[Depmix-commits] r527 - in pkg/depmixS4: . inst/doc man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jun 20 11:36:24 CEST 2012
Author: ingmarvisser
Date: 2012-06-20 11:36:24 +0200 (Wed, 20 Jun 2012)
New Revision: 527
Modified:
pkg/depmixS4/DESCRIPTION
pkg/depmixS4/NEWS
pkg/depmixS4/README
pkg/depmixS4/inst/doc/depmixS4.Rnw
pkg/depmixS4/man/depmix-methods.Rd
pkg/depmixS4/man/forwardbackward.Rd
Log:
Changes in Rd and vignette et cetera for the 'missing data release' 1.2-0
Modified: pkg/depmixS4/DESCRIPTION
===================================================================
--- pkg/depmixS4/DESCRIPTION 2012-06-18 17:48:10 UTC (rev 526)
+++ pkg/depmixS4/DESCRIPTION 2012-06-20 09:36:24 UTC (rev 527)
@@ -1,6 +1,6 @@
Package: depmixS4
Version: 1.2-0
-Date: 2012-06-12
+Date: 2012-06-20
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>
Modified: pkg/depmixS4/NEWS
===================================================================
--- pkg/depmixS4/NEWS 2012-06-18 17:48:10 UTC (rev 526)
+++ pkg/depmixS4/NEWS 2012-06-20 09:36:24 UTC (rev 527)
@@ -3,7 +3,7 @@
Major changes
o Missing values for responses are now allowed. Note that missing values
- in covariates will cause errors.
+ in covariates will cause errors.
Changes in depmixS4 version 1.1-0
Modified: pkg/depmixS4/README
===================================================================
--- pkg/depmixS4/README 2012-06-18 17:48:10 UTC (rev 526)
+++ pkg/depmixS4/README 2012-06-20 09:36:24 UTC (rev 527)
@@ -4,7 +4,7 @@
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. The vignette that
-accompanies the package has a table with availabel response distributions
+accompanies the package has a table with available response distributions
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
Modified: pkg/depmixS4/inst/doc/depmixS4.Rnw
===================================================================
--- pkg/depmixS4/inst/doc/depmixS4.Rnw 2012-06-18 17:48:10 UTC (rev 526)
+++ pkg/depmixS4/inst/doc/depmixS4.Rnw 2012-06-20 09:36:24 UTC (rev 527)
@@ -28,7 +28,7 @@
(slightly) modified version of \cite{Visser+Speekenbrink:2010},
published in the \emph{Journal of Statistical Software}. Please
refer to that article when using \pkg{depmixS4}. The current
- version is 1.1-1; the version history and changes can be found in
+ version is 1.2-0; the version history and changes can be found in
the NEWS file of the package. Below, the major versions are listed
along with the most noteworthy changes.
@@ -76,6 +76,8 @@
\section*{Version history}
\begin{description}
+ \item[1.2-0] Added support for missing data, see
+ section~\ref{sec:missingdata}.
\item[1.1-0] Speed improvements due to writing the main loop in C code.
\item[1.0-0] First release with this vignette, a modified version
of the paper in the Journal of Statistical Software.
@@ -133,18 +135,20 @@
$T=1$. In this case, there are no time dependencies between observed
data and the model reduces to a finite mixture or latent class model.
While there are specialized packages to deal with mixture data, as far
-as we know these don't allow the inclusion of covariates on the prior
+as we know these do not allow the inclusion of covariates on the prior
probabilities of class membership. The possibility to estimate the
effects of covariates on prior and transition probabilities is a
-distinguishing feature of \pkg{depmixS4}.
-In Section~\ref{sec:2}, we provide an outline of the model and likelihood equations.
+distinguishing feature of \pkg{depmixS4}. In
+Section~\ref{sec:outline}, we provide an outline of the model and
+likelihood equations.
-The \pkg{depmixS4} package is implemented using the \proglang{R} system
-for statistical computing \citep{R2010} and is available from the
-Comprehensive \proglang{R} Archive Network at \url{http://CRAN.R-project.org/package=depmixS4}.
+The \pkg{depmixS4} package is implemented using the \proglang{R}
+system for statistical computing \citep{R2010} and is available from
+the Comprehensive \proglang{R} Archive Network at
+\url{http://CRAN.R-project.org/package=depmixS4}.
-\section{The dependent mixture model} \label{sec:2}
+\section{The dependent mixture model} \label{sec:outline}
The data considered here have the general form $\vc{O}_{1:T}=
(O_{1}^{1}, \ldots, O_{1}^{m}$, $O_{2}^{1}, \ldots, O_{2}^{m}$,
@@ -346,7 +350,7 @@
linear (in)equality constraints (and optionally also non-linear
constraints).
-\subsection[Missing data]{Missing data}\label{missingdata}
+\subsection[Missing data]{Missing data}\label{sec:missingdata}
Missing data can be dealt with straightforwardly in computing the
likelihood using the forward recursion in
Modified: pkg/depmixS4/man/depmix-methods.Rd
===================================================================
--- pkg/depmixS4/man/depmix-methods.Rd 2012-06-18 17:48:10 UTC (rev 526)
+++ pkg/depmixS4/man/depmix-methods.Rd 2012-06-20 09:36:24 UTC (rev 527)
@@ -40,8 +40,8 @@
\usage{
- \S4method{logLik}{depmix}(object,method="lystig")
- \S4method{logLik}{mix}(object,method="lystig")
+ \S4method{logLik}{depmix}(object,method="fb")
+ \S4method{logLik}{mix}(object,method="fb")
\S4method{nobs}{depmix}(object, ...)
\S4method{nobs}{mix}(object, ...)
Modified: pkg/depmixS4/man/forwardbackward.Rd
===================================================================
--- pkg/depmixS4/man/forwardbackward.Rd 2012-06-18 17:48:10 UTC (rev 526)
+++ pkg/depmixS4/man/forwardbackward.Rd 2012-06-20 09:36:24 UTC (rev 527)
@@ -48,9 +48,9 @@
\item{xi}{The smoothed state probabilities.}
- \item{sca}{The scale factors (called lambda in Rabiner).}
+ \item{sca}{The scale factors (called lambda in Rabiner, 1989).}
- \item{logLike}{The log likelihood (which is \code{sum(log(sca))}.}
+ \item{logLike}{The log likelihood (computed as \code{sum(log(sca))}.}
If return.all=FALSE, only gamma, xi and the log likelihood are returned.
}
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