select_depmix: select 'depmix' or 'mix' models by running...

In aliaksah/depmixS4pp: Model Selection in Dependent Mixture Models - Hidden Markov Models of GLMs and Other Distributions in S4

Description

select_depmix select based on simulated annealing depmix or mix models.

Usage

	select_depmix(object, test, mode, infer)

Arguments

object	An object of class (dep-)mix.
object	Parameters of NHHMM (if object is not present) as a list() with components: ns (number of states), fla (formula for observed process), trs (formula for process of transitions), family (family of the distributions of the responses), params (parameters of the fitted NHHMM).
test	Data set for predictions.
mode	Indicates whether the mode state will be used for predictions (most probable states' sequence will be used otherwise)

Details

Prediction function.

Value

predict_depmix returns a vector of values of linear predictor (for glm you should further transform them through the appropriate link function) and the corresponding states of the latent process:

y:

Values of the linear predictor.

s :

States corresponding to the values of the linear predictor.

Author(s)

Aliaksandr Hubin

aliaksah/depmixS4pp documentation built on Jan. 21, 2020, 9:18 a.m.