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


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Documentation for package ‘depmixS4’ version 1.4-2

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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 states/classes
posterior-method Posterior states/classes

-- 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