R Under development (unstable) (2025-01-27 r87654 ucrt) -- "Unsuffered Consequences"
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> #    Compare mmglm0 and mmglm1
> #    Gaussian with identity link function
> #    R CMD BATCH --no-save mmglm0-mmglm1-gaussian.R mmglm0-mmglm1-gaussian.Rout.save
> 
> library(HiddenMarkov)
> 
> 
> delta <- c(0,1)
> 
> Pi <- matrix(c(0.8, 0.2,
+                0.3, 0.7),
+              byrow=TRUE, nrow=2)
> 
> beta <- matrix(c(0.1, -0.1,
+                  1.0,  5.0),
+                byrow=TRUE, nrow=2)
> 
> sd <- c(1, 2)
> 
> #--------------------------------------------------------
> #     Gaussian with identity link function
> #         using mmglm0
> 
> x0 <- mmglm0(NULL, Pi, delta, family="gaussian", link="identity",
+              beta=beta, sigma=sd, msg=FALSE)
> 
> x0 <- simulate(x0, nsim=5000, seed=10)
> 
> x0 <- BaumWelch(x0, bwcontrol(prt=FALSE))
> 
> print(summary(x0))
$variable.names
[1] "x1" "y" 

$delta
[1] 0 1

$Pi
          [,1]      [,2]
[1,] 0.7866626 0.2133374
[2,] 0.2994035 0.7005965

$nonstat
[1] TRUE

$beta
          [,1]       [,2]
[1,] 0.1444775 -0.2273769
[2,] 0.9376238  5.0883638

$sigma
[1] 0.9717685 2.0099827

$family
[1] "gaussian"

$glmformula
y ~ x1
<environment: 0x000002ce7e893450>

$link
[1] "identity"

$n
[1] 5000

> 
> #--------------------------------------------------------
> #    Now embed this data into a mmglm1 object
> 
> glmformula <- formula(y ~ x1)
> glmfamily <- gaussian(link="identity")
> Xdesign <- model.matrix(glmformula, data=x0$x)
> 
> x1 <- mmglm1(x0$x$y, Pi, delta, glmfamily, beta, Xdesign, sigma=sd, msg=FALSE)
> 
> x1 <- BaumWelch(x1, bwcontrol(prt=FALSE))
> 
> print(summary(x1))
$delta
[1] 0 1

$Pi
          [,1]      [,2]
[1,] 0.7866626 0.2133374
[2,] 0.2994035 0.7005965

$nonstat
[1] TRUE

$beta
              State 1    State 2
(Intercept) 0.1444775 -0.2273769
x1          0.9376238  5.0883638

$sigma
[1] 0.9717685 2.0099827

$glmfamily

Family: gaussian 
Link function: identity 


$n
[1] 5000

> 
> #--------------------------------------------------------
> #   Compare Models
> 
> if (abs(logLik(x0)-logLik(x1)) > 1e-06)
+     warning("WARNING: See tests/mmglm0-mmglm1-gaussian.R, log-likelihoods are different")
> 
> if (any(Viterbi(x0)!=Viterbi(x1)))
+     warning("WARNING: See tests/mmglm0-mmglm1-gaussian.R, Viterbi paths are different")
> 
> if (any(abs(residuals(x0)-residuals(x1)) > 1e-06))
+     warning("WARNING: See tests/mmglm0-mmglm1-gaussian.R, residuals are different")
> 
> 
> 
> proc.time()
   user  system elapsed 
   1.70    0.23    1.90