-commits] r416 - tags/release-0.9-0
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Jun 3 14:16:47 CEST 2010
Author: ingmarvisser
Date: 2010-06-03 14:16:46 +0200 (Thu, 03 Jun 2010)
New Revision: 416
Added:
tags/release-0.9-0/COPYING
tags/release-0.9-0/DESCRIPTION
tags/release-0.9-0/NAMESPACE
tags/release-0.9-0/NEWS
tags/release-0.9-0/R/
tags/release-0.9-0/README
tags/release-0.9-0/data/
tags/release-0.9-0/inst/
tags/release-0.9-0/man/
tags/release-0.9-0/tests/
Log:
Copied pkg to tag directory, version 0.9-0
Copied: tags/release-0.9-0/COPYING (from rev 415, pkg/depmixS4/COPYING)
===================================================================
--- tags/release-0.9-0/COPYING (rev 0)
+++ tags/release-0.9-0/COPYING 2010-06-03 12:16:46 UTC (rev 416)
@@ -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.
Copied: tags/release-0.9-0/DESCRIPTION (from rev 415, pkg/depmixS4/DESCRIPTION)
===================================================================
--- tags/release-0.9-0/DESCRIPTION (rev 0)
+++ tags/release-0.9-0/DESCRIPTION 2010-06-03 12:16:46 UTC (rev 416)
@@ -0,0 +1,12 @@
+Package: depmixS4
+Version: 0.9-0
+Date: 2010-05-11
+Title: Dependent Mixture Models 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 (>= 2.10.1), 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-0.9-0/NAMESPACE (from rev 415, pkg/depmixS4/NAMESPACE)
===================================================================
--- tags/release-0.9-0/NAMESPACE (rev 0)
+++ tags/release-0.9-0/NAMESPACE 2010-06-03 12:16:46 UTC (rev 416)
@@ -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-0.9-0/NEWS (from rev 415, pkg/depmixS4/NEWS)
===================================================================
--- tags/release-0.9-0/NEWS (rev 0)
+++ tags/release-0.9-0/NEWS 2010-06-03 12:16:46 UTC (rev 416)
@@ -0,0 +1,114 @@
+
+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-0.9-0/README (from rev 415, pkg/depmixS4/README)
===================================================================
--- tags/release-0.9-0/README (rev 0)
+++ tags/release-0.9-0/README 2010-06-03 12:16:46 UTC (rev 416)
@@ -0,0 +1,42 @@
+
+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) with the possibility of including
+covariates. Optimization is by default done by 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.
+
+The latest development version of 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.
+
+
+USING RDONLP2
+
+Optimization of models with (general) linear (in-)equality constraints can
+be done using the Rdonlp2 package, written Ryuichi Tamura(ry.tamura @
+gmail.com), which is available from: http://arumat.net/Rdonlp2/
+
+Optimization with Rdonlp2 is automatically selected when constraints are
+specified in the fit function.
More information about the depmix-commits
mailing list