depmixS4: Dependent Mixture Models - Hidden Markov Models of GLMs and Other Distributions in S4
Version 1.3-3

Fits latent (hidden) Markov models on mixed categorical and continuous (time series) data, otherwise known as dependent mixture models.

AuthorIngmar Visser <i.visser@uva.nl>, Maarten Speekenbrink <m.speekenbrink@ucl.ac.uk>
Date of publication2016-02-15 13:47:08
MaintainerIngmar Visser <i.visser@uva.nl>
LicenseGPL (>= 2)
Version1.3-3
URL http://depmix.r-forge.r-project.org/
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("depmixS4")

Getting started

Package overview

Popular man pages

depmix-class: Class "depmix"
depmixS4-package: depmixS4 provides classes for specifying and fitting hidden...
GLMresponse: Methods for creating depmix response models
mix: Mixture Model Specifiction
posterior: Posterior states/classes
sp500: Standard & Poor's 500 index
speed: Speed Accuracy Switching Data
See all...

All man pages Function index File listing

Man pages

balance: Balance Scale Data
depmix: Dependent Mixture Model Specifiction
depmix-class: Class "depmix"
depmix.fit: Fit 'depmix' or 'mix' models
depmix.fitted-class: Class "depmix.fitted" (and "depmix.fitted.classLik")
depmix-internal: DepmixS4 internal functions
depmix-methods: 'depmix' and 'mix' methods.
depmixS4-package: depmixS4 provides classes for specifying and fitting hidden...
depmix.sim-class: Class "depmix.sim"
em.control: Control parameters for the EM algorithm
forwardbackward: Forward and backward variables
GLMresponse: Methods for creating depmix response models
llratio: Log likelihood ratio test on two fitted models
makeDepmix: Dependent Mixture Model Specifiction: full control and adding...
mix: Mixture Model Specifiction
mix-class: Class "mix"
mix.fitted-class: Class "mix.fitted" (and "mix.fitted.classLik")
mix.sim-class: Class "mix.sim"
posterior: Posterior states/classes
response-class: Class "response"
response-classes: Class "GLMresponse" and class "transInit"
responses: Response models currently implemented in depmix.
simulate: Methods to simulate from (dep-)mix models
sp500: Standard & Poor's 500 index
speed: Speed Accuracy Switching Data
transInit: Methods for creating depmix transition and initial...

