depmix {depmixS4} | R Documentation |
makeDepmix
creates an object of class depmix
. This
function is meant for full control, e.g. specifying each response model
and the transition and prior models 'by hand'. For the default easier
specification of models, please see depmix
. This
function is meant for specifying one's own response models.
makeDepmix(response, transition, prior, ntimes = NULL, stationary = TRUE, ...)
response |
A two-dimensional list of response models. See 'Details'. |
transition |
A list of transition models, each created by a call
to transInit on for possibilities of specifying such
models. The lenght of this list should be the nubmer of states of the
model. |
prior |
The initial state probabilities model; created through a
call to transInit . |
ntimes |
A vector specifying the lengths of individual, ie independent, time series. If not specified, the responses are assumed to form a single time series. |
stationary |
Logical indicating whether the transition models
include time-varying covariates; used internally to determine the
dimensions of certain arrays, notably trDens . |
... |
Not used currently. |
The function makeDepmix
creates an S4 object of class depmix
,
which needs to be fitted using fit
to optimize the
parameters. This function is provided to have full control, eg by
specifying one's own response models with distributions that are not
provided.
The response model(s) should be created by call(s) to
response
or one's own created response models that should
extend the response class and have the following methods: dens, predict
and optionally fit. The fit function should have an argument w,
providing the weights. If the fit function is not provided,
optimization should be done by using Rdonlp (use method="donlp" in
calling fit on the depmix model, this is currently not done
automatically). The first index of response models runs over the
states of the model, and the seconde index over the responses to be
modeled.
See the depmix
help page for the return value, a
depmix
object.
Ingmar Visser & Maarten Speekenbrink
fit
, transInit
, response
,
depmix-methods
for accessor functions to depmix
objects.
# below example recreates the model from the depmix help page albeit in a # roundabout way data(speed) rModels <- list( list( GLMresponse(formula=rt~1,data=speed,family=gaussian(),pstart=c(5.52,.202)), GLMresponse(formula=corr~1,data=speed,family=multinomial(),pstart=c(0.5,0.5)) ), list( GLMresponse(formula=rt~1,data=speed,family=gaussian(),pstart=c(6.39,.24)), GLMresponse(formula=corr~1,data=speed,family=multinomial(),pstart=c(.1,.9)) ) ) trstart=c(0.9,0.1,0.1,0.9) transition <- list() transition[[1]] <- transInit(~1,nstates=2,data=data.frame(1),pstart=c(trstart[1:2])) transition[[2]] <- transInit(~1,nstates=2,data=data.frame(1),pstart=c(trstart[3:4])) instart=c(0,1) inMod <- transInit(~1,ns=2,ps=instart,data=data.frame(rep(1,3))) mod <- makeDepmix(response=rModels,transition=transition,prior=inMod,ntimes=attr(speed,"ntimes")) logLik(mod) fm <- fit(mod) fm summary(fm)