[Depmix-commits] r419 - in tags: . release-0.9-1 release-0.9-1/R release-0.9-1/data release-0.9-1/inst release-0.9-1/inst/doc release-0.9-1/man release-0.9-1/tests

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Wed Jun 30 15:30:55 CEST 2010


Author: ingmarvisser
Date: 2010-06-30 15:30:54 +0200 (Wed, 30 Jun 2010)
New Revision: 419

Added:
   tags/release-0.9-1/
   tags/release-0.9-1/COPYING
   tags/release-0.9-1/DESCRIPTION
   tags/release-0.9-1/NAMESPACE
   tags/release-0.9-1/NEWS
   tags/release-0.9-1/R/
   tags/release-0.9-1/R/EM.R
   tags/release-0.9-1/R/allGenerics.R
   tags/release-0.9-1/R/depmix-class.R
   tags/release-0.9-1/R/depmix.R
   tags/release-0.9-1/R/depmixAIC.R
   tags/release-0.9-1/R/depmixBIC.R
   tags/release-0.9-1/R/depmixfit-class.R
   tags/release-0.9-1/R/depmixfit.R
   tags/release-0.9-1/R/depmixsim-class.R
   tags/release-0.9-1/R/fb.R
   tags/release-0.9-1/R/forwardbackward.R
   tags/release-0.9-1/R/freepars.R
   tags/release-0.9-1/R/getpars.R
   tags/release-0.9-1/R/llratio.R
   tags/release-0.9-1/R/logLik.R
   tags/release-0.9-1/R/lystig.R
   tags/release-0.9-1/R/makeDepmix.R
   tags/release-0.9-1/R/makePriorModel.R
   tags/release-0.9-1/R/makeResponseModels.R
   tags/release-0.9-1/R/makeTransModels.R
   tags/release-0.9-1/R/mlogit.R
   tags/release-0.9-1/R/multinomial.R
   tags/release-0.9-1/R/nobs.R
   tags/release-0.9-1/R/pa2conr.R
   tags/release-0.9-1/R/response-class.R
   tags/release-0.9-1/R/responseGLM.R
   tags/release-0.9-1/R/responseGLMBINOM.R
   tags/release-0.9-1/R/responseGLMGAMMA.R
   tags/release-0.9-1/R/responseGLMMULTINOM.R
   tags/release-0.9-1/R/responseGLMPOISSON.R
   tags/release-0.9-1/R/responseMVN.R
   tags/release-0.9-1/R/responseNORM.R
   tags/release-0.9-1/R/setpars.R
   tags/release-0.9-1/R/stationary.R
   tags/release-0.9-1/R/transInit.R
   tags/release-0.9-1/R/viterbi.R
   tags/release-0.9-1/README
   tags/release-0.9-1/data/
   tags/release-0.9-1/data/balance.rda
   tags/release-0.9-1/data/speed.rda
   tags/release-0.9-1/inst/
   tags/release-0.9-1/inst/CITATION
   tags/release-0.9-1/inst/doc/
   tags/release-0.9-1/inst/doc/depmix-intro.pdf
   tags/release-0.9-1/man/
   tags/release-0.9-1/man/AIC.Rd
   tags/release-0.9-1/man/GLMresponse.Rd
   tags/release-0.9-1/man/balance.Rd
   tags/release-0.9-1/man/depmix-class.Rd
   tags/release-0.9-1/man/depmix-internal.Rd
   tags/release-0.9-1/man/depmix-methods.Rd
   tags/release-0.9-1/man/depmix.Rd
   tags/release-0.9-1/man/depmix.fit.Rd
   tags/release-0.9-1/man/depmix.fitted-class.Rd
   tags/release-0.9-1/man/depmix.sim-class.Rd
   tags/release-0.9-1/man/depmixS4-package.Rd
   tags/release-0.9-1/man/forwardbackward.Rd
   tags/release-0.9-1/man/llratio.Rd
   tags/release-0.9-1/man/makeDepmix.Rd
   tags/release-0.9-1/man/mix-class.Rd
   tags/release-0.9-1/man/mix.Rd
   tags/release-0.9-1/man/mix.fitted-class.Rd
   tags/release-0.9-1/man/mix.sim-class.Rd
   tags/release-0.9-1/man/posterior.Rd
   tags/release-0.9-1/man/response-class.Rd
   tags/release-0.9-1/man/response-classes.Rd
   tags/release-0.9-1/man/responses.Rd
   tags/release-0.9-1/man/simulate.Rd
   tags/release-0.9-1/man/speed.Rd
   tags/release-0.9-1/man/transInit.Rd
   tags/release-0.9-1/tests/
   tags/release-0.9-1/tests/test1speed.R
   tags/release-0.9-1/tests/test1speed.Rout.save
   tags/release-0.9-1/tests/test2getsetpars.R
   tags/release-0.9-1/tests/test2getsetpars.Rout.save
   tags/release-0.9-1/tests/test3responses.R
Log:
Made tag directory for release 0.9-1

