depmixS4: An R Package for Hidden Markov Models

<b>depmixS4</b> implements a general framework for defining and estimating dependent mixture models in the <b>R</b> programming language. This includes standard Markov models, latent/hidden Markov models, and latent class and finite mixture distribution models. The models can...

وصف كامل

التفاصيل البيبلوغرافية
الحاوية / القاعدة:Journal of Statistical Software
المؤلفون الرئيسيون: Ingmar Visser, Maarten Speekenbrink
التنسيق: مقال
اللغة:الإنجليزية
منشور في: Foundation for Open Access Statistics 2010-10-01
الموضوعات:
الوصول للمادة أونلاين:http://www.jstatsoft.org/v36/i07/paper
الوصف
الملخص:<b>depmixS4</b> implements a general framework for defining and estimating dependent mixture models in the <b>R</b> programming language. This includes standard Markov models, latent/hidden Markov models, and latent class and finite mixture distribution models. The models can be fitted on mixed multivariate data with distributions from the <b>glm</b> family, the (logistic) multinomial, or the multivariate normal distribution. Other distributions can be added easily, and an example is provided with the <i>exgaus</i> distribution. Parameters are estimated by the expectation-maximization (EM) algorithm or, when (linear) constraints are imposed on the parameters, by direct numerical optimization with the <b>Rsolnp</b> or <b>Rdonlp2</b> routines.
تدمد:1548-7660