n2w {momentuHMM} | R Documentation |
Scales each data stream probability distribution parameter from its natural interval to the set of real numbers, to allow for unconstrained optimization. Used during the optimization of the log-likelihood. Parameters of any data streams for which a design matrix is specified are ignored.
n2w(par, bounds, beta, delta = NULL, nbStates, estAngleMean, DM, Bndind, dist)
par |
Named list of vectors containing the initial parameter values for each data stream. |
bounds |
Named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream. |
beta |
List of regression coefficients for the transition probabilities. |
delta |
Initial distribution. Default: |
nbStates |
The number of states of the HMM. |
estAngleMean |
Named list indicating whether or not to estimate the angle mean for data streams with angular distributions ('vm' and 'wrpcauchy'). |
DM |
An optional named list indicating the design matrices to be used for the probability distribution parameters of each data
stream. Each element of |
Bndind |
Named list indicating whether |
dist |
A named list indicating the probability distributions of the data streams. |
A vector of unconstrained parameters.
## Not run:
m<-example$m
nbStates <- 2
nbCovs <- 2
parSize <- list(step=2,angle=2)
par <- list(step=c(t(m$mle$step)),angle=c(t(m$mle$angle)))
bounds <- m$conditions$bounds
beta <- matrix(rnorm(6),ncol=2,nrow=3)
delta <- c(0.6,0.4)
#working parameters
wpar <- momentuHMM:::n2w(par,bounds,list(beta=beta),log(delta[-1]/delta[1]),nbStates,
m$conditions$estAngleMean,NULL,m$conditions$Bndind,
m$conditions$dist)
#natural parameter
p <- momentuHMM:::w2n(wpar,bounds,parSize,nbStates,nbCovs,m$conditions$estAngleMean,
m$conditions$circularAngleMean,lapply(m$conditions$dist,function(x) x=="vmConsensus"),
m$conditions$stationary,m$conditions$fullDM,
m$conditions$DMind,1,m$conditions$dist,m$conditions$Bndind,
matrix(1,nrow=length(unique(m$data$ID)),ncol=1),covsDelta=m$covsDelta,
workBounds=m$conditions$workBounds)
## End(Not run)