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ziphsmm (version 2.0.6)

Zero-Inflated Poisson Hidden (Semi-)Markov Models

Description

Fit zero-inflated Poisson hidden (semi-)Markov models with or without covariates by directly minimizing the negative log likelihood function using the gradient descent algorithm. Multiple starting values should be used to avoid local minima.

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Version

Install

install.packages('ziphsmm')

Monthly Downloads

7

Version

2.0.6

License

GPL

Maintainer

Zekun Xu

Last Published

May 22nd, 2018

Functions in ziphsmm (2.0.6)

dist_learn

Distributed learning for a longitudinal continuous-time zero-inflated Poisson hidden Markov model, where zero-inflation only happens in State 1. Assume that priors, transition rates and state-dependent parameters can be subject-specific, clustered by group, or common. But at least one set of the parameters have to be common across all subjects.
hsmmviterbi_exp

Viterbi algorithm to decode the latent states in hidden semi-Markov models with covariates where the latent state durations have accelerated failure time structure
hsmmfit_exp

Simulate a hidden semi-Markov series and its underlying states with covariates where the latent state distributions have accelerated failure time structure whose base densities are exponential
retrieve_nocov_cont

retrieve the natural parameters from working parameters for a continuous-time zero-inflated Poisson hidden Markov model where zero-inflation only happens in state 1
zipnegloglik_cov_cont3

negative log likelihood function for zero-inflated Poisson hidden Markov model with covariates in state-dependent parameters and transition rates
hmmsim2.cont

Simulate a continuous-time hidden Markov series and its underlying states with covariates
hmmsim3.cont

Simulate a continuous-time hidden Markov series and its underlying states with covariates in state-dependent parameters and transition rates.
zipnegloglik_cov_cont

negative log likelihood function for zero-inflated Poisson hidden Markov model with covariates, where zero-inflation only happens in state 1
zipnegloglik_nocov_cont

negative log likelihood function for zero-inflated Poisson hidden Markov model without covariates, where zero-inflation only happens in state 1
hsmmsim

Simulate a hidden semi-Markov series and its corresponding states according to the specified parameters
hmmviterbi2

Viterbi algorithm to decode the latent states in hidden Markov models with covariate values
package-ziphsmm

zero-inflated poisson hidden (semi-)Markov models
rzip

generate zero-inflated poisson random variables
hmmviterbi.cont

Viterbi algorithm to decode the latent states for continuous-time hidden Markov models without covariates
grad_zipnegloglik_nocov_cont

gradient for negative log likelihood function from zero-inflated Poisson hidden Markov model without covariates, where zero-inflation only happens in state 1
retrieve_cov_cont

retrieve the natural parameters from the working parameters in zero-inflated Poisson hidden Markov model with covariates, where zero-inflation only happens in state 1
hmmsmooth.cont3

Compute the posterior state probabilities for continuous-time hidden Markov models with covariates in the state-dependent parameters and transition rates
hmmviterbi

Viterbi algorithm to decode the latent states for hidden Markov models
hsmmviterbi

Viterbi algorithm to decode the latent states for hidden semi-Markov models
hsmmfit

Estimate the parameters of a general zero-inflated Poisson hidden semi-Markov model by directly minimizing of the negative log-likelihood function using the gradient descent algorithm.
hsmmviterbi2

Viterbi algorithm to decode the latent states in hidden semi-Markov models with covariates
retrieve_cov_cont3

retrieve the natural parameters from the working parameters in zero-inflated Poisson hidden Markov model with covariates in state-dependent parameters and transition rates
fasthmmfit.cont3

Fast gradient descent algorithm to learn the parameters in a specialized continuous-time zero-inflated hidden Markov model, where zero-inflation only happens in State 1 with covariates in the state-dependent parameters and transition rates.
dist_learn2

Distributed learning for a longitudinal continuous-time zero-inflated Poisson hidden Markov model, where zero-inflation only happens in State 1 and covariates are for state-dependent zero proportion and means. Assume that priors, transition rates, state-dependent intercepts and slopes can be subject-specific, clustered by group, or common. But at least one set of the parameters have to be common across all subjects.
convolution

Convolution of two real vectors of the same length.
fasthmmfit.cont

Fast gradient descent algorithm to learn the parameters in a specialized continuous-time zero-inflated hidden Markov model, where zero-inflation only happens in State 1. And if there were covariates, they could only be the same ones for the state-dependent log Poisson means and the logit structural zero proportion.
CAT

Pseudo activity counts (per minute) data for cats
fasthmmfit

Fast gradient descent / stochastic gradient descent algorithm to learn the parameters in a specialized zero-inflated hidden Markov model, where zero-inflation only happens in State 1. And if there were covariates, they could only be the same ones for the state-dependent log Poisson means and the logit structural zero proportion.
dzip

pmf for zero-inflated poisson
grad_zipnegloglik_cov_cont

gradient for negative log likelihood function in zero-inflated Poisson hidden Markov model with covariates, where zero-inflation only happens in state 1
hmmfit

Estimate the parameters of a general zero-inflated Poisson hidden Markov model by directly minimizing of the negative log-likelihood function using the gradient descent algorithm.
hmmsmooth.cont2

Compute the posterior state probabilities for continuous-time hidden Markov models where zero-inflation only happens in state 1 and covariates can only be included in the state-dependent parameters
hmmsmooth.cont

Compute the posterior state probabilities for continuous-time hidden Markov models without covariates where zero-inflation only happens in state 1
fasthsmmfit

Fast gradient descent / stochastic gradient descent algorithm to learn the parameters in a specialized zero-inflated hidden semi-Markov model, where zero-inflation only happens in State 1. And if there were covariates, they could only be the same ones for the state-dependent log Poisson means and the logit structural zero proportion. In addition, the dwell time distributions are nonparametric for all hidden states.
hmmsim2

Simulate a hidden Markov series and its underlying states with covariates
hmmsim.cont

Simulate a hidden Markov series and its underlying states with zero-inflated emission distributions
dist_learn3

Distributed learning for a longitudinal continuous-time zero-inflated Poisson hidden Markov model, where zero-inflation only happens in State 1 with covariates in the state-dependent parameters and transition rates.
hmmviterbi2.cont

Viterbi algorithm to decode the latent states in continuous-time hidden Markov models with covariates
hmmsim

Simulate a hidden Markov series and its underlying states with zero-inflated emission distributions
hsmmsim2

Simulate a hidden semi-Markov series and its underlying states with covariates
hsmmsim2_exp

Simulate a hidden semi-Markov series and its underlying states with covariates