search for: depmix

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, 0.02173913,0.3478261,0.6...

Dear R-helpers, I made the package depmix for fitting hidden markov models. After updating R to version 2.2.0 on my PC I got the following error when installing the package from a local directory. One of the C files includes the R.h file which apparently causes problems. I call R CMD INSTALL --docs="normal" depmix and I get t...

Hi All, I was updating my help pages for a package when all of a sudden I got the following error when using R CMD INSTALL: >>> Building/Updating help pages for package 'depmix' Formats: text html latex example Error in load(zfile, envir = envir) : error reading from connection Removing all the help files makes the error disappear, but only removing the help file that I was working on does not ... I'm rather puzzled, which file is R CMD INSTALL looking for...

...how compiler specific? 2) Should I explicitly provide the Fortran routine with the length of the character string? 3) I am at a loss as to what is happening here, so any hint is welcome (-; The call to the Fortran routine is as follows: .Fortran("npoptn",as.character(opt),PACKAGE="depmix") where opt is a character string such as opt="Iteration limit = 100" best, ingmar

Hi I am trying to use depmixS4 package. Based on the documentation, it seems that depmix allows one to fit an HMM model based on a training data with time-varying co-variates. However, I did not find any routines which can help test the accuracy on the fitted HMM model on out-of-sample data. Can someone confirm if that is inde...

...eathe through switching among a finite number of patterns. Hidden Markov seems to be the right approach. Since most of our code is written in R scripting language, finding an R package implementing an HMM that we can use for our prototype would be very helpful. I have been suggested both *msm* and *depmixS4.* I have no previous experience with HMMs and feel at a loss about making a sensible choice. As a novice I am more attracted by msm because of the comprehensive documentation, with worked out examples, that I am printing out. Whereas I could not find anything but the usual R function call descrip...

Hi, When running R CMD check I'm getting a number of errors that I don't quite follow and don't know where to start looking for an answer, any hints appreciated. R CMD check trunk * checking for working latex ... OK * using log directory '/Users/ivisser/Documents/projects/ depmixProject/depmixNew/rforge/depmix/trunk.Rcheck' * using R version 2.6.2 (2008-02-08) * checking for file 'trunk/DESCRIPTION' ... OK * this is package 'depmixS4' version '0.1' * checking package dependencies ... OK * checking if this is a source package ... OK * checking whe...

depmixS4 has reached some form of maturity and therefore we have bumped its version number to 1.0-0 which is now on CRAN: http://cran.r-project.org/web/packages/depmixS4/index.html depmixS4 fits hidden (latent) Markov models of multivariate, mixed categorical and continuous data, otherwise known as depen...

Dear R community, I am looking for an R package or other software to study hidden Markov models. I need to be able to incorporate multivariate emissions and covariates for the transition probabilities. The msm package seems almost perfect for my purpose, but I do not think it allows multivariate emissions. I will be grateful for your suggestions. All the best, -- Emilio A. Laca One

Hello there, I would like to test the agreement amongst 6 raters for nominal data on a scale from 1-4, and conduct a latent class analysis in R. How should the data be formatted and what code should I use? Thank you very much Lisa Wang Princess Margaret Hospital Biostatistics tel:416 946 4501

Dear R users, Is there any package for Latent Class Analysis (to be used in a clustering application) which supports mixed indicator variables (categorical and continuous)? Alternatively, is there any other clustering algorithm available that supports this type of data? Thanks in advance for your help. Regards, Lars. [[alternative HTML version deleted]]

Dear helpers, Does anyone know about a package or a function that allows to estimate Multivariate Markov-Switching Models, like MS-VAR as introduced by Krolzig(1997) with R ? Thanks a lot!! Carlo

depmixS4 has reached some form of maturity and therefore we have bumped its version number to 1.0-0 which is now on CRAN: http://cran.r-project.org/web/packages/depmixS4/index.html depmixS4 fits hidden (latent) Markov models of multivariate, mixed categorical and continuous data, otherwise known as depen...

I am applying a hidden markov model on joint multivariate gaussian distribution for 2 vectors. I am using the depmixS4 package in R. Specifically, I am using the following code: mod<-depmix(list(response = mom ~ mkt + p0 + p1, mkt~1), data = regvar, nstates = 2, family = list(gaussian(), gaussian()),instart = delta, trstart=Pi) It seems that depmixS4 doesnt output the covariance estimates of the parameters...

Dear helpers, is there any possible that transition (in depmixS4) is in scale of two variable, e.g transition=~scale(x1,x2)? If it can be, how transition of two variable (covariate time) can be worked in depmixS4-hidden markov model for time series. Many thanks, nglthu -- View this message in context: http://r.789695.n4.nabble.com/depmixS4-transition-tp45727...

...s output that facilitates my using simulation to produce estimates of uncertainty in my inferences when I have new data for x, for example. I've searched R-bloggers, R-help, Google, and browsed a number of package manuals and vignettes. I've also looked at the cusp package; that and depmixS4 seem the most attractive so far, but I think it would take a bit of effort to make those work. My hysteresis problem is not quite a hidden Markov model, although the notion of putting covariates on transition parameters in depmixS4::depmix() seems promising. I've also thought of coding the...

Dear list, This question is about Hidden Markov Model. Given a transition matrix, an emission matrix and a sequence of observed symbols (actually, nucleotide sequences, A, T, C and G), I hope to predict the sequence of state by Viterbi algorithm. I searched R repository for related packages. msm package has function viterbi.msm (as well as very good document), but it only works for

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