Functions

BINOMresponse Man page
GAMMAresponse Man page
GLMresponse Man page
GLMresponse,formula-method Man page
GLMresponse-class Man page
MULTINOMresponse Man page
MVNresponse Man page
MVNresponse,formula-method Man page
MVNresponse-class Man page
NORMresponse Man page
POISSONresponse Man page
balance Man page
cov2par Man page Source code
dens Man page
dens,BINOMresponse-method Man page
dens,GAMMAresponse-method Man page
dens,GLMresponse-method Man page
dens,MULTINOMresponse-method Man page
dens,MVNresponse-method Man page
dens,NORMresponse-method Man page
dens,POISSONresponse-method Man page
dens,transInit-method Man page
depmix Man page
depmix,ANY-method Man page
depmix-class Man page
depmix-methods Man page
depmix.fit Man page
depmix.fitted Man page
depmix.fitted-class Man page
depmix.fitted.classLik Man page
depmix.fitted.classLik-class Man page
depmix.sim Man page
depmix.sim-class Man page
depmixS4 Man page
depmixS4-package Man page
dm_dmvnorm Source code
em Man page Source code
em.control Man page Source code
em.depmix Source code
em.mix Source code
emviterbi Source code
fb Man page Source code
fit Man page
fit,BINOMresponse-method Man page
fit,GLMresponse-method Man page
fit,MULTINOMresponse-method Man page
fit,MVNresponse-method Man page
fit,NORMresponse-method Man page
fit,depmix-method Man page
fit,mix-method Man page
fit,transInit-method Man page
forwardbackward Man page
forwardbackward,depmix-method Man page
forwardbackward,mix-method Man page
freepars Man page
freepars,depmix-method Man page
freepars,depmix.fitted-method Man page
freepars,mix-method Man page
freepars,mix.fitted-method Man page
getConstraints Man page
getConstraints,mix-method Man page
getdf Man page
getdf,MULTINOMresponse-method Man page
getdf,response-method Man page
getdf,transInit-method Man page
getmodel Man page
getmodel,depmix-method Man page
getmodel,mix-method Man page
getpars Man page
getpars,GLMresponse-method Man page
getpars,MVNresponse-method Man page
getpars,depmix-method Man page
getpars,mix-method Man page
hess2cov Man page Source code
ind.max Source code
llratio Man page Source code
logDens Man page
logLik Man page
logLik,GLMresponse-method Man page
logLik,depmix-method Man page
logLik,depmix.fitted.classLik-method Man page
logLik,mix-method Man page
logLik,mix.fitted.classLik-method Man page
loglikelihoodratio Man page
lystig Man page Source code
makeDepmix Man page Source code
makeMix Man page Source code
makePriorModel Man page Source code
makeResponseModels Man page Source code
makeTransModels Man page Source code
mix Man page
mix,ANY-method Man page
mix-class Man page
mix.fit Man page
mix.fitted-class Man page
mix.fitted.classLik-class Man page
mix.sim Man page
mix.sim-class Man page
mlogit Man page Source code
multinomial Man page Source code
nlin Man page
nlin,depmix.fitted-method Man page
nlin,mix.fitted-method Man page
nobs Man page
nobs,depmix-method Man page
nobs,mix-method Man page
npar Man page
npar,depmix-method Man page
npar,mix-method Man page
npar,response-method Man page
nresp Man page
nresp,depmix-method Man page
nresp,depmix.sim-method Man page
nresp,mix-method Man page
nresp,mix.sim-method Man page
nstates Man page
nstates,depmix-method Man page
nstates,depmix.sim-method Man page
nstates,mix-method Man page
nstates,mix.sim-method Man page
ntimes Man page
ntimes,depmix-method Man page
ntimes,depmix.sim-method Man page
ntimes,mix-method Man page
ntimes,mix.sim-method Man page
onLoad Source code
onUnLoad Source code
pa2conr Man page Source code
par2cov Man page Source code
posterior Man page
posterior,depmix.fitted-method Man page
posterior,mix.fitted-method Man page
predict,BINOMresponse-method Man page
predict,GLMresponse-method Man page
predict,MULTINOMresponse-method Man page
predict,MVNresponse-method Man page
predict,NORMresponse-method Man page
predict,transInit-method Man page
rdirichlet Source code
response-class Man page
response-classes Man page
responses Man page
setpars Man page
setpars,GLMresponse-method Man page
setpars,MVNresponse-method Man page
setpars,depmix-method Man page
setpars,mix-method Man page
show Man page
show,GLMresponse-method Man page
show,MVNresponse-method Man page
show,depmix-method Man page
show,depmix.fitted-method Man page
show,llratio-method Man page
show,mix-method Man page
show,mix.fitted-method Man page
simulate Man page
simulate,BINOMresponse-method Man page
simulate,GAMMAresponse-method Man page
simulate,GLMresponse-method Man page
simulate,MULTINOMresponse-method Man page
simulate,MVNresponse-method Man page
simulate,NORMresponse-method Man page
simulate,POISSONresponse-method Man page
simulate,depmix-method Man page
simulate,mix-method Man page
simulate,response-method Man page
simulate,transInit-method Man page
sp500 Man page
speed Man page
stationary Source code
summary Man page
summary,depmix-method Man page
summary,depmix.fitted-method Man page
summary,mix-method Man page
summary,mix.fitted-method Man page
transInit Man page
transInit,formula-method Man page
transInit-class Man page
viterbi Man page Source code
viterbi.fb Man page
viterbi2 Man page
which.is.max Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/depmixS4.pdf
inst/doc/depmixS4.Rnw
inst/doc/depmixS4.R
tests
tests/test2getsetpars.Rout.save
tests/test2getsetpars.R
tests/test3responses.R
tests/test1speed.Rout.save
tests/test1speed.R
src
src/fb.h
src/fb.c
NAMESPACE
NEWS
data
data/speed.rda
data/sp500.rda
data/balance.rda
R
R/hess2cov.R
R/makeResponseModels.R
R/responseMVN.R
R/logLik.R
R/makeTransModels.R
R/depmix.R
R/depmix-class.R
R/depmixfit.R
R/pa2conr.R
R/setpars.R
R/makeDepmix.R
R/EM.R
R/multinomial.R
R/getpars.R
R/fb.R
R/responseNORM.R
R/llratio.R
R/nobs.R
R/viterbi.R
R/mlogit.R
R/allGenerics.R
R/forwardbackward.R
R/responseGLMBINOM.R
R/transInit.R
R/makePriorModel.R
R/response-class.R
R/responseGLMMULTINOM.R
R/responseGLMGAMMA.R
R/em.control.R
R/responseGLM.R
R/stationary.R
R/depmixfit-class.R
R/depmixsim-class.R
R/freepars.R
R/lystig.R
R/responseGLMPOISSON.R
vignettes
vignettes/depmixS4.Rnw
vignettes/depmixS4.bib
vignettes/baldist.pdf
MD5
README
build
build/vignette.rds
DESCRIPTION
man
man/GLMresponse.Rd
man/makeDepmix.Rd
man/responses.Rd
man/depmix.fit.Rd
man/mix.Rd
man/mix.fitted-class.Rd
man/simulate.Rd
man/llratio.Rd
man/depmix-internal.Rd
man/depmix.sim-class.Rd
man/depmix.Rd
man/depmix-class.Rd
man/forwardbackward.Rd
man/response-classes.Rd
man/speed.Rd
man/sp500.Rd
man/depmixS4-package.Rd
man/em.control.Rd
man/depmix.fitted-class.Rd
man/response-class.Rd
man/depmix-methods.Rd
man/transInit.Rd
man/mix.sim-class.Rd
man/posterior.Rd
man/balance.Rd
man/mix-class.Rd
depmixS4 documentation built on May 20, 2017, 4:35 a.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.