depmixS4-package          package:depmixS4          R Documentation

_d_e_p_m_i_x_S_4 _p_r_o_v_i_d_e_s _c_l_a_s_s_e_s _f_o_r _s_p_e_c_i_f_y_i_n_g _a_n_d _f_i_t_t_i_n_g _h_i_d_d_e_n _M_a_r_k_o_v _m_o_d_e_l_s

_D_e_s_c_r_i_p_t_i_o_n:

     'depmixS4' is a framework for specifying and fitting dependent
     mixture models, otherwise known as hidden or latent Markov models.
     Optimization is done with the EM algorithm or optionally with
     Rdonlp2 when (general linear (in-)equality) constraints on the
     parameters need to be incorporated.  Models can be fitted on
     (multiple) sets of observations.  The response densities for each
     state may be chosen from the GLM family, or a multinomial.  User
     defined response densities are easy to add.

     Mixture or latent class (regression) models can also be fitted;
     these are the limit case in which the length of observed time
     series is 1 for all cases.

_D_e_t_a_i_l_s:


       Package:  depmixS4
       Type:     Package
       Version:  0.2-2
       Date:     2009-13-05
       License:  GPL

     Model fitting is done in two steps; first, models are specified
     through the 'depmix' function (or the 'mix' function for mixture
     and latent class models), which both use standard 'glm' style
     arguments to specify the observed distributions; second, the model
     needs to be fitted by using the 'fit' function; imposing
     constraints is done through the fit function.  Standard output
     includes the optimized parameters and the posterior densities for
     the states and the optimal state sequence.

_A_u_t_h_o_r(_s):

     Ingmar Visser & Maarten Speekenbrink

     Maintainer: i.visser@uva.nl

_R_e_f_e_r_e_n_c_e_s:

     On hidden Markov models: Lawrence R. Rabiner (1989).  A tutorial
     on hidden Markov models and selected applications in speech
     recognition. _Proceedings of IEEE_, 77-2, p.  267-295.

     On latent class models: A. L. McCutcheon (1987).  _Latent class
     analysis_.  Sage Publications.

_S_e_e _A_l_s_o:

     'depmix', 'fit'

_E_x_a_m_p_l_e_s:

             # These should be added at some point ...

