[Depmix-commits] r398 - trunk

[noreply at r-forge.r-project.org]

Author: ingmarvisser
Date: 2010-03-09 13:27:43 +0100 (Tue, 09 Mar 2010)
New Revision: 398

Modified:
   trunk/depmixNew-test7.R
Log:
Example that leads to error in MVNresponse with rsolnp ...

Modified: trunk/depmixNew-test7.R
===================================================================
--- trunk/depmixNew-test7.R	2010-03-09 12:27:20 UTC (rev 397)
+++ trunk/depmixNew-test7.R	2010-03-09 12:27:43 UTC (rev 398)
@@ -12,6 +12,60 @@
 data(speed)
 
 
+library(depmixS4)
+
+set.seed(1)
+# generate data from two different multivariate normal distributions
+m1 <- c(0,1)
+sd1 <- matrix(c(1,0.7,.7,1),2,2)
+m2 <- c(1,0)
+sd2 <- matrix(c(2,.1,.1,1),2,2)
+y1 <- mvrnorm(50,m1,sd1)
+y2 <- mvrnorm(50,m2,sd2)
+y <- rbind(y1,y2)
+
+# now use makeDepmix to create a depmix model for this bivariate normal timeseries
+rModels <-  list()
+rModels[[1]] <- list(MVNresponse(y~1))
+rModels[[2]] <- list(MVNresponse(y~1))
+
+trstart=c(0.9,0.1,0.1,0.9)
+
+transition <- list()
+transition[[1]] <- transInit(~1,nstates=2,data=data.frame(1),pstart=c(trstart[1:2]),fam=multinomial("identity"))
+transition[[2]] <- transInit(~1,nstates=2,data=data.frame(1),pstart=c(trstart[3:4]),fam=multinomial("identity"))
+
+instart=runif(2)
+inMod <- transInit(~1,ns=2,ps=instart,data=data.frame(1),fam=multinomial("identity"))
+
+mod <- makeDepmix(response=rModels,transition=transition,prior=inMod)
+
+fm2 <- fit(mod)
+
+fm2 <- fit(mod,meth="rsolnp")
+
+# Bovenstaande geeft warnings en uiteindelijk error in qr.default() ...
+
+
+
+
+fm2 <- fit(mod,meth="donlp")
+
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+
 rsolnp control list:
 
 rho