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Revision 530 - Directory Listing
Modified Thu Jun 21 10:28:52 2012 UTC (7 years ago) by maarten
Copied from: pkg/depmixS4 revision 529
added release 1.2-0 in tags

Revision 529 - Directory Listing
Modified Wed Jun 20 14:45:45 2012 UTC (7 years ago) by ingmarvisser
Original Path: pkg/depmixS4
minor update to documentation ...

Revision 528 - Directory Listing
Modified Wed Jun 20 14:29:05 2012 UTC (7 years ago) by maarten
Original Path: pkg/depmixS4
- deleted classification likelihood from em.control

Revision 527 - Directory Listing
Modified Wed Jun 20 09:36:24 2012 UTC (7 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Changes in Rd and vignette et cetera for the 'missing data release' 1.2-0

Revision 526 - Directory Listing
Modified Mon Jun 18 17:48:10 2012 UTC (7 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
bug fix met data check

Revision 525 - Directory Listing
Modified Sun Jun 17 21:58:22 2012 UTC (7 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Removed the is.null(data) from condition that tests for trivial formula (~1) as it causes that the dimension of the return value of the dens function is incompatible with other functions (which expect short return values when the model is stationary=homogeneous in time).

Revision 524 - Directory Listing
Modified Fri Jun 15 14:51:13 2012 UTC (7 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Added comments to NEWS and help files about missing values.

Revision 523 - Directory Listing
Modified Fri Jun 15 14:37:52 2012 UTC (7 years, 1 month ago) by maarten
Original Path: pkg/depmixS4
- changed back to only change NA to 1 in B (and not NaN) in "fb" 
- using explicit argument calls in logLik

Revision 522 - Directory Listing
Modified Fri Jun 15 14:18:01 2012 UTC (7 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Made argument name for argument stationary explicit in function call to fb from logLik as this was causing an error (...)
Changed default optimization criterion for donlp2 to 1e-6

Revision 521 - Directory Listing
Modified Fri Jun 15 13:27:09 2012 UTC (7 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Added classification argument to em.depmix

Revision 520 - Directory Listing
Modified Fri Jun 15 12:19:38 2012 UTC (7 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Corrected version, nojss option enforced.

Revision 519 - Directory Listing
Modified Fri Jun 15 11:32:12 2012 UTC (7 years, 1 month ago) by maarten
Original Path: pkg/depmixS4
- in fb, missing cases are now only NA, not NaN
- in logLik, default method is now "fb" (for speed as this is implemented in C)

Revision 518 - Directory Listing
Modified Thu Jun 14 18:46:05 2012 UTC (7 years, 1 month ago) by maarten
Original Path: pkg/depmixS4
- started with classification likelihood (done for mix models, not for depmix models)
- still needs to be tested!

Revision 517 - Directory Listing
Modified Tue Jun 12 14:31:19 2012 UTC (7 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Updated help page of em.control to explain the procedure for generating starting values using the Dirichlet distribution.

Revision 516 - Directory Listing
Modified Tue Jun 12 13:14:18 2012 UTC (7 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Added subsection on missing data to the vignette as well as a table with possible response models.

Revision 515 - Directory Listing
Modified Thu May 10 20:08:59 2012 UTC (7 years, 2 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Changed the default max iterations in EM to 500.

Revision 514 - Directory Listing
Modified Thu Apr 26 19:53:50 2012 UTC (7 years, 2 months ago) by maarten
Original Path: pkg/depmixS4
- started adding functionality for NA's in responses (NEEDS TO BE TESTED PROPERLY!!!)

Revision 513 - Directory Listing
Modified Fri Mar 30 10:44:05 2012 UTC (7 years, 3 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Made generation of gamma values to lead to more extreme values.

Revision 512 - Directory Listing
Modified Thu Mar 29 10:02:43 2012 UTC (7 years, 3 months ago) by maarten
Original Path: pkg/depmixS4
- random gamma starting values in EM now uses a dirichlet distribution
- TODO: specify dispersion as a parameter in em.options()

Revision 511 - Directory Listing
Modified Fri Mar 16 13:17:11 2012 UTC (7 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Changed latex options to reduce file size.

Revision 510 - Directory Listing
Modified Thu Mar 15 19:19:30 2012 UTC (7 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Compacted vignette pdf added

Revision 509 - Directory Listing
Modified Thu Mar 15 19:18:17 2012 UTC (7 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Remove vignette pdf because too large

Revision 508 - Directory Listing
Modified Thu Mar 15 13:41:41 2012 UTC (7 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Changes to make the package compatible with 2.15.0

Revision 507 - Directory Listing
Modified Mon Mar 5 14:08:41 2012 UTC (7 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Added Rdonlp2, again, to the Suggests field.

