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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,20 +1,24 @@ | ||
| Package: hmm.discnp | ||
| Version: 0.2-4 | ||
| Date: 2016-04-08 | ||
| Version: 2.1-3 | ||
| Date: 2018-11-10 | ||
| Title: Hidden Markov Models with Discrete Non-Parametric Observation | ||
| Distributions | ||
| Author: Rolf Turner | ||
| Maintainer: Rolf Turner <r.turner@auckland.ac.nz> | ||
| Depends: R (>= 0.99) | ||
| Depends: R (>= 2.10) | ||
| Imports: nnet (>= 7.3.12) | ||
| Description: Fits hidden Markov models with discrete non-parametric | ||
| observation distributions to data sets. Simulates data | ||
| from such models. Finds most probable underlying hidden | ||
| states, the most probable sequences of such states, and the | ||
| log likelihood of a collection of observations given the | ||
| parameters of the model. | ||
| observation distributions to data sets. The observations may | ||
| be univariate or bivariate. Simulates data from such models. | ||
| Finds most probable underlying hidden states, the most | ||
| probable sequences of such states, and the log likelihood | ||
| of a collection of observations given the parameters of | ||
| the model. Auxiliary predictors are accommodated in the | ||
| univariate setting. | ||
| LazyData: true | ||
| ByteCompile: true | ||
| License: GPL (>= 2) | ||
| NeedsCompilation: yes | ||
| Packaged: 2016-04-08 08:59:22 UTC; rolf | ||
| Packaged: 2018-11-10 22:07:11 UTC; rolf | ||
| Repository: CRAN | ||
| Date/Publication: 2016-04-08 11:33:08 | ||
| Date/Publication: 2018-11-11 18:00:03 UTC |
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| @@ -0,0 +1,18 @@ | ||
| anova.hmm.discnp <- function(object,...){ | ||
| obs <- c(list(object),list(...)) | ||
| if(length(obs) != 2) | ||
| stop("This anova method handles only comparisons between two models.\n") | ||
| ok <- inherits(obs[[2]],"hmm.discnp") | ||
| if(!all(ok)) stop("Second argument is not of class \"hmm.discnp\".\n") | ||
| np <- sapply(obs,function(x){x$npar}) | ||
| o <- order(np) | ||
| obs <- obs[o] | ||
| np <- np[o] | ||
| nu <- np[2]-np[1] | ||
| ll <- sapply(obs,function(x){x$log.like}) | ||
| stat <- 2*(ll[2]-ll[1]) | ||
| pv <- pchisq(stat,nu,lower.tail=FALSE) | ||
| rslt <- list(stat=stat,df=nu,pvalue=pv) | ||
| attr(rslt,"details") <- c(ll1=ll[1],ll2=ll[2],np1=np[1],np2=np[2]) | ||
| rslt | ||
| } |
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