[Depmix-commits] r402 - in pkg/depmixS4: . R data inst inst/doc man tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Mar 9 13:40:49 CET 2010
Author: ingmarvisser
Date: 2010-03-09 13:40:49 +0100 (Tue, 09 Mar 2010)
New Revision: 402
Removed:
pkg/depmixS4/COPYING
pkg/depmixS4/DESCRIPTION
pkg/depmixS4/NAMESPACE
pkg/depmixS4/NEWS
pkg/depmixS4/R/EM.R
pkg/depmixS4/R/allGenerics.R
pkg/depmixS4/R/depmix-class.R
pkg/depmixS4/R/depmix.R
pkg/depmixS4/R/depmixAIC.R
pkg/depmixS4/R/depmixBIC.R
pkg/depmixS4/R/depmixfit-class.R
pkg/depmixS4/R/depmixfit.R
pkg/depmixS4/R/depmixsim-class.R
pkg/depmixS4/R/fb.R
pkg/depmixS4/R/forwardbackward.R
pkg/depmixS4/R/freepars.R
pkg/depmixS4/R/getpars.R
pkg/depmixS4/R/llratio.R
pkg/depmixS4/R/logLik.R
pkg/depmixS4/R/lystig.R
pkg/depmixS4/R/makeDepmix.R
pkg/depmixS4/R/makePriorModel.R
pkg/depmixS4/R/makeResponseModels.R
pkg/depmixS4/R/makeTransModels.R
pkg/depmixS4/R/mlogit.R
pkg/depmixS4/R/multinomial.R
pkg/depmixS4/R/nobs.R
pkg/depmixS4/R/pa2conr.R
pkg/depmixS4/R/response-class.R
pkg/depmixS4/R/responseGLM.R
pkg/depmixS4/R/responseGLMBINOM.R
pkg/depmixS4/R/responseGLMGAMMA.R
pkg/depmixS4/R/responseGLMMULTINOM.R
pkg/depmixS4/R/responseGLMPOISSON.R
pkg/depmixS4/R/responseMVN.R
pkg/depmixS4/R/responseNORM.R
pkg/depmixS4/R/setpars.R
pkg/depmixS4/R/stationary.R
pkg/depmixS4/R/transInit.R
pkg/depmixS4/R/viterbi.R
pkg/depmixS4/README
pkg/depmixS4/data/balance.rda
pkg/depmixS4/data/speed.rda
pkg/depmixS4/inst/CITATION
pkg/depmixS4/inst/doc/depmix-intro.pdf
pkg/depmixS4/man/AIC.Rd
pkg/depmixS4/man/GLMresponse.Rd
pkg/depmixS4/man/balance.Rd
pkg/depmixS4/man/depmix-class.Rd
pkg/depmixS4/man/depmix-internal.Rd
pkg/depmixS4/man/depmix-methods.Rd
pkg/depmixS4/man/depmix.Rd
pkg/depmixS4/man/depmix.fit.Rd
pkg/depmixS4/man/depmix.fitted-class.Rd
pkg/depmixS4/man/depmix.sim-class.Rd
pkg/depmixS4/man/depmixS4-package.Rd
pkg/depmixS4/man/forwardbackward.Rd
pkg/depmixS4/man/llratio.Rd
pkg/depmixS4/man/makeDepmix.Rd
pkg/depmixS4/man/mix-class.Rd
pkg/depmixS4/man/mix.Rd
pkg/depmixS4/man/mix.fitted-class.Rd
pkg/depmixS4/man/mix.sim-class.Rd
pkg/depmixS4/man/posterior.Rd
pkg/depmixS4/man/response-class.Rd
pkg/depmixS4/man/response-classes.Rd
pkg/depmixS4/man/responses.Rd
pkg/depmixS4/man/simulate.Rd
pkg/depmixS4/man/speed.Rd
pkg/depmixS4/man/transInit.Rd
pkg/depmixS4/tests/test1speed.R
pkg/depmixS4/tests/test1speed.Rout.save
pkg/depmixS4/tests/test2getsetpars.R
pkg/depmixS4/tests/test2getsetpars.Rout.save
pkg/depmixS4/tests/test3responses.R
Log:
Emptied pkg directory depmixS4
Deleted: pkg/depmixS4/COPYING
===================================================================
--- pkg/depmixS4/COPYING 2010-03-09 12:40:10 UTC (rev 401)
+++ pkg/depmixS4/COPYING 2010-03-09 12:40:49 UTC (rev 402)
@@ -1,340 +0,0 @@
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Deleted: pkg/depmixS4/DESCRIPTION
===================================================================
--- pkg/depmixS4/DESCRIPTION 2010-03-09 12:40:10 UTC (rev 401)
+++ pkg/depmixS4/DESCRIPTION 2010-03-09 12:40:49 UTC (rev 402)
@@ -1,12 +0,0 @@
-Package: depmixS4
-Version: 0.3-0
-Date: 2010-01-19
