Convert hmodel.object so it can be passed to hmodel argument in msm

[wjchulme]

For HMMs, is there a function that takes a hmodel.object (or a msm.object) and returns a list of hmmdist objects that can be passed to the hmodel argument in a new msm() call? For instance, it could be used in the following way:

# create first HMM
fit1 <- msm( y ~ time, subject = ptnum, data = example.df, 
                    qmatrix = rbind( c(0, 0.25, 0), c(0, 0, 0.2), c(0, 0, 0)),
                    hmodel = list (hmmNorm(mean=90, sd=8), hmmNorm(mean=70, sd=8), hmmIdent(-9)) 
           )

# extract hmodel.object from fit1
hmodel.fit1 <- hmodel.msm(fit1$hmodel)

# create second HMM with initial emission distribution paramaters from fit1
fit2 <- msm(y ~ time, subject = ptnum, data = example.df, 
                    qmatrix = rbind( c(0, 0.25, 0.1), c(0.1, 0, 0.2), c(0, 0, 0)),
                    hmodel = hmodel.fit1
           )

I've built a function that does this for a very specific multivariate categorical HMM but it would be useful to have a generic function that does this for any given hmodel.object.

Has this been considered? If not, could you provide any pointers on how best this might be achieved?

Cheers

[chjackson]

Not something I've ever needed, but happy to include it if you want to write it. I think it'd need a lookup table that maps the character labels identifying each class of emission distribution to the corresponding constructor functions in R/hmm-dists.R. The function could then extract the labels stored in fit1$hmodel$labels, and the parameter estimates, and build the constructors list.

[wjchulme]

Thanks - I'll let you know if I ever get round to this!

[chjackson]

Implemented in a6ecdcc