Revision 506 - Directory Listing
Modified Wed Feb 29 09:20:34 2012 UTC (7 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Upped version nr to 1.1-1 and removed suggestion of Rdonlp as this no longer compiles properly.

Revision 502 - Directory Listing
Modified Wed Nov 2 14:28:53 2011 UTC (7 years, 8 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Various minor changes for compatibility with R 2.14.0

Revision 501 - Directory Listing
Modified Tue Nov 1 13:21:04 2011 UTC (7 years, 8 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Fixed a documentation error in ?responses.

Revision 500 - Directory Listing
Modified Tue Nov 1 11:56:53 2011 UTC (7 years, 8 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Updated NEWS file with version 1.1-0 info; removed ddens code as it does not provide any speed improvements.

Revision 499 - Directory Listing
Modified Thu Oct 27 13:34:56 2011 UTC (7 years, 8 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Added several examples: Poisson switching data (generated data), S & P 500 returns data, multinomial data with n>1 and different for different time points (artificial data).

Revision 498 - Directory Listing
Modified Wed Oct 26 15:36:23 2011 UTC (7 years, 8 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Added error message about missing data.

Revision 497 - Directory Listing
Modified Wed Oct 26 13:31:18 2011 UTC (7 years, 8 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Fixed a bug in the relative stopping criterion for EM, this time for good.

Revision 496 - Directory Listing
Modified Tue Oct 25 12:41:38 2011 UTC (7 years, 8 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Fixed a bug in the relative stopping criterion for EM (which resulted in no iterations in some cases with large positive loglikelihoods).

Revision 489 - Directory Listing
Modified Fri Sep 2 13:56:24 2011 UTC (7 years, 10 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Changed line endings to Unix consistently.

Revision 488 - Directory Listing
Modified Thu Sep 1 15:16:58 2011 UTC (7 years, 10 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Added documentation for the useC argument in fb/forwardbackward and corrected the PACKAGE argument to the .C call.

Revision 487 - Directory Listing
Modified Thu Sep 1 10:32:58 2011 UTC (7 years, 10 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Corrected a typo in the vignette; updated version nr in Description and package help file.

Revision 486 - Directory Listing
Modified Wed Aug 17 14:39:43 2011 UTC (7 years, 11 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Added an error message for unrecognized arguments to em.control() (which could result in models that never converge)

Revision 485 - Directory Listing
Modified Wed Jul 6 14:32:53 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Added sanity check for the case that nstates=1 combined with non-trivial transition model.

Revision 484 - Directory Listing
Modified Tue Jun 28 16:07:04 2011 UTC (8 years ago) by maarten
Original Path: pkg/depmixS4
- added a fix for models without covariates/intercepts. In responseGLM and responseMVN the function setpars now exits when length(value) == 0. In setpars.depmix, a check is added whether npar > 0. 

Revision 483 - Directory Listing
Modified Mon Jun 27 09:40:42 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Added sensible error message in case (fit) method is wrongly specified.

Revision 482 - Directory Listing
Modified Thu Jun 23 20:50:17 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Removed call to C-code for apply.

Revision 481 - Directory Listing
Modified Thu Jun 23 08:40:15 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Changed dependence to R 2.13.0 because of reliance on nobs generic which is available from that version.

Revision 480 - Directory Listing
Modified Wed Jun 22 20:23:51 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Added now working C-code to replace an often apply'd call to flatten an array into a matrix in function fb (5-fold improvement for this operation, but total time savings is limited).

Revision 479 - Directory Listing
Modified Wed Jun 22 13:18:25 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Added c-function for computing some intermediate results in log likelihood computation that are taking loads of time (not finished yet).

Revision 478 - Directory Listing
Modified Wed Jun 22 11:51:04 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Remove & delete matrix header & code files.

Revision 477 - Directory Listing
Modified Wed Jun 22 11:50:09 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Cleaned some comments in the C-code and removed the now obsolete matrix header and code files.

Revision 476 - Directory Listing
Modified Wed Jun 22 11:37:02 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Made useC=TRUE the default so it is always used when optimizing models and computing the likelihood

Revision 475 - Directory Listing
Modified Wed Jun 22 10:25:43 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Added conditionals for the homogeneous case in the C-code; working correctly.

Revision 474 - Directory Listing
Modified Wed Jun 22 10:06:22 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Removed all intermediate variables in computation of alpha, beta and xi.

Revision 473 - Directory Listing
Modified Wed Jun 22 09:24:11 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Optimized computation of alpha (removed intermediate computations); working correctly.

Revision 472 - Directory Listing
Modified Wed Jun 22 08:59:11 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Working version of C-code for alpha, beta and xi variables (not optimezed yet).

Revision 471 - Directory Listing
Modified Tue Jun 21 20:50:33 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
C-code for backward variables now correct.

