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depmixS4 moved to github

Ingmar Visser - 2021-05-26 11:44 - depmixS4 - hidden Markov model classes

Development of depmixS4 (and its predecessor depmix)

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depmixS4 version 1.4 on r-forge with standard errors

Ingmar Visser - 2019-01-14 07:17 - depmixS4 - hidden Markov model classes

The 1.4 version of depmixS4 has an important (and much requested) new feature: the possibility to request standard errors of estimated parameters through the use of a finite differences approximation of the hessian. Comments and feedback much appreciated! After some time in this beta version we will post the new version to CRAN as well.

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depmixS4 version 1.3-0 on CRAN

Ingmar Visser - 2013-09-20 22:33 - depmixS4 - hidden Markov model classes

depmixS4 version 1.3-0 has been released on CRAN. See the NEWS file

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depmixS4 version 1.3-0 on CRAN

Ingmar Visser - 2013-09-19 09:28 - depmixS4 - hidden Markov model classes

depmixS4 version 1.3-0 has been released on CRAN. See the NEWS file

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depmixS4 version 1.2-0 on CRAN: support for missing data

Ingmar Visser - 2012-07-04 16:52 - depmixS4 - hidden Markov model classes

Version 1.2-0 has been released on CRAN. The major change in this version is that it supports missing data in the responses (missing covariates result in an error). The vignette accompanying the package has a brief explanation of how missing data is treated within the EM algorithm and using direct optimization of the loglikelihood.

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depmixS4 - version 1.1-0 on CRAN

Ingmar Visser - 2011-11-14 19:20 - depmixS4 - hidden Markov model classes

The main change in this version is that the main loop for computing the forward and backward variables has been moved into C resulting in considerable speed improvements. Depending on model specifics this results in a 2-4 fold speed increase when fitting models.

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depmixS4 - version 1.0-1 submitted to CRAN

Ingmar Visser - 2010-11-25 15:15 - depmixS4 - hidden Markov model classes

A new version of depmixS4 is submitted to CRAN which fixes a number of bugs. One related to multinomial observation models with n>1 and a logit link function, and one concerning the generation of starting values.

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depmixS4 - version 1.0-0 on CRAN & paper on jstatsoft.org

Ingmar Visser - 2010-09-17 12:26 - depmixS4 - hidden Markov model classes

depmixS4 has reached some form of maturity and therefore we have bumped its version number to 1.0-0. The reason for this is that the paper illustrating the possibilities of depmixS4 has now been published in the Journal of Statistical Software and can be found there: http://www.jstatsoft.org/v36/i07

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depmixS4 - version 0.3-0 on CRAN

Ingmar Visser - 2010-02-22 09:10 - depmixS4 - hidden Markov model classes

The 0.3-0 version of depmixS4 contains an example of a model with multivariate normal distributions on the ?makeDepmix help page and some minor improvements in code and documentation.

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depmixS4 0.2-2 submitted to CRAN

Ingmar Visser - 2009-07-01 21:36 - depmixS4 - hidden Markov model classes

This new release mostly has some minor changes and an important bug fix in multinomial response models with covariates (giving odd results and violating the baseline constraint in baseline multinomial logit models).

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depmixS4 version 0.2-0 now on CRAN

  2008-07-30 17:23

Version 0.1-1 on CRAN

  2008-06-28 15:41
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