depmix.fitted-class | R Documentation |
A fitted depmix
model.
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.
The print function shows some convergence information, and the summary method shows the parameter estimates.
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.
Ingmar Visser & Maarten Speekenbrink
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