search for: depmixs4

Displaying 20 results from an estimated 29 matches for "depmixs4".

2012 Apr 20
1
depmixS4+transition
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-tp4572726...
2010 Sep 20
0
depmixS4 1.0-0 on CRAN & vignette/paper on jstatsoft.org
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 depende...
2010 Sep 20
0
depmixS4 1.0-0 on CRAN & vignette/paper on jstatsoft.org
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 depende...
2012 May 02
1
DepmixS4
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 indeed...
2008 Nov 09
1
choice of an HMM package
...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 descripti...
2012 Nov 15
1
depmixS4 prediction
I am getting started with using the depmixS4 package. First, I would like to see I am very impressed with its speed and flexibility. The question I have is regarding predicting on new data. I want to fit the model on some sequences with observed responses, and then make predictions on the right end of the sequences where the responses are no...
2010 Oct 22
1
Ordinal response model in depmixS4
I am running a latent class regression with 3 nominal and 2 ordinal variables using depmixS4 but the available response models do not include one for ordinal response.  How do I go about this?   Penny [[alternative HTML version deleted]]
2013 Sep 19
0
[R-pkgs] depmixS4 version 1.3-0 on CRAN
Package news (see below for general description of functionality) depmixS4 version 1.3-0 has been released on CRAN. See the NEWS file for an overview of all changes. The most important user-visible changes are: 1) more compact pretty-printing of parameters in print/summary of (dep)mix objects (following lm/glm style of presenting results) 2) some speed improvements in t...
2013 Sep 19
0
depmixS4 version 1.3-0 on CRAN
Package news (see below for general description of functionality) depmixS4 version 1.3-0 has been released on CRAN. See the NEWS file for an overview of all changes. The most important user-visible changes are: 1) more compact pretty-printing of parameters in print/summary of (dep)mix objects (following lm/glm style of presenting results) 2) some speed improvements in t...
2023 May 30
1
depmixs4 standardError() issue
Hello, I've been enjoying using the "Mixture and Hidden Markov Models in R" by Visser & Speekenbrink to learn how to apply these analyses to my own data using depmixS4. I currently have a fitted 4-state mixture model with three emissions variables and one binomial covariate (HS). I am trying to compute confidence intervals using the following code, where fmms4s is the model: fmms4Svov <- vcov(fmms4S)$vcov #this line runs fine fmms4Sse <- standardError(fm...
2023 Jun 25
1
depmixs4 standardError() issue
On Tue, 30 May 2023 17:43:31 +0000 Heather Lucas <hlucas2 at lsu.edu> wrote: > Hello, > > I've been enjoying using the "Mixture and Hidden Markov Models in R" > by Visser & Speekenbrink to learn how to apply these analyses to my > own data using depmixS4. > > I currently have a fitted 4-state mixture model with three emissions > variables and one binomial covariate (HS). I am trying to compute > confidence intervals using the following code, where fmms4s is the > model: > > fmms4Svov <- vcov(fmms4S)$vcov #this line runs f...
2011 Jul 27
1
Hidden Markov Models in R
R Community - I am attempting to fit a model as described in Hampton, Bossaerts, and O'doherty (J. Neuroscience) 2006. They use a bayesian hidden markov model to model the Reversal Learning data. I have tried using HMM and depmixS4 with no success. My data is a Reversal Learning Task in which there are 3 sets of patterns over 3 blocks. The participant receives incorrect or correct feedback. 20% of the time they receive false feedback (they are told incorrect when they were in fact correct). Once the person achieves the cr...
2008 Mar 08
1
R cmd check error reg namespace
...preciated. 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 whether package 'depmixS4' can be installed ... OK * checking package directory ... OK * checking for portable file names ... OK * checking for sufficient/correct file...
2008 Nov 11
1
R: R: Hidden Markov Models
...attern/type, for many consecutive cycles. therefore dwelling in the same hidden state. The more regular the breathing process is, the more predictive its signal becomes the higher its amplitude autocorrelation order. I guess my question is: can msm implement an AutoRegressive HMM ? It seems that depmixS4 can but it has a time series length constraint that I don't quite understand. Thank you in advance for your attention. Kind regards, Maura Edelweiss -----Messaggio originale----- Da: Walter Zucchini [mailto:wzucchi@uni-goettingen.de] Inviato: mar 11/11/2008 11.32 A: mauede@alice.it Oggetto:...
2010 Jul 24
1
latent class analysis with mixed variable types
As an alternative to Latent GOLD, I'm wondering if anyone knows of and R package that can manage Latent Class Analysis with mixed variable types (continuous, ordinal, and nominal/binary). [[alternative HTML version deleted]]
2010 Oct 28
1
Rsolnp examples
I'm interested in the Rsolnp package. For their primary function "solnp", one example is given, and there is a reference to "unit tests". Anyone know where these can be found? Also, Rsolnp is used in a few other packages (e.g., depmixS4), but I cannot seem to find source illustrating its call sequence, and the precise definition of the functions passed. Can anyone help? Thanks, - Jan [[alternative HTML version deleted]]
2011 Oct 22
0
covariance matrix of model parameters
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....
2017 Sep 20
1
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, 0.02173913,0.3478261,0.630...
2011 Sep 01
1
Hysteresis modeling and simulation
...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 mo...
2009 Mar 12
2
Time-Ordered Clustering
Hello All, Does anyone know of a package that performs constraint-based clusters? Ideally the package could perform "Time-Ordered Clustering", a technique applied in a recent journal article by Runger, Nelson, Harnish (using MS Excel). Quote, "in our specific implementation of constrained clustering, the clustering algorithm remains agglomerative and hierarchical, but observations