[Depmix-commits] r599 - tags/release-1.3-0

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Sep 17 10:19:28 CEST 2013


Author: ingmarvisser
Date: 2013-09-17 10:19:28 +0200 (Tue, 17 Sep 2013)
New Revision: 599

Added:
   tags/release-1.3-0/DESCRIPTION
   tags/release-1.3-0/NAMESPACE
   tags/release-1.3-0/NEWS
   tags/release-1.3-0/R/
   tags/release-1.3-0/README
   tags/release-1.3-0/data/
   tags/release-1.3-0/inst/
   tags/release-1.3-0/man/
   tags/release-1.3-0/src/
   tags/release-1.3-0/tests/
   tags/release-1.3-0/vignettes/
Log:


Copied: tags/release-1.3-0/DESCRIPTION (from rev 598, pkg/depmixS4/DESCRIPTION)
===================================================================
--- tags/release-1.3-0/DESCRIPTION	                        (rev 0)
+++ tags/release-1.3-0/DESCRIPTION	2013-09-17 08:19:28 UTC (rev 599)
@@ -0,0 +1,13 @@
+Package: depmixS4
+Version: 1.3-0
+Date: 2013-09-17
+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 (>= 3.0.1), nnet, MASS, Rsolnp
+Imports: stats, stats4, methods
+Suggests: 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/

Copied: tags/release-1.3-0/NAMESPACE (from rev 598, pkg/depmixS4/NAMESPACE)
===================================================================
--- tags/release-1.3-0/NAMESPACE	                        (rev 0)
+++ tags/release-1.3-0/NAMESPACE	2013-09-17 08:19:28 UTC (rev 599)
@@ -0,0 +1,62 @@
+import(methods, MASS, nnet, Rsolnp)
+
+importFrom(stats, predict, simulate)
+
+importFrom(stats4, AIC, BIC, logLik, nobs, summary)
+
+export(	
+	makeDepmix,
+	makeMix,
+	lystig,
+	fb,
+	forwardbackward,
+	MVNresponse,
+	llratio,
+	multinomial,
+	em,
+	em.control,
+	viterbi,
+	mlogit,
+	logLik
+)
+
+exportClasses(
+	depmix,
+	depmix.sim,
+	mix,
+	mix.sim,
+	depmix.fitted,
+	mix.fitted,
+	response,
+	GLMresponse,
+	MVNresponse,
+	transInit
+)
+
+exportMethods(
+	fit,
+	getConstraints,
+	npar,
+	freepars,
+	nlin,
+	getdf,
+	nobs,
+	nresp,
+	ntimes,
+	nstates,
+	depmix,
+	mix,
+	posterior,
+	GLMresponse,
+	MVNresponse,
+	transInit,
+	setpars,
+	getpars,
+	predict,
+	dens,
+	show,
+	simulate,
+	summary,
+	logLik,
+	getmodel
+)

Copied: tags/release-1.3-0/NEWS (from rev 598, pkg/depmixS4/NEWS)
===================================================================
--- tags/release-1.3-0/NEWS	                        (rev 0)
+++ tags/release-1.3-0/NEWS	2013-09-17 08:19:28 UTC (rev 599)
@@ -0,0 +1,280 @@
+Changes in depmixS4 version 1.3-0
+
+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 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
+
+  o Binomial models now treat factors in the same way as glm(); that is
+    the first level of a factor is treated as a failure, and the remaining
+    levels as successes.
+
+  o Un-fitted models now also have a summary method, which is identical to 
+    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. 
+
+  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. 
+
+Changes in depmixS4 version 1.2-2
+
+  o Changed class assignment of depmix.fitted object using as(). 
+
+  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). 
+
+Changes in depmixS4 version 1.2-1
+
+  o Fixed a bug in handling of missing values for mix models
+
+Changes in depmixS4 version 1.2-0
+
+Major changes
+  
+  o Missing values for responses are now allowed. Note that missing values 
+	in covariates will cause errors. 
+    
+Changes in depmixS4 version 1.1-0
+  
+  Major changes
+  
+  o The main loop computing the forward and backward variables for use in 
+    the EM algorithm is now implemented in C. Depending on model specifics 
+    this results in a 2-4 fold speed increase when fitting models.
+
+  o The Changes for each release (in the NEWS file) is now split into two 
+    sections: Major and Minor changes.
+
+  o Added several examples on the ?responses page (Poisson change point
+    model, similar model with a single multinomial response) and the 
+    ?depmix page (model for S&P 500 returns; thanks to Chen Haibo for
+    sending this). 
+
+  Minor changes
+  
+  o Corrected a typo in the vignette in Equation 1; the first occurrence 
+    of S read S_t instead of S_1 (thanks to Peng Yu for reporting this).
+
+  o Added a sensible error message when the data contains missings (depmixS4 
+    can not handle missing data yet). 
+
+  o Fixed a bug in the relative stopping criterion for EM (which resulted 
+    in immediate indication of convergence for positive log likelihoods; 
+    thanks to Chen Haibo for sending the S&P 500 example which brought out
+    this problem).
+
+  o Function forwardbackward now has a useC argument to determine whether 
+    C code is used, the default, or not (the R code is mostly left in place
+    for easy debugging). 
+   
+  o Added a fix for models without covariates/intercepts. In responseGLM 
+    and responseMVN the function setpars now exits when length(value) == 0. 
+    In setpars.depmix, a check is added whether npar > 0.
+
+Changes in depmixS4 version 1.0-4
+
+  o Added examples of the use of ntimes argument on ?depmix and ?fit 
+    help pages using the ?speed data (which now has the full reference
+    to the accompanying publication). 
+
+  o Using nobs generic from stats/stats4 rather than defining them 
+    anew (which gave clashes with other packages that did the same).
+
+  o Fixed a bug in simulation of gaussian response model, which was 
+    returning NaNs due to an error in assignment of the sd parameter
+   (introduced in version x). Thanks to Jeffrey Arnold for reporting
+   this (bug #1365). 
+
+Changes in depmixS4 version 1.0-3
+
+  o Using AIC/BIC/logLik generics from stats/stats4 rather than 
+    defining them anew (which gave clashes with other packages that did 
+    the same).
+
+Changes in depmixS4 version 1.0-2
+
+  o fixed a bug in simulation of binomial response model data (the response
+    consists of the number of successes, and the number of failures; in 
+    simulation, the number of failures was an exact copy of the number of
+    successes). 
+
+  o added a meaningful error message in the EM algorithm for lca/mixture 
+    models in case the initial log likelihood is NA (thanks to Matthias
+    Ihrke for pointing this out). 
+
+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 bug 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

Copied: tags/release-1.3-0/README (from rev 598, pkg/depmixS4/README)
===================================================================
--- tags/release-1.3-0/README	                        (rev 0)
+++ tags/release-1.3-0/README	2013-09-17 08:19:28 UTC (rev 599)
@@ -0,0 +1,53 @@
+
+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.  The vignette that
+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
+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 USING RDONLP2 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 can currently be installed using:
+
+install.packages("Rdonlp2", repos= c("http://R-Forge.R-project.org", getOption("repos")))
+
+Note the licence information which says, among other things: "The free use
+of donlp2 and parts of it is restricted for research purposes ..."



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