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

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Documentation for package ‘depmixS4’ version 1.5-0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

B C D E F G H L M N P R S T V

depmixS4-package

depmixS4 provides classes for specifying and fitting hidden Markov models

-- B --

balance	Balance Scale Data
BINOMresponse	Response models currently implemented in depmix.

-- C --

confint	Parameter standard errors
confint-method	Parameter standard errors

-- D --

depmix	Dependent Mixture Model Specifiction
depmix-class	Class "depmix"
depmix-method	Dependent Mixture Model Specifiction
depmix-methods	'depmix' and 'mix' methods.
depmix.fit	Fit 'depmix' or 'mix' models
depmix.fitted	Class "depmix.fitted" (and "depmix.fitted.classLik")
depmix.fitted-class	Class "depmix.fitted" (and "depmix.fitted.classLik")
depmix.fitted.classLik	Class "depmix.fitted" (and "depmix.fitted.classLik")
depmix.fitted.classLik-class	Class "depmix.fitted" (and "depmix.fitted.classLik")
depmix.sim	Class "depmix.sim"
depmix.sim-class	Class "depmix.sim"
depmixS4	depmixS4 provides classes for specifying and fitting hidden Markov models

-- E --

em.control

Control parameters for the EM algorithm

-- F --

fit	Fit 'depmix' or 'mix' models
fit-method	Fit 'depmix' or 'mix' models
formatperc	Format percentage for level in printing confidence interval
forwardbackward	Forward and backward variables
forwardbackward-method	Forward and backward variables
freepars	'depmix' and 'mix' methods.
freepars-method	'depmix' and 'mix' methods.

-- G --

GAMMAresponse	Response models currently implemented in depmix.
getdf	Methods for creating depmix response models
getdf-method	Methods for creating depmix response models
getdf-method	Methods for creating depmix transition and initial probability models
getmodel	'depmix' and 'mix' methods.
getmodel-method	'depmix' and 'mix' methods.
getpars	'depmix' and 'mix' methods.
getpars-method	'depmix' and 'mix' methods.
GLMresponse	Methods for creating depmix response models
GLMresponse-class	Class "GLMresponse" and class "transInit"
GLMresponse-method	Methods for creating depmix response models

-- H --

hessian	Parameter standard errors
hessian-method	Parameter standard errors

-- L --

llratio	Log likelihood ratio test on two fitted models
logLik	'depmix' and 'mix' methods.
logLik-method	'depmix' and 'mix' methods.
loglikelihoodratio	Log likelihood ratio test on two fitted models

-- M --

makeDepmix	Dependent Mixture Model Specifiction: full control and adding response models
makeMix	Dependent Mixture Model Specifiction: full control and adding response models
mix	Mixture Model Specifiction
mix-class	Class "mix"
mix-method	Mixture Model Specifiction
mix.fit	Fit 'depmix' or 'mix' models
mix.fitted-class	Class "mix.fitted" (and "mix.fitted.classLik")
mix.fitted.classLik-class	Class "mix.fitted" (and "mix.fitted.classLik")
mix.sim	Class "mix.sim"
mix.sim-class	Class "mix.sim"
MULTINOMresponse	Response models currently implemented in depmix.
multistart	Methods to fit a (dep-)mix model using multiple sets of starting values
multistart-method	Methods to fit a (dep-)mix model using multiple sets of starting values
MVNresponse	Response models currently implemented in depmix.
MVNresponse-class	Class "GLMresponse" and class "transInit"

-- N --

nobs	'depmix' and 'mix' methods.
nobs-method	'depmix' and 'mix' methods.
NORMresponse	Response models currently implemented in depmix.
npar	'depmix' and 'mix' methods.
npar-method	'depmix' and 'mix' methods.
nresp	Class "depmix"
nresp-method	Class "depmix"
nresp-method	Class "depmix.sim"
nresp-method	Class "mix"
nresp-method	Class "mix.sim"
nstates	Class "depmix"
nstates-method	Class "depmix"
nstates-method	Class "depmix.sim"
nstates-method	Class "mix"
nstates-method	Class "mix.sim"
ntimes	Class "depmix"
ntimes-method	Class "depmix"
ntimes-method	Class "depmix.sim"
ntimes-method	Class "mix"
ntimes-method	Class "mix.sim"

-- P --

POISSONresponse	Response models currently implemented in depmix.
posterior	Posterior state/class probabilities and classification
posterior-method	Posterior state/class probabilities and classification

-- R --

response-class	Class "response"
response-classes	Class "GLMresponse" and class "transInit"
responses	Response models currently implemented in depmix.

-- S --

setpars	'depmix' and 'mix' methods.
setpars-method	'depmix' and 'mix' methods.
show	Dependent Mixture Model Specifiction
show-method	Methods for creating depmix response models
show-method	Dependent Mixture Model Specifiction
show-method	Fit 'depmix' or 'mix' models
show-method	Log likelihood ratio test on two fitted models
show-method	Mixture Model Specifiction
show-method	Response models currently implemented in depmix.
simulate	Methods to simulate from (dep-)mix models
simulate-method	Methods to simulate from (dep-)mix models
sp500	Standard & Poor's 500 index
speed	Speed Accuracy Switching Data
standardError	Parameter standard errors
standardError-method	Parameter standard errors
stationary	Compute the stationary distribution of a transition probability matrix.
summary	Dependent Mixture Model Specifiction
summary-method	Dependent Mixture Model Specifiction
summary-method	Fit 'depmix' or 'mix' models
summary-method	Mixture Model Specifiction

-- T --

transInit	Methods for creating depmix transition and initial probability models
transInit-class	Class "GLMresponse" and class "transInit"
transInit-method	Methods for creating depmix transition and initial probability models

-- V --

vcov	Parameter standard errors
vcov-method	Parameter standard errors
viterbi	Viterbi algorithm for decoding the most likely state sequence
viterbi.fb	Viterbi algorithm for decoding the most likely state sequence
viterbi2	Viterbi algorithm for decoding the most likely state sequence