depmix-methods {depmixS4}R Documentation

'depmix' and 'mix' methods.

Description

Various methods for depmix and mix objects.

Usage

        
	## S4 method for signature 'depmix':
        logLik(object,method="lystig")
	## S4 method for signature 'mix':
        logLik(object,method="lystig")
        
	## S4 method for signature 'depmix':
        nobs(object, ...)
	## S4 method for signature 'mix':
        nobs(object, ...)
        
	## S4 method for signature 'depmix':
        npar(object)
	## S4 method for signature 'mix':
        npar(object)
        
	## S4 method for signature 'depmix':
        freepars(object)
	## S4 method for signature 'mix':
        freepars(object)
        
	## S4 method for signature 'depmix':
        setpars(object,values, which="pars",...)
	## S4 method for signature 'mix':
        setpars(object,values, which="pars",...)
        
	## S4 method for signature 'depmix':
        getpars(object,which="pars",...)     
	## S4 method for signature 'mix':
        getpars(object,which="pars",...)        

Arguments

object A depmix or mix object.
values To be used in setpars to set new parameter values; see the example.
method The log likelihood can be computed by either the forward backward algorithm from Rabiner, 1989, or by the method of Lystig and Hughes, 2002. The latter is the default as it is faster because in the forward backward routine the state and transition smoothed probabilities are also computed which are not neccessary for the log likelihood. Those smoothed variables, and the forward and backward variables are accessible through the forwardbackward function.
which The default "pars" returns a vector of all parameters of a
depmix object; the alternative value "fixed" return a logical vector of the same length indicating which parameters are fixed. The setpars functions sets parameters (or the logical fixed vector) to new values; setpars also recomputes the dens, trans and init slots of depmix objects. Note that the getpars and setpars functions for depmix objects simply call the functions of the same name for the response and transition models.
... Not used currently.

Value

logLik returns a logLik object with attributes df and nobs.
nobs returns the number of observations (used in computing the BIC).
npar returns the number of paramters of a model.
freepars returns the number of non-fixed parameters.
setpars returns a (dep-)mix object with new parameter values.
getpars returns a vector with the current parameter values.

Author(s)

Ingmar Visser

Examples


# create a 2 state model with one continuous and one binary response
data(speed)
mod <- depmix(list(rt~1,corr~1),data=speed,nstates=2,family=list(gaussian(),multinomial()))

# get the loglikelihood of the model
logLik(mod)

# to see the ordering of parameters to use in setpars
mod <- setpars(mod, value=1:npar(mod))
mod

# to see which parameters are fixed (by default only baseline parameters in
# the multinomial logistic models for the transition models and the initial
# state probabilities model
mod <- setpars(mod, getpars(mod,which="fixed"))
mod


[Package depmixS4 version 0.2-1 Index]