depmix.fitted-class: Class "depmix.fitted" (and "depmix.fitted.classLik")

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

Description

A fitted depmix model.

Slots

A depmix.fitted object is a depmix object with three additional slots, here is the complete list:

response:

List of list of response objects.

transition

List of transInit objects.

prior:

transInit object.

dens:

Array of dimension sum(ntimes)*nresp*nstates providing the densities of the observed responses for each state.

trDens:

Array of dimension sum(ntimes)*nstates providing the probability of a state transition depending on the predictors.

init:

Array of dimension length(ntimes)*nstates with the current predictions for the initial state probabilities.

stationary:

Logical indicating whether the transitions are time-dependent or not; for internal use.

ntimes:

A vector containing the lengths of independent time series; if data is provided, sum(ntimes) must be equal to nrow(data).

nstates:

The number of states of the model.

nresp:

The number of independent responses.

npars:

The total number of parameters of the model. This is not the degrees of freedom, ie there are redundancies in the parameters, in particular in the multinomial models for the transitions and prior.

message:

This provides some information on convergence, either from the EM algorithm or from Rdonlp2.

conMat:

The linear constraint matrix, which has zero rows if there were no constraints.

lin.lower

The lower bounds on the linear constraints.

lin.upper

The upper bounds on the linear constraints.

posterior:

Posterior (Viterbi) state sequence.

Details

The print function shows some convergence information, and the summary method shows the parameter estimates.

Extends

depmix.fitted extends the "depmix" class directly. depmix.fitted.classLik is similar to depmix.fitted, the only difference being that the model is fitted by maximising the classification likelihood.

Author(s)

Ingmar Visser & Maarten Speekenbrink

depmixS4 documentation built on May 12, 2021, 5:09 p.m.