Revision 470 - Directory Listing
Modified Tue Jun 21 13:29:11 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Initial set up of loop for backwards variables

Revision 469 - Directory Listing
Modified Tue Jun 21 13:06:22 2011 UTC (8 years ago) by ingmarvisser
Original Path: pkg/depmixS4
C-code now return correct forward variables and scaling values; also added an interface function for mix/lca models to the fb function.

Revision 468 - Directory Listing
Modified Mon Jun 20 12:42:27 2011 UTC (8 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Loop over cases and times for forward variables now complete (still to add for the mix case, ie no transition model).

Revision 467 - Directory Listing
Modified Mon Jun 20 08:01:49 2011 UTC (8 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Minor changes to C-code, changed default to useC=FALSE for now.

Revision 466 - Directory Listing
Modified Mon Jun 20 07:38:00 2011 UTC (8 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Upped version to 1.1-0 for next release which is to have c-code forward backward computations for speed improvement.

Revision 465 - Directory Listing
Modified Sun Jun 19 21:07:06 2011 UTC (8 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Initial set up for C code of forward backward algorithm.

Revision 464 - Directory Listing
Modified Fri Jun 17 13:25:47 2011 UTC (8 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Added c function and R .C(alls) to it to eventually compute the forward/backward variables with for performance improvement.

Revision 462 - Directory Listing
Modified Thu Jun 16 12:11:50 2011 UTC (8 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Final changes to news and description for release 1.0-4

Revision 461 - Directory Listing
Modified Wed Jun 15 12:33:00 2011 UTC (8 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
Removed ntimes attribute from speed data (and adapted examples and tests accordingly), updated reference on speed data help page to Dutilh et al. (2011).

Revision 460 - Directory Listing
Modified Wed Jun 15 10:26:59 2011 UTC (8 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
This time really using nobs generic from stats4.

Revision 458 - Directory Listing
Modified Fri Apr 22 07:43:57 2011 UTC (8 years, 2 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Fixed a bug in simulation of Gaussian response models (which was returning all nans).

Revision 457 - Directory Listing
Modified Tue Mar 22 13:55:22 2011 UTC (8 years, 3 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Updated NEWS file ...

Revision 456 - Directory Listing
Modified Tue Mar 22 12:02:48 2011 UTC (8 years, 3 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Using AIC/BIC/logLik/nobs generics from stats/stats4 rather than defining them anew (which gave clashes with other packages that did the same).

Revision 454 - Directory Listing
Modified Tue Feb 15 13:25:07 2011 UTC (8 years, 5 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Updates for version 1.0-2; minor bug fix release.

Revision 453 - Directory Listing
Modified Tue Feb 15 13:24:16 2011 UTC (8 years, 5 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Fixed a bug in simulation of binomial responses.

Revision 449 - Directory Listing
Modified Tue Jan 25 14:37:21 2011 UTC (8 years, 5 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Added a meaningful error message in the EM algorithm for lca/mixture 
    models in case the initial log likelihood is NA (thanks to Matthias
    Ihrke for pointing this out).

Revision 448 - Directory Listing
Modified Tue Nov 23 13:13:55 2010 UTC (8 years, 7 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Final minor changes (NEWS, DESCRIPTION etc) for release 1.0-1

Revision 447 - Directory Listing
Modified Tue Nov 23 12:18:16 2010 UTC (8 years, 7 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Added an error message for multinomial response models with n>1 and link='mlogit' as this case is not handled.

Revision 446 - Directory Listing
Modified Tue Nov 23 08:55:45 2010 UTC (8 years, 7 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Fixed a bug in multinomial response models with n>1; parameters were not normalized such that they did not sum to unity in those cases.

Revision 445 - Directory Listing
Modified Thu Nov 11 15:12:13 2010 UTC (8 years, 8 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Added a check for bad likelihoods when generating starting values.

Revision 444 - Directory Listing
Modified Wed Oct 20 11:01:22 2010 UTC (8 years, 9 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Added function em.control that returns the list of em control parameters. This makes future additions to this list easier and gives less clutter in the function definition of fit. The default for EM is now to use random start values.

Revision 443 - Directory Listing
Modified Tue Oct 19 15:08:36 2010 UTC (8 years, 9 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Removed reference to boot package as this produced a warning (invlogit function now defined directly in the test file.)

Revision 442 - Directory Listing
Modified Tue Oct 19 15:07:40 2010 UTC (8 years, 9 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Removed doctype lines as these produce warnings under R 2.12.0

Revision 441 - Directory Listing
Modified Tue Oct 19 15:06:58 2010 UTC (8 years, 9 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Upped to version nr 1.0-1,  bug fix release and updates relating to R 2.12.0

Revision 436 - Directory Listing
Modified Wed Aug 4 19:08:03 2010 UTC (8 years, 11 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Release 1.0-0 of depmixS4, now including vignette and refs to it.

