[Depmix-commits] r610 - pkg/depmixS4/vignettes

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

Author: ingmarvisser
Date: 2013-11-27 11:36:52 +0100 (Wed, 27 Nov 2013)
New Revision: 610

Modified:
   pkg/depmixS4/vignettes/depmixS4.Rnw
   pkg/depmixS4/vignettes/depmixS4.bib
Log:
Added a more appropriate reference in the vignette about likelihood ratio testing in standard cases for parameter testing, Giudici et al 2000

Modified: pkg/depmixS4/vignettes/depmixS4.Rnw
===================================================================
--- pkg/depmixS4/vignettes/depmixS4.Rnw	2013-11-20 18:37:53 UTC (rev 609)
+++ pkg/depmixS4/vignettes/depmixS4.Rnw	2013-11-27 10:36:52 UTC (rev 610)
@@ -702,8 +702,11 @@
 resulting in fixed initial probabilities.  The function \code{llratio}
 computes the likelihood ratio $\chi^2$-statistic and the associated
 $p$-value with appropriate degrees of freedom for testing the
-tenability of constraints \citep{Dannemann2007}.  Note that these
-arguments (i.e., \code{conpat} and \code{conrows}) provide the
+tenability of constraints; \cite{Giudici2000} shows that the `standard
+asymptotic theory of likelihood-ratio tests is valid' in hidden Markov
+models.  \citep{Dannemann2007} discusses extension to non-standard
+situations, e.g.\ for testing parameters on the boundary.  Note that
+these arguments (i.e., \code{conpat} and \code{conrows}) provide the
 possibility for arbitrary constraints, also between, e.g., a
 multinomial regression coefficient for the transition matrix and the
 mean of a Gaussian response model.  Whether such constraints make

Modified: pkg/depmixS4/vignettes/depmixS4.bib
===================================================================
--- pkg/depmixS4/vignettes/depmixS4.bib	2013-11-20 18:37:53 UTC (rev 609)
+++ pkg/depmixS4/vignettes/depmixS4.bib	2013-11-27 10:36:52 UTC (rev 610)
@@ -7,8 +7,17 @@
 
 %% Saved with string encoding Unicode (UTF-8) 
 
+ at article{giudici2000,
+  title={Likelihood-Ratio Tests for Hidden Markov Models},
+  author={Giudici, Paolo and Ryden, Tobias and Vandekerkhove, Pierre},
+  journal={Biometrics},
+  volume={56},
+  number={3},
+  pages={742--747},
+  year={2000},
+  publisher={Wiley Online Library}
+}
 
-
 @article{Dutilh2011,
 	Author = {Gilles Dutilh and Eric--Jan Wagenmakers and Ingmar Visser and Han L. J. van der Maas},
 	Date-Added = {2012-06-12 09:36:06 +0000},