Added: tags/release-0.9-1/COPYING
===================================================================
--- tags/release-0.9-1/COPYING	                        (rev 0)
+++ tags/release-0.9-1/COPYING	2010-06-30 13:30:54 UTC (rev 419)
@@ -0,0 +1,340 @@
+		    GNU GENERAL PUBLIC LICENSE
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+
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+Public License instead of this License.


Property changes on: tags/release-0.9-1/COPYING
___________________________________________________________________
Added: svn:executable
   + *
Added: svn:eol-style
   + native

Added: tags/release-0.9-1/DESCRIPTION
===================================================================
--- tags/release-0.9-1/DESCRIPTION	                        (rev 0)
+++ tags/release-0.9-1/DESCRIPTION	2010-06-30 13:30:54 UTC (rev 419)
@@ -0,0 +1,12 @@
+Package: depmixS4
+Version: 0.9-1
+Date: 2010-06-03
+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/


Property changes on: tags/release-0.9-1/DESCRIPTION
___________________________________________________________________
Added: svn:executable
   + *
Added: svn:eol-style
   + native

Added: tags/release-0.9-1/NAMESPACE
===================================================================
--- tags/release-0.9-1/NAMESPACE	                        (rev 0)
+++ tags/release-0.9-1/NAMESPACE	2010-06-30 13:30:54 UTC (rev 419)
@@ -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
+)

Added: tags/release-0.9-1/NEWS
===================================================================
--- tags/release-0.9-1/NEWS	                        (rev 0)
+++ tags/release-0.9-1/NEWS	2010-06-30 13:30:54 UTC (rev 419)
@@ -0,0 +1,122 @@
+
+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


Property changes on: tags/release-0.9-1/NEWS
___________________________________________________________________
Added: svn:eol-style
   + native

