[Depmix-commits] r452 - tags/release-1.0-1
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jan 25 15:48:17 CET 2011
Author: ingmarvisser
Date: 2011-01-25 15:48:16 +0100 (Tue, 25 Jan 2011)
New Revision: 452
Added:
tags/release-1.0-1/DESCRIPTION
tags/release-1.0-1/NAMESPACE
tags/release-1.0-1/NEWS
tags/release-1.0-1/README
Log:
... and some more files for tag 1.0-1
Added: tags/release-1.0-1/DESCRIPTION
===================================================================
--- tags/release-1.0-1/DESCRIPTION (rev 0)
+++ tags/release-1.0-1/DESCRIPTION 2011-01-25 14:48:16 UTC (rev 452)
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+Package: depmixS4
+Version: 1.0-1
+Date: 2010-11-23
+Title: Dependent Mixture Models - Hidden Markov Models of GLMs and Other Distributions 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 (>= 2.11.1), 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-1.0-1/DESCRIPTION
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Added: svn:executable
+ *
Added: svn:eol-style
+ native
Added: tags/release-1.0-1/NAMESPACE
===================================================================
--- tags/release-1.0-1/NAMESPACE (rev 0)
+++ tags/release-1.0-1/NAMESPACE 2011-01-25 14:48:16 UTC (rev 452)
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+import(methods)
+
+importFrom(stats, predict, simulate, AIC, logLik)
+
+export(
+ makeDepmix,
+ makeMix,
+ lystig,
+ fb,
+ forwardbackward,
+ MVNresponse,
+ llratio,
+ multinomial,
+ em,
+ em.control,
+ 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-1.0-1/NEWS
===================================================================
--- tags/release-1.0-1/NEWS (rev 0)
+++ tags/release-1.0-1/NEWS 2011-01-25 14:48:16 UTC (rev 452)
@@ -0,0 +1,151 @@
+
+Changes in depmixS4 version 1.0-1
+
+ o minor changes in documentation to conform to R 2.12.0 standards.
+
+ o fixed a bug concerning random start values (the argument to specify
+ this was not passed to the EM algorithm and hence was completely
+ ineffective ...).
+
+ o changed the emcontrol argument to the fit function; it now calls
+ a function em.control which returns the list of control parameters, which
+ now also includes maxit, the max number of iterations of the EM algorithm.
+ This makes future additions to EM control parameters easier.
+
+ o random parameter initialization is now the default when using EM
+ to fit models.
+
+ o fixed a bug in multinomial models with n>1; the parameters are now
+ normalized such that they sum to unity (this was introduced in version
+ 0.9-0 in multinomial models with identity link).
+
+ o added an error message for multinomial response models with n>1 and
+ link='mlogit' as this case is not handled; n>1 multinomial can use the
+ 'identity' link function.
+
+Changes in depmixS4 version 1.0-0
+
+ o added a vignette to the package and upped the version number 1.0-0 to
+ celebrate publication in the Journal of Statistical Software.
+
+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-1.0-1/NEWS
___________________________________________________________________
Added: svn:eol-style
+ native
Added: tags/release-1.0-1/README
===================================================================
--- tags/release-1.0-1/README (rev 0)
+++ tags/release-1.0-1/README 2011-01-25 14:48:16 UTC (rev 452)
@@ -0,0 +1,47 @@
+
+FITTING HIDDEN MARKOV MODELS IN R
+
+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, which is the default when no
+covariates are present) with the possibility of including covariates.
+
+Optimization is by default done using 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, see ?mix for an example.
+
+The latest development versions of depmixS4 (and 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. NOTE: most of the functionality of depmix is now
+also provided in depmixS4; in the future therefor I may stop updating
+depmix.
+
+
+USING RDONLP2
+
+Optimization of models with (general) linear (in-)equality constraint is
+done using Rsolnp (available from CRAN). Optionally the Rdonlp2 package
+can be used; Rdonlp2 was written by Ryuichi Tamura(ry.tamura @ gmail.com),
+and used to be available from: http://arumat.net/Rdonlp2/ The present
+status of Rdonlp2 is unclear.
Property changes on: tags/release-1.0-1/README
___________________________________________________________________
Added: svn:executable
+ *
Added: svn:eol-style
+ native
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