[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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+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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