Dear Maura, On 9 Nov 2008, at 02:24, Maura E Monville wrote:
> We are trying to build a human respiration model. > Preliminary analysis of some breathing signals has shown that > humans breathe > through switching among > a finite number of patterns. > Hidden Markov seems to be the right approach. Since most of our > code is > written in R scripting language, finding an R package implementing > an HMM > that we can use for our prototype would be very helpful. > I have been suggested both *msm* and *depmixS4.* > I have no previous experience with HMMs and feel at a loss about > making a > sensible choice. > As a novice I am more attracted by msm because of the comprehensive > documentation, with worked out examples, that I am printing out. > Whereas I > could not find anything but the usual R function call description for > depmixS4. ?depmixS4 provides a brief overvied of the package ?depmix tells you how to specify models ?fit tells you how to fit specified models The package also includes a vignette depmix-intro.pdf with some worked examples. > Moreover, I cannot make a sense of depmixS4 documentation > mentioning time > series of length 1 ... Does it mean depmixS4 models time series > made up of > one single observation ? Sorry for my trivial question. As the documentation says depmixS4 also fits non-dependent mixtures, however that does not seem applicable in your case as you want to model time series with HMMs. There is no principled limitation in the lengths of timeseries depmixS4 can handle. > In my case I have to model a variable which is an autocorrelated > continuous > function of time. The transition probabilities may as well depend > on time. > Therefore I believe we need an AutoRegressive Continuous Density HMM, > possibly also non-stationary. Can you provide a reference for this kind of model as that will make your question much more clear. > Any suggestion from HMM experts is welcome. > > Best regards, > > -- > Maura E.M > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. Ingmar Visser Department of Psychology, University of Amsterdam Roetersstraat 15 1018 WB Amsterdam The Netherlands t: +31-20-5256723 [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