-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 (>= 2.9.1), stats, nnet, methods, MASS, MCMCpack
-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/
Deleted: pkg/depmixS4/NAMESPACE
===================================================================
--- pkg/depmixS4/NAMESPACE 2010-03-09 12:40:10 UTC (rev 401)
+++ pkg/depmixS4/NAMESPACE 2010-03-09 12:40:49 UTC (rev 402)
@@ -1,58 +0,0 @@
-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,
- npar,
- freepars,
- nlin,
- getdf,
- nobs,
- nresp,
- ntimes,
- nstates,
- depmix,
- mix,
- posterior,
- GLMresponse,
- MVNresponse,
- transInit,
- setpars,
- getpars,
- logLik,
- predict,
- dens,
- show,
- simulate,
- summary
-)
Deleted: pkg/depmixS4/NEWS
===================================================================
--- pkg/depmixS4/NEWS 2010-03-09 12:40:10 UTC (rev 401)
+++ pkg/depmixS4/NEWS 2010-03-09 12:40:49 UTC (rev 402)
@@ -1,81 +0,0 @@
-
-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
Deleted: pkg/depmixS4/R/EM.R
===================================================================
--- pkg/depmixS4/R/EM.R 2010-03-09 12:40:10 UTC (rev 401)
+++ pkg/depmixS4/R/EM.R 2010-03-09 12:40:49 UTC (rev 402)
@@ -1,182 +0,0 @@
-#
-# Maarten Speekenbrink 23-3-2008
-#
-
-em <- function(object,maxit=100,tol=1e-6,verbose=FALSE,...) {
- 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-6,verbose=FALSE,...) {
- if(!is(object,"mix")) stop("object is not of class 'mix'")
-
- ns <- object at nstates
-
- 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)
-
- 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) & (LL - LL.old < tol)) {
- cat("iteration",j,"logLik:",LL,"\n")
- converge <- TRUE
- }
-
- LL.old <- LL
- j <- j+1
-
- }
-
- class(object) <- "mix.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()
- object at lin.lower <- numeric()
- object at lin.upper <- numeric()
-
- object
-
-}
-
-# em for hidden markov models
-em.depmix <- function(object,maxit=100,tol=1e-6,verbose=FALSE,...) {
-
- if(!is(object,"depmix")) stop("object is not of class '(dep)mix'")
-
- 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 <- 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$logLike
- LL.old <- LL + 1
-
- while(j <= maxit & !converge) {
-
- # maximization
-
- # should become object at prior <- fit(object at prior)
- object at prior@y <- fbo$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(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) & (LL - LL.old < tol)) {
- cat("iteration",j,"logLik:",LL,"\n")
- converge <- TRUE
- }
-
- LL.old <- LL
- j <- j+1
-
- }
-
- #if(class(object)=="depmix") class(object) <- "depmix.fitted"
- #if(class(object)=="mix") class(object) <- "mix.fitted"
-
- 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()
- object at lin.lower <- numeric()
- object at lin.upper <- numeric()
-
- object
-}
Deleted: pkg/depmixS4/R/allGenerics.R
===================================================================
--- pkg/depmixS4/R/allGenerics.R 2010-03-09 12:40:10 UTC (rev 401)
+++ pkg/depmixS4/R/allGenerics.R 2010-03-09 12:40:49 UTC (rev 402)
@@ -1,76 +0,0 @@
-
-#
-# Ingmar Visser, 23-3-2008
-#
-
-.First.lib <- function(lib, pkg) {
