R/w2n.R

Defines functions w2n

Documented in w2n

#' Scaling function: working to natural parameters
#'
#' Scales each parameter from the set of real numbers, back to its natural interval.
#' Used during the optimization of the log-likelihood.
#'
#' @param wpar Vector of state-dependent distributions unconstrained parameters.
#' @param bounds Matrix with 2 columns and as many rows as there are elements in \code{wpar}. Each row
#' contains the lower and upper bound for the correponding parameter.
#' @param parSize Vector of two values: number of parameters of the step length distribution,
#' number of parameters of the turning angle distribution.
#' @param nbStates The number of states of the HMM.
#' @param nbCovs The number of covariates.
#' @param estAngleMean \code{TRUE} if the angle mean is estimated, \code{FALSE} otherwise.
#' @param stationary \code{FALSE} if there are covariates. If TRUE, the initial distribution is considered
#' equal to the stationary distribution. Default: \code{FALSE}.
#'
#' @return A list of:
#' \item{stepPar}{Matrix of natural parameters of the step length distribution}
#' \item{anglePar}{Matrix of natural parameters of the turning angle distribution}
#' \item{beta}{Matrix of regression coefficients of the transition probabilities}
#' \item{delta}{Initial distribution}
#'
#' @examples
#' \dontrun{
#' nbStates <- 3
#' nbCovs <- 2
#' par <- c(0.001,0.999,0.5,0.001,1500.3,7.1)
#' parSize <- c(1,1)
#' bounds <- matrix(c(0,1,0,1,0,1,
#'                    0,Inf,0,Inf,0,Inf),
#'                  byrow=TRUE,ncol=2)
#' beta <- matrix(rnorm(18),ncol=6,nrow=3)
#' delta <- c(0.6,0.3,0.1)
#' wpar <- n2w(par,bounds,beta,delta,nbStates,FALSE)
#' print(w2n(wpar,bounds,parSize,nbStates,nbCovs,estAngleMean=FALSE,stationary=FALSE))
#' }
#'
#'
#' @importFrom boot inv.logit

w2n <- function(wpar,bounds,parSize,nbStates,nbCovs,estAngleMean,stationary)
{
    if(nbStates<1)
        stop("Number of states must be 1 at least.")

    # identify initial distribution parameters
    if(!stationary & nbStates>1) {
        foo <- length(wpar)-nbStates+2
        delta <- wpar[foo:length(wpar)]
        delta <- exp(c(0,delta))
        delta <- delta/sum(delta)
        wpar <- wpar[-(foo:length(wpar))]
    }
    else delta <- NULL

    # identify regression coefficients for the transition probabilities
    if(nbStates>1) {
        foo <- length(wpar)-(nbCovs+1)*nbStates*(nbStates-1)+1
        beta <- wpar[foo:length(wpar)]
        beta <- matrix(beta,nrow=nbCovs+1)
        wpar <- wpar[-(foo:length(wpar))]
    }
    else beta <- NULL

    if(estAngleMean) {
        # identify working parameters for the angle distribution (x and y)
        foo <- length(wpar)-nbStates+1
        x <- wpar[(foo-nbStates):(foo-1)]
        y <- wpar[foo:length(wpar)]

        # compute natural parameters for the angle distribution
        angleMean <- Arg(x+1i*y)
        kappa <- sqrt(x^2+y^2)
        # to scale them if necessary (see parDef)
        wpar[(foo-nbStates):(foo-1)] <- angleMean
        wpar[foo:length(wpar)] <- kappa
    }

    nbPar <- length(wpar)/nbStates
    if(nbPar!=sum(parSize))
        stop("Wrong number of parameters.")

    par <- NULL
    for(i in 1:nbPar) {
        index <- (i-1)*nbStates+1
        a <- bounds[index,1]
        b <- bounds[index,2]
        p <- wpar[index:(index+nbStates-1)]

        if(is.finite(a) & is.finite(b)) { # R -> [a,b]
            p <- (b-a)*inv.logit(p)+a
        }
        else if(is.infinite(a) & is.finite(b)) { # R -> ]-Inf,b]
            p <- -(exp(-p)-b)
        }
        else if(is.finite(a) & is.infinite(b)) { # R -> [a,Inf[
            p <- exp(p)+a
        }

        par <- c(par,p)
    }

    if(length(which(par<bounds[,1] | par>bounds[,2]))>0)
        stop("Scaling error.")

    # identify parameters related to angle dist
    if(parSize[2]>0) {
        anglePar <- matrix(par[(length(par)-parSize[2]*nbStates+1):length(par)],
                           ncol=nbStates,byrow=T)
        par <- par[-((length(par)-parSize[2]*nbStates+1):length(par))] # remove pars related to angle dist
    }
    else anglePar <- NULL

    # identify parameters related to step dist
    stepPar <- matrix(par,ncol=nbStates,byrow=T)

    return(list(stepPar=stepPar,anglePar=anglePar,beta=beta,delta=delta))
}

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moveHMM documentation built on June 7, 2018, 5:05 p.m.