momentuHMM (version 1.5.5)

expandPar: Expand vector of free working parameters to vector of all working parameters including any fixed parameters (used in fitHMM.R and nLogLike.R)

Description

Expand vector of free working parameters to vector of all working parameters including any fixed parameters (used in fitHMM.R and nLogLike.R)

Usage

expandPar(
  optPar,
  optInd,
  fixPar,
  wparIndex,
  betaCons,
  deltaCons,
  nbStates,
  nbCovsDelta,
  stationary,
  nbCovs,
  nbRecovs = 0,
  mixtures = 1,
  nbCovsPi = 0
)

Value

A vector of all working parameters including any fixed parameters

Arguments

optPar

vector of free working parameters

optInd

indices of constrained parameters

fixPar

Vector of working parameters which are assumed known prior to fitting the model (NA indicates parameters is to be estimated)

wparIndex

Vector of indices for the elements of fixPar that are not NA

betaCons

Matrix of the same dimension as beta0 composed of integers identifying any equality constraints among the t.p.m. parameters.

deltaCons

Matrix of the same dimension as delta0 composed of integers identifying any equality constraints among the initial distribution working scale parameters.

nbStates

Number of states of the HMM

nbCovsDelta

Number of initial distribution covariates

stationary

FALSE if there are time-varying covariates in formula or any covariates in formulaDelta. If TRUE, the initial distribution is considered equal to the stationary distribution. Default: FALSE.

nbCovs

Number of t.p.m. covariates

nbRecovs

Number of recharge covariates

mixtures

Number of mixtures for the state transition probabilities

nbCovsPi

Number of mixture probability covariates

Examples

if (FALSE) {
nbStates <- 2
stepDist <- "gamma" # step distribution
angleDist <- "vm" # turning angle distribution

# extract data from momentuHMM example
data <- example$m$data

### 1. fit the model to the simulated data
# define initial values for the parameters
mu0 <- c(20,70)
sigma0 <- c(10,30)
kappa0 <- c(1,1)
stepPar <- c(mu0,sigma0) # no zero-inflation, so no zero-mass included
anglePar <- kappa0 # not estimating angle mean, so not included
formula <- ~cov1+cos(cov2)

# constrain cov1 effect to state 1 -> 2 and cov2 effect to state 2 -> 1
fixPar <- list(beta=c(NA,NA,0,NA,0,NA))

m <- fitHMM(data=data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
            Par0=list(step=stepPar,angle=anglePar),formula=formula,fixPar=fixPar)

# convert free parameter vector (m$mod$wpar) to full set of working parameters (m$mod$estimate)
est <- momentuHMM:::expandPar(m$mod$wpar,m$conditions$optInd,unlist(m$conditions$fixPar),
                              m$conditions$wparIndex,m$conditions$betaCons,m$conditions$deltaCons,
                              nbStates,
                              ncol(m$covsDelta)-1,m$conditions$stationary,nrow(m$mle$beta)-1)

all(est==m$mod$estimate)
}