Changes {HiddenMarkov} | R Documentation |
This page contains a listing of recent changes made to the package.
dthmm
, mmglm
and mmpp
), it is much tidier to use an object orientated approach. This ensures that the functions across all models follow a more consistent naming convention, and also the argument list for the different model functions are more simple and consistent (see HiddenMarkov
). (14 Sep 2007)
HiddenMarkov
). The package documentation has been rearranged so that these generic functions contain the documentation for all model types (e.g. see BaumWelch
). (14 Sep 2007)
dthmm.obsolete
and mmpp.obsolete
. (14 Sep 2007)
BaumWelch
function. However, this will call functions to do the E-step, M-step, forward and backward probabilities, and so on. At the moment, these second level functions have not been modified into an object orientated approach. It is not clear at this point whether this would be advantageous. If one went down this route, then one would probably group all of the E-step functions (for all models) under the same topic. If not, then it may be best to group all second level functions for each model under the same topic (e.g. forwardback
, probhmm
and Estep
would be grouped together, being the second level functions for the dthmm
model). (14 Sep 2007)
Viterbi
has been renamed to Viterbihmm
, and Viterbi
is now a generic function. (14 Sep 2007)
dthmm
. (09 Nov 2007)
forwardback
: for
loops replaced by Fortran code; much faster. The corresponding R code is still contained within the function in case the Fortran has incompatibility issues. (23 Nov 2007)
forwardback.mmpp
: for
loops replaced by Fortran code. The corresponding R code is still contained within the function in case the Fortran has incompatibility issues. (24 Nov 2007)
Estep.mmpp
: for
loops replaced by Fortran code. Cuts time considerably. These loops in R used far more time than the forward and backward equations. The corresponding R code is still contained within the function in case the Fortran has incompatibility issues. (27 Nov 2007)
forwardback.mmpp
, forwardback
and Estep.mmpp
: argument fortran
added. (3 Dec 2007)
forwardback
, forwardback.mmpp
and Estep.mmpp
: inclusion of all variable sized arrays in the Fortran subroutine call to be compatible with non gfortran compilers (3 Dec 2007); more added for calls to Fortran subroutines multi1
and multi2
. (6 Dec 2007)
Estep.mmpp
: error in Fortran code of loop 6; j1=0
to j1=1
. (5 Dec 2007)
BaumWelch.mmpp
: if (diff < 0) stop ...
to if (diff < 0 & control$posdiff) stop ...
, consistent with BaumWelch.dthmm
. (11 Dec 2007)
logLik.dthmm
, logLik.mmglm
, logLik.mmpp
: for
loop replaced by Fortran code. (15 Feb 2008)
dthmm
: argument discrete
set automatically for known distributions, stops if not set for unknown distributions. (15 Feb 2008)
neglogLik
, Pi2vector
, vector2Pi
, Q2vector
, vector2Q
: new functions providing an alternative means of calculating maximum likelihood parameter estimates. (18 Feb 2008)
dthmm
: argument nonstat
was not set correctly. (21 Jun 2008)
mmpp
: argument nonstat
was not set correctly. (23 Jun 2008)
HiddenMarkov-dthmm-deprecated
and HiddenMarkov-mmpp-deprecated
have been given a keyword of “internal”. This hides them from the listing of package functions. (3 Jul 2008)
HiddenMarkov
. (3 Jul 2008)
neglogLik
: argument updatep
has been renamed to pmap
. (9 Jul 2008)
neglogLik
: format of this function changed to be consistent with that in package PtProcess. Argument p
renamed as params
. (07 Aug 2008)
mmglm
: remove some LaTeX specific formatting to be compatible with R 2.9.0. (26 Jan 2009)
residuals
and Viterbi
need methods for objects with class mmpp
.
forwardback
calculates the forward-backward probabilities, but only for the model dthmm
. The corresponding function for the mmpp
model is forwardback.mmpp
. It would be more consistent to attach to these original functions a dthmm
suffix.
dthmm
. Also need some for mmglm
and mmpp
.