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depmixS4 (version 1.4-2)

Dependent Mixture Models - Hidden Markov Models of GLMs and Other Distributions in S4

Description

Fits latent (hidden) Markov models on mixed categorical and continuous (time series) data, otherwise known as dependent mixture models, see Visser & Speekenbrink (2010, ).

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Version

Install

install.packages('depmixS4')

Monthly Downloads

1,630

Version

1.4-2

License

GPL (>= 2)

Maintainer

Ingmar Visser

Last Published

January 20th, 2020

Functions in depmixS4 (1.4-2)

depmix-class

Class "depmix"
depmix-internal

DepmixS4 internal functions
mix

Mixture Model Specifiction
makeDepmix

Dependent Mixture Model Specifiction: full control and adding response models
mix.sim-class

Class "mix.sim"
multistart

Methods to fit a (dep-)mix model using multiple sets of starting values
balance

Balance Scale Data
mix-class

Class "mix"
posterior

Posterior states/classes
mix.fitted-class

Class "mix.fitted" (and "mix.fitted.classLik")
response-classes

Class "GLMresponse" and class "transInit"
transInit

Methods for creating depmix transition and initial probability models
vcov

Parameter standard errors
forwardbackward

Forward and backward variables
llratio

Log likelihood ratio test on two fitted models
speed

Speed Accuracy Switching Data
stationary

Compute the stationary distribution of a transition probability matrix.
depmixS4-package

depmixS4 provides classes for specifying and fitting hidden Markov models
em.control

Control parameters for the EM algorithm
depmix.sim-class

Class "depmix.sim"
response-class

Class "response"
formatperc

Format percentage for level in printing confidence interval
simulate

Methods to simulate from (dep-)mix models
sp500

Standard & Poor's 500 index
responses

Response models currently implemented in depmix.
depmix

Dependent Mixture Model Specifiction
depmix-methods

'depmix' and 'mix' methods.
GLMresponse

Methods for creating depmix response models
fit

Fit 'depmix' or 'mix' models
depmix.fitted-class

Class "depmix.fitted" (and "depmix.fitted.classLik")