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This package provides functions for simulating from and fitting the latent hidden Markov models for response process data (Tang, 2024). It also includes functions for simulating from and fitting ordinary hidden Markov models.
You can install the development version of proclhmm
from
GitHub with
::install_github("xytangtang/proclhmm") devtools
library(proclhmm)
<- 10 # number of actions
N <- 3 # number of hidden states
K
# generate parameters
set.seed(12345)
<- sim_lhmm_paras(N, K)
paras_true
<- 100 # sample size
n # generate data
<- sim_lhmm(n, paras_true, min_len = 4, mean_len = 25)
data0 <- data0$seqs # action sequences action_seqs
# generate initial values of parameters
<- sim_lhmm_paras(N, K)
paras_init # model fitting
<- lhmm(action_seqs, K, paras_init)
lhmm_res #> Optimizing obj fun...
#> Computing theta...
# estimated discrimation parameters for state transition probability matrix
$paras_est$para_a
lhmm_res#> state2 state3
#> state1 -0.6088158 -15.52584332
#> state2 -2.3456255 -2.83225548
#> state3 -4.5802817 0.08433227
# estimated location parameters for state-action probability matrix
$paras_est$para_beta
lhmm_res#> 4 0 5 9 6 7
#> state1 -0.9987221 4.4206005 2.3740381 -1.472788 -6.503268 4.059780
#> state2 0.5821316 -1.4579551 0.5479029 1.214155 1.044911 0.736849
#> state3 -3.2111616 -0.5614971 -0.3598079 -6.618605 -4.027255 -1.426849
#> 1 2 8
#> state1 3.24121223 4.1195709 -5.666249
#> state2 -0.32826612 0.2443809 -8.464710
#> state3 -0.05355758 -1.0904959 -9.719579
# compute state-transition and state-action probability matrix for the first action sequnece
<- lhmm_res$paras_est
paras_est <- compute_PQ_lhmm(lhmm_res$theta_est[1], paras_est$para_a, paras_est$para_b, paras_est$para_alpha, paras_est$para_beta)
paras_PQ <- paras_PQ$P
P <- paras_PQ$Q
Q # compute initial state probability
<- compute_P1_lhmm(paras_est$para_P1)
P1 # find the most likely hidden state sequences for the first action sequence
find_state_seq(action_seqs[[1]], P1, P, Q)
#> [1] 2 1 2 1 2 1 1 2 1 2 1 1 2 1 1 2 1 2 1 2 1 2 1 1 2 1
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.