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This package provides functions for simulating from and fitting the latent hidden Markov models for response process data (Tang, 2024). It also includes functions for simulating from and fitting ordinary hidden Markov models.
You can install the development version of proclhmm
from GitHub with
devtools::install_github("xytangtang/proclhmm")
library(proclhmm)
N <- 10 # number of actions
K <- 3 # number of hidden states
# generate parameters
set.seed(12345)
paras_true <- sim_lhmm_paras(N, K)
n <- 100 # sample size
# generate data
data0 <- sim_lhmm(n, paras_true, min_len = 4, mean_len = 25)
action_seqs <- data0$seqs # action sequences
# generate initial values of parameters
paras_init <- sim_lhmm_paras(N, K)
# model fitting
lhmm_res <- lhmm(action_seqs, K, paras_init)
#> Optimizing obj fun...
#> Computing theta...
# estimated discrimation parameters for state transition probability matrix
lhmm_res$paras_est$para_a
#> state2 state3
#> state1 -0.6088158 -15.52584332
#> state2 -2.3456255 -2.83225548
#> state3 -4.5802817 0.08433227
# estimated location parameters for state-action probability matrix
lhmm_res$paras_est$para_beta
#> 4 0 5 9 6 7
#> state1 -0.9987221 4.4206005 2.3740381 -1.472788 -6.503268 4.059780
#> state2 0.5821316 -1.4579551 0.5479029 1.214155 1.044911 0.736849
#> state3 -3.2111616 -0.5614971 -0.3598079 -6.618605 -4.027255 -1.426849
#> 1 2 8
#> state1 3.24121223 4.1195709 -5.666249
#> state2 -0.32826612 0.2443809 -8.464710
#> state3 -0.05355758 -1.0904959 -9.719579
# compute state-transition and state-action probability matrix for the first action sequnece
paras_est <- lhmm_res$paras_est
paras_PQ <- compute_PQ_lhmm(lhmm_res$theta_est[1], paras_est$para_a, paras_est$para_b, paras_est$para_alpha, paras_est$para_beta)
P <- paras_PQ$P
Q <- paras_PQ$Q
# compute initial state probability
P1 <- compute_P1_lhmm(paras_est$para_P1)
# find the most likely hidden state sequences for the first action sequence
find_state_seq(action_seqs[[1]], P1, P, Q)
#> [1] 2 1 2 1 2 1 1 2 1 2 1 1 2 1 1 2 1 2 1 2 1 2 1 1 2 1
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