# # TEST 1: speed data model with optimal parameters, compute the likelihood # require(depmixS4) data(speed) pars <- c(1,0.916,0.084,0.101,0.899,6.39,0.24,0.098,0.902,5.52,0.202,0.472,0.528,1,0) rModels <- list( list( GLMresponse(formula=rt~1,data=speed,family=gaussian(),pstart=c(5.52,.202)), GLMresponse(formula=corr~1,data=speed,family=multinomial(),pstart=c(0.472,0.528)) ), list( GLMresponse(formula=rt~1,data=speed,family=gaussian(),pstart=c(6.39,.24)), GLMresponse(formula=corr~1,data=speed,family=multinomial(),pstart=c(.098,.902)) ) ) trstart=c(0.899,0.101,0.084,0.916) transition <- list() transition[[1]] <- transInit(~1,nstates=2,data=data.frame(1),pstart=c(trstart[1:2])) transition[[2]] <- transInit(~1,nstates=2,data=data.frame(1),pstart=c(trstart[3:4])) instart=c(0,1) inMod <- transInit(~1,ns=2,ps=instart,data=data.frame(rep(1,3))) mod <- makeDepmix(response=rModels,transition=transition,prior=inMod,ntimes=c(168,134,137)) ll <- logLik(mod) ll.fb <- logLik(mod,method="fb") logl <- -296.115107102 # see above cat("Test 1: ", all.equal(c(ll),logl,check.att=FALSE), "(loglike of speed data) \n") # # model specification made easy # library(depmixS4) resp <- c(5.52,0.202,0.472,0.528,6.39,0.24,0.098,0.902) trstart=c(0.899,0.101,0.084,0.916) instart=c(0,1) mod <- depmix(list(rt~1,corr~1),data=speed,nstates=2,family=list(gaussian(),multinomial()),respstart=resp,trstart=trstart,instart=instart,prob=T,ntimes=c(168,134,137)) ll2 <- logLik(mod) cat("Test 1b: ", all.equal(c(ll),c(ll2),check.att=FALSE), "(loglike of speed data) \n") # # TEST 2 # # To check the density function for the multinomial responses with a covariate # test a model with a single state, which should be identical to a glm # first fit a model without covariate # invlogit <- function(lp) {exp(lp)/(1+exp(lp))} acc <- glm(corr~1,data=speed,family=binomial) p1 <- invlogit(coef(acc)[1]) p0 <- 1-p1 mod <- depmix(corr~1,data=speed,nst=1,family=multinomial(),trstart=1,instart=c(1),respstart=c(p0,p1),ntimes=c(168,134,137)) ll <- logLik(mod) dev <- -2*ll cat("Test 2: ", all.equal(c(dev),acc$deviance),"(loglike of 1-comp glm on acc data) \n") # # TEST 3 # # now add the covariate and compute the loglikelihood # acc <- glm(corr~Pacc,data=speed,family=binomial) p1 <- invlogit(coef(acc)[1]) p0 <- 1-p1 pstart=c(p0,p1,0,coef(acc)[2]) mod <- depmix(corr~Pacc,data=speed,family=multinomial(),trstart=1,instart=1,respst=pstart,nstate=1,ntimes=c(168,134,137)) ll <- logLik(mod) dev <- -2*ll cat("Test 3: ", all.equal(c(dev),acc$deviance),"(same but now with covariate) \n") # # TEST 4: 2-state model with covariate # trstart=c(0.896,0.104,0.084,0.916) trstart=c(trstart[1:2],0,0.01,trstart[3:4],0,0.01) instart=c(0,1) resp <- c(5.52,0.202,0.472,0.528,6.39,0.24,0.098,0.902) mod <- depmix(list(rt~1,corr~1),data=speed,family=list(gaussian(),multinomial()),transition=~Pacc,trstart=trstart,instart=instart,respst=resp,nst=2,ntimes=c(168,134,137)) ll <- logLik(mod) cat("Test 4: ll is now larger than speedll, ie ll is better due to introduction of a covariate \n") cat("Test 4: ", ll,"\t", logl, "\n") cat("Test 4: ", ll > logl, "\n") # # TEST 5: use em to optimize the model # data(speed) # 2-state model on rt and corr from speed data set # with Pacc as covariate on the transition matrix # ntimes is used to specify the lengths of 3 separate series mod1 <- depmix(list(rt~1,corr~1),data=speed,transition=~Pacc,nstates=2, family=list(gaussian(),multinomial("identity")),ntimes=c(168,134,137)) # fit the model set.seed(3) fmod1 <- fit(mod1, verbose=FALSE) llEM <- logLik(fmod1) lltest <- -248.972219 cat("Test 5: ", all.equal(c(lltest),c(llEM),check.att=FALSE), "(loglike EM optimized model for speed data) \n")