[Depmix-commits] r585 - in pkg/depmixS4: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Sep 11 20:38:33 CEST 2013
Author: ingmarvisser
Date: 2013-09-11 20:38:32 +0200 (Wed, 11 Sep 2013)
New Revision: 585
Modified:
pkg/depmixS4/NEWS
pkg/depmixS4/R/depmixfit.R
pkg/depmixS4/man/depmix.fit.Rd
Log:
Minor changes in argument donlpcntrl
Modified: pkg/depmixS4/NEWS
===================================================================
--- pkg/depmixS4/NEWS 2013-09-04 09:21:17 UTC (rev 584)
+++ pkg/depmixS4/NEWS 2013-09-11 18:38:32 UTC (rev 585)
@@ -2,22 +2,27 @@
Major changes
- o The EM algorithm has gained an extra argument 'classification',
- passed from the 'fit' function using argument 'emcontrol', to allow a
- choice between maximising the regular (classification="soft", the
- default) or classification (classification="hard") likelihood.
- WARNING: using the classification likelihood combined with random
- starting values may easily lead to unstable results; use with
- caution.
+ o The EM algorithm has gained an extra argument 'classification',
+ passed from the 'fit' function using argument 'emcontrol', to allow a
+ choice between maximising the regular (classification="soft", the
+ default) or classification (classification="hard") likelihood.
+ WARNING: using the classification likelihood combined with random
+ starting values may easily lead to unstable results; use with
+ caution.
- o Parameters are now given proper names, following the glm() scheme
- (e.g. '(Intercept)', 'x1', et cetera); with this, the show and summary
- methods have changed considerably and now produce more compact and more
- readable output. The summary method (for both fitted and unfitted
- models) now has an argument 'compact' (TRUE by default) that controls
- the presentation of the repsonse model parameters. The prior and
- transition models are now presented more compactly when there are no
- covariates.
+ o Parameters are now given proper names, following the glm() scheme
+ (e.g. '(Intercept)', 'x1', et cetera); with this, the show and summary
+ methods have changed considerably and now produce more compact and more
+ readable output. The summary method (for both fitted and unfitted
+ models) now has an argument 'compact' (TRUE by default) that controls
+ the presentation of the repsonse model parameters. The prior and
+ transition models are now presented more compactly when there are no
+ covariates.
+
+ o The fit function has gained two arguments: solnpcntrl and donlpcntrl
+ which can be used to fine tune optimization using packages Rsolnp and
+ Rdonlp2; the latter is not on CRAN, and the version that depmixS4 is
+ compatible with is from r-forge (note the licence from the package).
Minor changes
@@ -29,17 +34,12 @@
the show method for these models.
o Added function getmodel(object) to select submodels of a full mix or
- depmix model, eg to use in deriving predictions, getting at parameter
- values, et cetera.
+ depmix model, eg to use in deriving predictions, getting at parameter
+ values, et cetera.
o Small parameter values in multinomial response models and the initial
- probabilities and transition models (with identity link) are now set to
- zero to speed-up convergence. Current threshold is 1e-6.
-
- o Updated the EM routines to make local copies of objects slots to
- avoid repeatedly copying large objects. Thanks to Robert McGehee for
- this suggestion.
-
+ probabilities and transition models (with identity link) are now set to
+ zero to speed-up convergence. Current threshold is 1e-6.
Changes in depmixS4 version 1.2-2
@@ -47,7 +47,7 @@
o Fixed a bug in the fit method of depmix models: linear inequality
constraints were not passed on to rsolnp (thanks to Peiming Wang for
- bringing this to my attention).
+ bringing this to my attention).
Changes in depmixS4 version 1.2-1
Modified: pkg/depmixS4/R/depmixfit.R
===================================================================
--- pkg/depmixS4/R/depmixfit.R 2013-09-04 09:21:17 UTC (rev 584)
+++ pkg/depmixS4/R/depmixfit.R 2013-09-11 18:38:32 UTC (rev 585)
@@ -6,13 +6,8 @@
conrows=NULL,conrows.upper=0,conrows.lower=0,
method=NULL,verbose=TRUE,
emcontrol=em.control(),
- solnpcntrl=list(rho = 1, outer.iter = 400, inner.iter = 800, delta = 1e-5, tol = 1e-6),
- donlpcntrl=list(iterma = 4000, nstep = 20, fnscale = 1, report = TRUE,
- rep.freq = 1, tau0 = 1, tau = 0.1, del0 = 1, epsx = 1e-06,
- delmin = 0.1, epsdif = 1e-08, nreset.multiplier = 1,
- difftype = 2, epsfcn = 1e-16, taubnd = 1, hessian = FALSE,
- te0 = TRUE, te1 = FALSE, te2 = FALSE, te3 = FALSE, silent = TRUE,
- intakt = TRUE),
+ solnpcntrl=list(rho = 1, outer.iter = 400, inner.iter = 800, delta = 1e-7, tol = 1e-8),
+ donlpcntrl=donlp2Control(),
...) {
fi <- !is.null(fixed)
@@ -122,7 +117,7 @@
allpars[!fixed] <- pars
object <- setpars(object,allpars)
ans = -as.numeric(logLik(object))
- if(is.na(ans)) ans = 100000 # remove magic number here
+ if(is.na(ans)) ans = 100000 # remove magic number here!!!!!!!
ans
}
Modified: pkg/depmixS4/man/depmix.fit.Rd
===================================================================
--- pkg/depmixS4/man/depmix.fit.Rd 2013-09-04 09:21:17 UTC (rev 584)
+++ pkg/depmixS4/man/depmix.fit.Rd 2013-09-11 18:38:32 UTC (rev 585)
@@ -35,12 +35,7 @@
method=NULL, verbose=TRUE,
emcontrol=em.control(),
solnpcntrl=list(rho = 1, outer.iter = 400, inner.iter = 800, delta = 1e-5, tol = 1e-6),
- donlpcntrl=list(iterma = 4000, nstep = 20, fnscale = 1, report = TRUE,
- rep.freq = 1, tau0 = 1, tau = 0.1, del0 = 1, epsx = 1e-06,
- delmin = 0.1, epsdif = 1e-08, nreset.multiplier = 1,
- difftype = 2, epsfcn = 1e-16, taubnd = 1, hessian = FALSE,
- te0 = TRUE, te1 = FALSE, te2 = FALSE, te3 = FALSE, silent = TRUE,
- intakt = TRUE),
+ donlpcntrl=donlp2Control(),
...)
\S4method{summary}{mix.fitted}(object,which="all")
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