[Depmix-commits] r678 - in pkg/depmixS4: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Feb 28 15:14:58 CET 2019
Author: ingmarvisser
Date: 2019-02-28 15:14:58 +0100 (Thu, 28 Feb 2019)
New Revision: 678
Added:
pkg/depmixS4/man/stationary.Rd
Modified:
pkg/depmixS4/DESCRIPTION
pkg/depmixS4/NAMESPACE
pkg/depmixS4/NEWS
pkg/depmixS4/R/depmix-class.R
pkg/depmixS4/R/depmixsim-class.R
pkg/depmixS4/R/standardError.R
pkg/depmixS4/R/stationary.R
Log:
=Added function 'stationary' to export and added help file for it
Modified: pkg/depmixS4/DESCRIPTION
===================================================================
--- pkg/depmixS4/DESCRIPTION 2018-12-08 14:38:37 UTC (rev 677)
+++ pkg/depmixS4/DESCRIPTION 2019-02-28 14:14:58 UTC (rev 678)
@@ -1,6 +1,6 @@
Package: depmixS4
Version: 1.4-0
-Date: 2018-09-20
+Date: 2019-03-20
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/NAMESPACE
===================================================================
--- pkg/depmixS4/NAMESPACE 2018-12-08 14:38:37 UTC (rev 677)
+++ pkg/depmixS4/NAMESPACE 2019-02-28 14:14:58 UTC (rev 678)
@@ -23,7 +23,8 @@
em.control,
viterbi,
mlogit,
- logLik
+ logLik,
+ stationary
)
exportClasses(
Modified: pkg/depmixS4/NEWS
===================================================================
--- pkg/depmixS4/NEWS 2018-12-08 14:38:37 UTC (rev 677)
+++ pkg/depmixS4/NEWS 2019-02-28 14:14:58 UTC (rev 678)
@@ -8,8 +8,15 @@
Minor changes
o Multivariate normal distribution models now use ML estimates (instead of the
- unbiased version that was hitherto used).
-
+ unbiased version that was hitherto used).
+
+ o Fixed a bug in the simulate class where a depmix.fitted object used
+ to simulate data was cast to mix.sim object rather than the correct
+ depmix.sim object.
+
+ o Added function 'stationary' that computes the stationary distribution of
+ a transition probability matrix.
+
Changes in depmixS4 version 1.3-5
o GLM responses now allow missing values in covariates, as long as the
Modified: pkg/depmixS4/R/depmix-class.R
===================================================================
--- pkg/depmixS4/R/depmix-class.R 2018-12-08 14:38:37 UTC (rev 677)
+++ pkg/depmixS4/R/depmix-class.R 2019-02-28 14:14:58 UTC (rev 678)
@@ -310,7 +310,7 @@
}
# generate new depmix.sim object
- object <- as(object,"depmix.sim")
+ object <- as(object,"depmix.sim", strict=FALSE)
object at states <- as.matrix(states)
object at prior@x <- as.matrix(apply(object at prior@x,2,rep,nsim))
Modified: pkg/depmixS4/R/depmixsim-class.R
===================================================================
--- pkg/depmixS4/R/depmixsim-class.R 2018-12-08 14:38:37 UTC (rev 677)
+++ pkg/depmixS4/R/depmixsim-class.R 2019-02-28 14:14:58 UTC (rev 678)
@@ -19,5 +19,5 @@
})
setAs("depmix.fitted","depmix.sim",def=function(from) {
- as(as(from,"mix"),"mix.sim")
-})
\ No newline at end of file
+ as(as(from,"depmix"),"depmix.sim")
+})
Modified: pkg/depmixS4/R/standardError.R
===================================================================
--- pkg/depmixS4/R/standardError.R 2018-12-08 14:38:37 UTC (rev 677)
+++ pkg/depmixS4/R/standardError.R 2019-02-28 14:14:58 UTC (rev 678)
@@ -38,7 +38,7 @@
ret <- data.frame(par=pars, constr=elements, se=NA)
- ret$ses[which(elements=="inc")] <- ses
+ ret$se[which(elements=="inc")] <- ses
return(ret)
}
Modified: pkg/depmixS4/R/stationary.R
===================================================================
--- pkg/depmixS4/R/stationary.R 2018-12-08 14:38:37 UTC (rev 677)
+++ pkg/depmixS4/R/stationary.R 2019-02-28 14:14:58 UTC (rev 678)
@@ -5,10 +5,10 @@
#
stationary <- function(tpm) {
- if(!(nrow(tpm)==ncol(tpm))) stop("stationary distribution only defined for square matrices.")
+ if(!(nrow(tpm)==ncol(tpm))) stop("Stationary distribution only defined for square matrices.")
nr <- nrow(tpm)
rs <- all.equal(rowSums(tpm),rep(1,nr))
- if(!(rs==TRUE)) stop("rows of the transition matrix should sum to unity")
+ if(!(rs==TRUE)) stop("Rows of the transition probability matrix should sum to unity.")
e1 <- as.double(eigen(t(tpm))$vectors[,1])
e1 <- e1/sum(e1)
return(e1)
Added: pkg/depmixS4/man/stationary.Rd
===================================================================
--- pkg/depmixS4/man/stationary.Rd (rev 0)
+++ pkg/depmixS4/man/stationary.Rd 2019-02-28 14:14:58 UTC (rev 678)
@@ -0,0 +1,15 @@
+\name{stationary}
+
+\alias{stationary}
+
+\title{Compute the stationary distribution of a transition probability matrix.}
+
+\description{See title.}
+
+\usage{stationary(tpm)}
+
+\arguments{
+ \item{tpm}{a transition probability matrix.}
+}
+
+\value{A vector with the stationary distribution such that p=tpm*p.}
\ No newline at end of file
More information about the depmix-commits
mailing list