R/score.R

In hhsmm: Hidden Hybrid Markov/Semi-Markov Model Fitting

#' the score of new observations  
#'
#' computes the score (log-likelihood) of new observations using a trained model 
#'
#' @author Morteza Amini, \email{morteza.amini@@ut.ac.ir}
#'
#' @param xnew a new single observation, observation matrix 
#' or a list of the class \code{\link{hhsmmdata}} containing $x and $N elements
#' @param fit a fitted model using the \code{\link{hhsmmfit}} function
#' @param ... additional parameters for the dens.emission and mstep functions
#' 
#' @return the vector of scores (log-likelihood) of \code{xnew}
#'
#' @examples
#' ### first example
#' J <- 3
#' initial <- c(1, 0, 0)
#' semi <- c(FALSE, TRUE, FALSE)
#' P <- matrix(c(0.8, 0.1, 0.1, 0.5, 0, 0.5, 0.1, 0.2, 0.7), nrow = J, 
#' byrow = TRUE)
#' par <- list(mu = list(list(7, 8), list(10, 9, 11), list(12, 14)),
#' sigma = list(list(3.8, 4.9), list(4.3, 4.2, 5.4), list(4.5, 6.1)),
#' mix.p = list(c(0.3, 0.7), c(0.2, 0.3, 0.5), c(0.5, 0.5)))
#' sojourn <- list(shape = c(0, 3, 0), scale = c(0, 10, 0), type = "gamma")
#' model <- hhsmmspec(init = initial, transition = P, parms.emis = par,
#' dens.emis = dmixmvnorm, sojourn = sojourn, semi = semi)
#' train <- simulate(model, nsim = c(10, 8, 8, 18), seed = 1234, 
#' remission = rmixmvnorm)
#' test <- simulate(model, nsim = c(5, 4, 6, 7), seed = 1234, 
#' remission = rmixmvnorm)
#' clus = initial_cluster(train, nstate = 3, nmix = c(2, 2, 2), ltr = FALSE,
#' final.absorb = FALSE, verbose = TRUE)
#' semi <- c(FALSE, TRUE, FALSE)
#' initmodel1 = initialize_model(clus = clus, sojourn = "gamma",
#' M = max(train$N), semi = semi)
#' fit1 = hhsmmfit(x = train, model = initmodel1, M = max(train$N))
#' score(test, fit1)
#' 
#' ### second example
#' num_states <- 3
#' semi <- rep(TRUE, num_states)
#' init_probs <- rep(1/num_states, num_states)
#' transition_matrix <- matrix(1/(num_states-1), nrow = num_states, ncol = num_states)
#' for (i in seq_along(semi)) {
#'   if (semi[i]) {
#'     transition_matrix[i, i] <- 0
#'   }
#' }
#' parms_emission <- list(prob = list(c(0.6, 0.2, 0.1, 0.1), 
#' c(0.2, 0.6, 0.1, 0.1), c(0.5, 0.3, 0.1, 0.1)))
#' sojourn <- list(shape = c(1, 3, 1), scale = c(3, 10, 4), type = "gamma")
#' dens_emission <- dmultinomial.hhsmm
#' initmodel <- hhsmmspec(
#'   init = init_probs,
#'   transition = transition_matrix,
#'   parms.emission = parms_emission,
#'   sojourn = sojourn,
#'   dens.emission = dens_emission,
#'   remission = rmultinomial.hhsmm, 
#'   mstep = mstep.multinomial, 
#'   semi = semi
#' )
#' prepared_data <- hhsmmdata(as.matrix(sample(1:4,100,replace=TRUE)))
#' fit1 <- hhsmmfit(x = prepared_data, model=initmodel, n=4, 
#' M=max(prepared_data$N))
#' score(xnew = prepared_data, fit = fit1, n=4)
#' @export
#'
score <- function(xnew, fit, ...) 
{
  	if (mode(xnew) == "numeric" | mode(xnew) == "integer") {
		if (is.null(dim(xnew))) {
			N = nrow(xnew <- t(as.matrix(xnew)))
		} else {
	    		N = nrow(xnew <- as.matrix(xnew))    
		}
  	} else {
    		N = xnew$N
    		xnew = as.matrix(xnew$x)
  	}
	Nc = c(0, cumsum(N))
	score = c()
  for (i in 1:length(N)) {
      xx = matrix(xnew[(Nc[i] + 1):(Nc[i + 1]), ], (Nc[i + 1])-(Nc[i] + 1)+1, ncol(xnew))
      suppressWarnings(score <- c(score, hhsmmfit(xx, fit$model,
                                                  fit$mstep, ..., M = fit$M, par = list(maxit = 1, verbose = FALSE))$loglik))
  }
	score
}