View source: R/emxTimeSeries.R
emxStateSpaceMixtureClassify | R Documentation |
This function classifies time series (usually people) in a state space mixture model.
emxStateSpaceMixtureClassify(model)
model |
MxModel. The output from |
This is a helper function for state space mixture modeling. The function will almost exclusively be used in conjunction with emxStateSpaceMixtureModel. The present function takes a state space mixture model as input, and returns detailed information about the most likely class for each unique ID.
A named list with elements
estimated_classes |
A vector of the most likely class for each person. Dimension is people. |
joint_m2ll |
A matrix of joint minus two summed log likelihoods of each person and each class. Dimension is people by classes. |
m2ll |
A matrix of minus two summed log likelihoods of each person given each class. Dimension is people by classes. |
likelihood |
An array of the likelihoods (i.e., probability densities) of each combination of time point, person, and class. Dimension is time points by people by classes. |
emxStateSpaceMixtureModel , emxMixtureModel
# Example require(EasyMx) data(myFADataRaw) ds0 <- myFADataRaw[,1:3] # Make a VAR Model vm <- emxVARModel(data=ds0, use=names(ds0), name='varmodel') # Re-label parameters to have different AR parameters # for class 1 and class 2 vm1 <- OpenMx::omxSetParameters(vm, labels=vm$Dynamics$labels, newlabels=paste0(vm$Dynamics$labels, '_k1'), name='klass1') vm2 <- OpenMx::omxSetParameters(vm, labels=vm$Dynamics$labels, newlabels=paste0(vm$Dynamics$labels, '_k2'), name='klass2') # Pretend you have a data set of 50 people # each measured 10 times on 3 variables ds1 <- myFADataRaw[, 1:3] ds1$id <- rep(1:50, each=nrow(myFADataRaw)/50) ## Not run: # Make the state space mixture model ssmm <- emxStateSpaceMixtureModel(model=list(vm1, vm2), data=ds1, ID='id') # Fit model ssmmr <- mxRun(ssmm) # Extract estimated classes and diagnostics eclasses <- emxStateSpaceMixtureClassify(ssmmr) ## End(Not run)
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