Revision 435 - Directory Listing
Modified Wed Aug 4 14:43:09 2010 UTC (8 years, 11 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Added vignette to version 1.0-0

Revision 434 - Directory Listing
Modified Wed Aug 4 14:39:00 2010 UTC (8 years, 11 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Updated news/readme etc

Revision 430 - Directory Listing
Modified Mon Jul 5 14:05:25 2010 UTC (9 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Updated vignette to depmixS4.

Revision 428 - Directory Listing
Modified Thu Jul 1 20:47:29 2010 UTC (9 years ago) by ingmarvisser
Original Path: pkg/depmixS4
More minor edits (convergence message)

Revision 426 - Directory Listing
Modified Thu Jul 1 20:20:08 2010 UTC (9 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Cleaned up comments, minor edits to messages.

Revision 424 - Directory Listing
Modified Wed Jun 30 22:23:49 2010 UTC (9 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Added vignette source and pdf to the inst/doc directory

Revision 422 - Directory Listing
Modified Wed Jun 30 15:12:37 2010 UTC (9 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Added vignette file

Revision 421 - Directory Listing
Modified Wed Jun 30 15:11:22 2010 UTC (9 years ago) by ingmarvisser
Original Path: pkg/depmixS4
updates to Description et cetera for release 1.0-0

Revision 417 - Directory Listing
Modified Thu Jun 3 12:27:14 2010 UTC (9 years, 1 month ago) by ingmarvisser
Original Path: pkg/depmixS4
fixed a bug in setting the lower and upper bounds for normal response parameters in GLMresponse

Revision 414 - Directory Listing
Modified Tue May 11 13:27:33 2010 UTC (9 years, 2 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Release 0.9-0 updates

Revision 413 - Directory Listing
Modified Fri Apr 23 15:20:17 2010 UTC (9 years, 2 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Fixed a bug in multinomial models with n>1

Revision 411 - Directory Listing
Modified Wed Mar 10 16:08:33 2010 UTC (9 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Minor code cleanups

Revision 410 - Directory Listing
Modified Wed Mar 10 16:07:53 2010 UTC (9 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Minor codoc issues.

Revision 409 - Directory Listing
Modified Wed Mar 10 16:07:16 2010 UTC (9 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Updated citation info

Revision 408 - Directory Listing
Modified Wed Mar 10 16:07:00 2010 UTC (9 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Updated version nr (now at 1.0-0 !)

Revision 406 - Directory Listing
Modified Wed Mar 10 15:46:08 2010 UTC (9 years, 4 months ago) by maarten
Original Path: pkg/depmixS4
- removed warning messages from dm_dmvnorm; now checks whether eigenvalues of the covariance matrix are >= 0 and if not, returns NaN without warning

Revision 405 - Directory Listing
Modified Tue Mar 9 19:12:49 2010 UTC (9 years, 4 months ago) by maarten
Original Path: pkg/depmixS4
- added random.start option to EM
- fit method now has an em.control argument

Revision 404 - Directory Listing
Modified Tue Mar 9 16:21:10 2010 UTC (9 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Added error message in case ntimes in response models and in prior model are in conflict

Revision 403 - Directory Listing
Modified Tue Mar 9 12:43:42 2010 UTC (9 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Copied trunk to pkg directory

Revision 402 - Directory Listing
Modified Tue Mar 9 12:40:49 2010 UTC (9 years, 4 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Emptied pkg directory depmixS4

Revision 341 - Directory Listing
Modified Fri Feb 5 10:28:17 2010 UTC (9 years, 5 months ago) by ingmarvisser
Original Path: pkg/depmixS4
added gamlss* to suggests field to make the example in makeDepmix work

Revision 340 - Directory Listing
Modified Mon Feb 1 13:15:12 2010 UTC (9 years, 5 months ago) by ingmarvisser
Original Path: pkg/depmixS4
Copied trunk to pkg directory depmixS4

Revision 338 - Directory Listing
Modified Mon Feb 1 13:12:22 2010 UTC (9 years, 5 months ago) by ingmarvisser
Original Path: pkg/depmixS4
empty depmixS4 pkg directory

Revision 279 - Directory Listing
Modified Wed Jul 8 11:24:53 2009 UTC (10 years ago) by ingmarvisser
Original Path: pkg/depmixS4
Moved depmixS4 files into subdirectory within the pkg directory

Revision 278 - Directory Listing
Added Wed Jul 8 11:22:09 2009 UTC (10 years ago) by ingmarvisser
Original Path: pkg/depmixS4
add depmix and depmixS4 directories so that good old depmix also finds a home on r-forge

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