Added: tags/release-0.9-1/R/EM.R
===================================================================
--- tags/release-0.9-1/R/EM.R	                        (rev 0)
+++ tags/release-0.9-1/R/EM.R	2010-06-30 13:30:54 UTC (rev 419)
@@ -0,0 +1,218 @@
+# 
+# Maarten Speekenbrink 23-3-2008
+# 
+
+em <- function(object,...) {
+	if(!is(object,"mix")) stop("object is not of class '(dep)mix'")
+	call <- match.call()
+	if(is(object,"depmix")) {
+		call[[1]] <- as.name("em.depmix")
+	} else {
+		call[[1]] <- as.name("em.mix")
+	}
+	object <- eval(call, parent.frame())
+	object
+}
+
+# em for lca and mixture models
+em.mix <- function(object,maxit=100,tol=1e-8,crit=c("relative","absolute"),random.start=FALSE,verbose=FALSE,...) {
+	
+	if(!is(object,"mix")) stop("object is not of class 'mix'")
+	
+	crit <- match.arg(crit)
+	
+	ns <- nstates(object)
+	ntimes <- ntimes(object)
+	lt <- length(ntimes)
+	et <- cumsum(ntimes)
+	bt <- c(1,et[-lt]+1)
+	
+	converge <- FALSE
+	j <- 0
+	
+	# compute responsibilities
+	B <- apply(object at dens,c(1,3),prod)
+	gamma <- object at init*B
+	LL <- sum(log(rowSums(gamma)))
+	# normalize
+	gamma <- gamma/rowSums(gamma)
+	
+	if(random.start) {
+		nr <- sum(ntimes(object))
+		gamma <- matrix(runif(nr*ns,min=.0001,max=.9999),nr=nr,nc=ns)
+		gamma <- gamma/rowSums(gamma)
+	} 
+	
+	LL.old <- LL + 1
+	
+	while(j <= maxit & !converge) {
+		
+		# maximization
+		
+		# should become object at prior <- fit(object at prior)
+		object at prior@y <- gamma[bt,,drop=FALSE]
+		object at prior <- fit(object at prior, w=NULL,ntimes=NULL)
+		object at init <- dens(object at prior)
+		
+		for(i in 1:ns) {
+			for(k in 1:nresp(object)) {
+				object at response[[i]][[k]] <- fit(object at response[[i]][[k]],w=gamma[,i])
+				# update dens slot of the model
+				object at dens[,k,i] <- dens(object at response[[i]][[k]])
+			}
+		}
+		
+		# expectation
+		B <- apply(object at dens,c(1,3),prod)
+		gamma <- object at init*B
+		LL <- sum(log(rowSums(gamma)))
+		# normalize
+		gamma <- gamma/rowSums(gamma)
+		
+		# print stuff
+		if(verbose&((j%%5)==0)) {
+			cat("iteration",j,"logLik:",LL,"\n")
+		}
+		
+		if(LL >= LL.old) {
+		  if((crit == "absolute" &&  LL - LL.old < tol) || (crit == "relative" && (LL.old - LL)/LL.old  < tol)) {
+			  cat("iteration",j,"logLik:",LL,"\n")
+			  converge <- TRUE
+			}
+		} else {
+		  # this should not really happen...
+		  if(j > 0) warning("likelihood decreased on iteration",j)
+		}
+
+		LL.old <- LL
+		j <- j+1
+
+	}
+
+	class(object) <- "mix.fitted"
+
+	if(converge) {
+		object at message <- switch(crit,
+			relative = "Log likelihood converged to within tol. (relative change crit.)",
+			absolute = "Log likelihood converged to within tol. (absolute change crit.)"
+		)
+	} else object at message <- "'maxit' iterations reached in EM without convergence."
+
+	# no constraints in EM, except for the standard constraints ...
+	# which are produced by the following (only necessary for getting df right in logLik and such)
+	constraints <- getConstraints(object)
+	object at conMat <- constraints$lincon
+	object at lin.lower <- constraints$lin.l
+	object at lin.upper <- constraints$lin.u
+	
+	object
+	
+}
+
+# em for hidden markov models
+em.depmix <- function(object,maxit=100,tol=1e-8,crit=c("relative","absolute"),random.start=FALSE,verbose=FALSE,...) {
+	
+	if(!is(object,"depmix")) stop("object is not of class '(dep)mix'")
+	crit <- match.arg(crit)
+	
+	ns <- nstates(object)
+	
+	ntimes <- ntimes(object)
+	lt <- length(ntimes)
+	et <- cumsum(ntimes)
+	bt <- c(1,et[-lt]+1)
+	
+	converge <- FALSE
+	j <- 0
+	
+	# A <- object at trDens
+	# B <- object at dens
