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

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

Author
Ingmar Visser <i.visser@uva.nl>, Maarten Speekenbrink <m.speekenbrink@ucl.ac.uk>
Date of publication
2016-02-15 13:47:08
Maintainer
Ingmar Visser <i.visser@uva.nl>
License
GPL (>= 2)
Version
1.3-3
URLs

View on CRAN

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...

Files in this package

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