niharika singhal

2017-Sep-20 08:14 UTC

### [R] How to use depmix for HMM with intial parameters

Hello, I have initial parameters for HMM model and I want to use depmixS4 package. The parameters are in the form intial_prob_matrix=matrix(c(0.07614213, 0.45177665, 0.47208122), nrow=1, ncol=3, byrow = TRUE) transition_matrix=matrix(c(0.46666667,0.46666667,0.06666667, 0.06741573,0.5617978,0.37078652, 0.02173913,0.3478261,0.63043478), nrow = 3, ncol = 3, byrow = TRUE) meanval_matrix=matrix(c(545.1737,545.1737,803.5235, 565.7763,673.8019,797.5283, 733.9332,1006.3571,1383.5395), nrow = 3, ncol = 3, byrow = TRUE) sigmaval_matrix=matrix(c(82.19592,13.64243,57.07868, 65.32724,13.38910,81.66209, 97.62573,71.09579,115.55612), nrow = 3, ncol = 3, byrow = TRUE) coeffval_matrix=matrix(c(0.1295604,0.6464059,0.2240336, 0.2091671,0.5267220,0.2641110, 0.3430697,0.3350215,0.3219088), nrow = 3, ncol 3, byrow = TRUE) emission_matrix=list(meanval_matrix,sigmaval_matrix,coeffval_matrix) powerdf is a column from my dataset which look like something = 19.0, 18.0, 24.0...............it has some 30 thousand rows I tried using the code below and got an error mod= depmix( response = power~1, data = powerdf, nstates=3, instart=intial_prob_matrix, trstart=transition_matrix, respstart=emission_matrix) Error in makeResponseModels(response = response, data = data, nstates nstates, : 'respstart' has incorrect length, it should be 6 I cannot change my emission matrix, it would always be list of matrix (mean , sigma and weighted coefficient mixture) I thought to change the response but I am unable to figure out the right response Can someone guide me how can I solve this problem, by giving the parameters defined above? Thanks & Regards Niharika Singhal [[alternative HTML version deleted]]

> On 20 Sep 2017, at 11:14, niharika singhal <niharikasinghal1990 at gmail.com> wrote: > > Hello, > > I have initial parameters for HMM model and I want to use depmixS4 package. > The parameters are in the form > > intial_prob_matrix=matrix(c(0.07614213, 0.45177665, 0.47208122), nrow=1, > ncol=3, byrow = TRUE) > > transition_matrix=matrix(c(0.46666667,0.46666667,0.06666667, > 0.06741573,0.5617978,0.37078652, > 0.02173913,0.3478261,0.63043478), nrow = 3, ncol = 3, > byrow = TRUE) > > meanval_matrix=matrix(c(545.1737,545.1737,803.5235, > 565.7763,673.8019,797.5283, > 733.9332,1006.3571,1383.5395), nrow = 3, ncol = 3, > byrow = TRUE) > > sigmaval_matrix=matrix(c(82.19592,13.64243,57.07868, > 65.32724,13.38910,81.66209, > 97.62573,71.09579,115.55612), nrow = 3, ncol = 3, > byrow = TRUE) > > coeffval_matrix=matrix(c(0.1295604,0.6464059,0.2240336, > 0.2091671,0.5267220,0.2641110, > 0.3430697,0.3350215,0.3219088), nrow = 3, ncol > 3, byrow = TRUE) > > emission_matrix=list(meanval_matrix,sigmaval_matrix,coeffval_matrix) > > powerdf is a column from my dataset which look like something = 19.0, 18.0, > 24.0...............it has some 30 thousand rows > > I tried using the code below and got an error > > mod= depmix( response = power~1, data = powerdf, nstates=3, > instart=intial_prob_matrix, > trstart=transition_matrix, respstart=emission_matrix) > > Error in makeResponseModels(response = response, data = data, nstates > nstates, : > 'respstart' has incorrect length, it should be 6 > > I cannot change my emission matrix, it would always be list of matrix (mean > , sigma and weighted coefficient mixture) > > I thought to change the response but I am unable to figure out the right > response > > Can someone guide me how can I solve this problem, by giving the > parameters defined above? > > Thanks & Regards > Niharika SinghalHello Niharika, As this is a very specific statistical question, you also should ask this kind of a question at [1]. You may get faster response. 1- https://stats.stackexchange.com