- require(stats)
- require(methods)
- require(MASS)
- require(nnet)
- require(MCMCpack)
-}
-
-.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("MVNresponse", function(formula, data = NULL,pstart=NULL,fixed=NULL,...) standardGeneric("MVNresponse"))
-
-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("nlin", function(object, ...) standardGeneric("nlin"))
-
-# setGeneric("logLik", function(object, ...) standardGeneric("logLik"))
-
-setGeneric("fit", function(object, ...) standardGeneric("fit"))
-
-setGeneric("posterior", function(object, ...) standardGeneric("posterior"))
-
-setGeneric("forwardbackward", function(object, ...) standardGeneric("forwardbackward"))
-
-setGeneric("simulate", function(object,nsim=1,seed=NULL, ...) standardGeneric("simulate"))
-
-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"))
-
-setGeneric("is.stationary", function(object,...) standardGeneric("is.stationary"))
-
Deleted: pkg/depmixS4/R/depmix-class.R
===================================================================
--- pkg/depmixS4/R/depmix-class.R 2010-03-09 12:40:10 UTC (rev 401)
+++ pkg/depmixS4/R/depmix-class.R 2010-03-09 12:40:49 UTC (rev 402)
@@ -1,307 +0,0 @@
-
-#
-# Ingmar Visser, 11-6-2008
-#
-
-#
-# DEPMIX CLASS BELOW THE MIX CLASS
-#
-
-#
-# Class definition, accessor functions, print and summary methods
-#
-
-#
-# MIX CLASS
-#
-
-setClass("mix",
- representation(response="list", # response models
- prior="ANY", # the prior model (multinomial logistic)
- dens="array", # response densities (B)
- init="array", # usually called pi
- nstates="numeric",
- nresp="numeric",
- ntimes="numeric",
- npars="numeric" # number of parameters
- )
-)
-
-# accessor functions
-setMethod("npar","mix",
- function(object) return(object at npars)
-)
-
-setMethod("ntimes","mix",
- function(object) return(object at ntimes)
-)
-
-setMethod("nstates","mix",
- function(object) return(object at nstates)
-)
-
-setMethod("nresp","mix",
- function(object) return(object at nresp)
-)
-
-setMethod("is.stationary",signature(object="mix"),
- function(object) {
- return(TRUE)
- }
-)
-
-setMethod("simulate",signature(object="mix"),
- function(object,nsim=1,seed=NULL,...) {
-
- if(!is.null(seed)) set.seed(seed)
-
- ntim <- ntimes(object)
- nt <- sum(ntim)
- bt <- 1:nt
-
- nr <- nresp(object)
- ns <- nstates(object)
-
- # simulate state sequences first, then observations
-
- # random generation is slow when done separately for each t, so first draw
- # variates for all t, and then determine state sequences iteratively
- states <- array(,dim=c(nt,nsim))
- states[bt,] <- simulate(object at prior,n=nsim,is.prior=T)
- sims <- array(,dim=c(nt,ns,nsim))
-
-# for(i in 1:ns) {
-# if(is.stationary(object)) {
-# # TODO: this is a temporary fix!!!
-# sims[,i,] <- simulate(object at transition[[i]],nsim=nsim,times=rep(1,nt))
-# } else {
-# sims[,i,] <- simulate(object at transition[[i]],nsim=nsim)
-# }
-# }
-# # track states
-# for(case in 1:lt) {
-# for(i in (bt[case]+1):et[case]) {
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/depmix -r 402
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