+	# init <- object at init
+	
+	# initial expectation
+	fbo <- fb(init=object at init,A=object at trDens,B=object at dens,ntimes=ntimes(object),stationary=object at stationary)
+	LL <- fbo$logLike
+	LL.old <- LL + 1
+	
+	if(random.start) {
+		nr <- sum(ntimes(object))
+		fbo$gamma <- matrix(runif(nr*ns,min=.0001,max=.9999),nr=nr,nc=ns)
+		fbo$gamma <- fbo$gamma/rowSums(fbo$gamma)
+	}
+	
+	while(j <= maxit & !converge) {
+		
+		# maximization
+				
+		# should become object at prior <- fit(object at prior)
+		object at prior@y <- fbo$gamma[bt,,drop=FALSE]
+		object at prior <- fit(object at prior, w=NULL,ntimes=NULL)
+		object at init <- dens(object at prior)
+				
+		trm <- matrix(0,ns,ns)
+		for(i in 1:ns) {
+			if(!object at stationary) {
+				object at transition[[i]]@y <- fbo$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 specific trinModels??
+				object at transition[[i]]@parameters$coefficients <- switch(object at transition[[i]]@family$link,
+					identity = object at transition[[i]]@family$linkfun(trm[i,]),
+					mlogit = object at transition[[i]]@family$linkfun(trm[i,],base=object at transition[[i]]@family$base),
+					object at transition[[i]]@family$linkfun(trm[i,])
+				)
+			}
+			# update trDens slot of the model
+			object at trDens[,,i] <- dens(object at transition[[i]])
+		}
+		
+		for(i in 1:ns) {
+			for(k in 1:nresp(object)) {
+				object at response[[i]][[k]] <- fit(object at response[[i]][[k]],w=fbo$gamma[,i])
+				# update dens slot of the model
+				object at dens[,k,i] <- dens(object at response[[i]][[k]])
+			}
+		}
+		
+		# expectation
+		fbo <- fb(init=object at init,A=object at trDens,B=object at dens,ntimes=ntimes(object),stationary=object at stationary)
+		LL <- fbo$logLike
+				
+		if(verbose&((j%%5)==0)) cat("iteration",j,"logLik:",LL,"\n")
+		
+		if( (LL >= LL.old)) {
+		  if((crit == "absolute" &&  LL - LL.old < tol) || (crit == "relative" && (LL.old - LL)/LL.old  < tol)) {
+			  cat("iteration",j,"logLik:",LL,"\n")
+			  converge <- TRUE
+			}
+		} else {
+		  # this should not really happen...
+		  if(j > 0) warning("likelihood decreased on iteration",j)
+		}
+		
+		LL.old <- LL
+		j <- j+1
+		
+	}
+		
+	class(object) <- "depmix.fitted"
+	
+	if(converge) {
+		object at message <- switch(crit,
+			relative = "Log likelihood converged to within tol. (relative change crit.)",
+			absolute = "Log likelihood converged to within tol. (absolute change crit.)"
+		)
+	} else object at message <- "'maxit' iterations reached in EM without convergence."
+	
+	# no constraints in EM, except for the standard constraints ...
+	# which are produced by the following (only necessary for getting df right in logLik and such)
+	constraints <- getConstraints(object)
+	object at conMat <- constraints$lincon
+	object at lin.lower <- constraints$lin.l
+	object at lin.upper <- constraints$lin.u
+	
+	object
+}


Property changes on: tags/release-0.9-1/R/EM.R
___________________________________________________________________
Added: svn:eol-style
   + native

Added: tags/release-0.9-1/R/allGenerics.R
===================================================================
--- tags/release-0.9-1/R/allGenerics.R	                        (rev 0)
+++ tags/release-0.9-1/R/allGenerics.R	2010-06-30 13:30:54 UTC (rev 419)
@@ -0,0 +1,79 @@
+
+# 
+# Ingmar Visser, 23-3-2008
+# 
+
+.First.lib <- function(lib, pkg) { 
+	require(stats)
+	require(methods)
+	require(MASS)
+ 	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"))
+                 
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/depmix -r 419


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