Package 'momentuHMM'

Title: Maximum Likelihood Analysis of Animal Movement Behavior Using Multivariate Hidden Markov Models
Description: Extended tools for analyzing telemetry data using generalized hidden Markov models. Features of momentuHMM (pronounced ``momentum'') include data pre-processing and visualization, fitting HMMs to location and auxiliary biotelemetry or environmental data, biased and correlated random walk movement models, discrete- or continuous-time HMMs, continuous- or discrete-space movement models, approximate Langevin diffusion models, hierarchical HMMs, multiple imputation for incorporating location measurement error and missing data, user-specified design matrices and constraints for covariate modelling of parameters, random effects, decoding of the state process, visualization of fitted models, model checking and selection, and simulation. See McClintock and Michelot (2018) <doi:10.1111/2041-210X.12995>.
Authors: Brett McClintock, Theo Michelot
Maintainer: Brett McClintock <[email protected]>
License: GPL-3
Version: 2.0.0
Built: 2024-11-11 06:35:06 UTC
Source: https://github.com/bmcclintock/momentuHMM

Help Index


Add smoothed gradient terms to data

Description

Adds smoothed gradients to momentuHMMData or momentuHierHMMData objects, which can help reduce bias in gradient-based habitat selection coefficients

Usage

addSmoothGradient(
  data,
  spatialCovs,
  weights = c(1/2, 1/8, 1/8, 1/8, 1/8),
  scale = NULL
)

Arguments

data

A momentuHMMData object (as returned by prepData or simData).

spatialCovs

List of raster objects for spatio-temporally referenced covariates. Covariates specified by spatialCovs are extracted from the raster layer(s) based on the location data (and the z values for a raster stack or brick) for each time step. If an element of spatialCovs is a raster stack or brick, then z values must be set using raster::setZ and data must include column(s) of the corresponding z value(s) for each observation (e.g., 'time').

weights

Numeric vector indicating the weight for the points in a smoothed version of the gradient, where length(weights){5,9}\in \{5,9\} defines the number of points and sum(weights)=1. Default: c(1/2,1/8,1/8,1/8,1/8), where the first weight (1/2) corresponds to the gradient at the observed location, with the remaining weights (1/8, 1/8, 1/8, 1/8) corresponding to clockwise points around the observed location (i.e. northeast, southeast, southwest, northwest). The smoothed gradients are returned with “.xs” (easting gradient) and “.ys” (northing gradient) suffixes added to the names of spatialCovs.

scale

Numeric scalar indicating the distance from the observed location to each smoothing point (before adjusting by time step for continuous-time HMMs). Default: NULL, in which case the square root of the mean squared step lengths (divided by the time step for continuous-time HMMs) across all individuals is used, that is, scale=0.5mean(step2/dt)=\sqrt{0.5*mean(step^2/dt)}, where stepstep is step length and dtdt is the time step (note dt=1dt=1 for discrete-time HMMs). The smoothing points are placed at a distance of scale2dt\sqrt{2 dt} from the observed locations.

Value

A momentuHMM or momentuHierHMM object, with the smooth gradients added for each spatial covariate.

References

Blackwell, P. G. and J. Matthiopoulos. 2024. Joint inference for telemetry and spatial survey data. Ecology


AIC

Description

Akaike information criterion of momentuHMM model(s).

Usage

## S3 method for class 'momentuHMM'
AIC(object, ..., k = 2, n = NULL)

Arguments

object

A momentuHMM object.

...

Optional additional momentuHMM objects, to compare AICs of the different models. These can be passed as a list using the !!! operator (see rlang and example in AICweights).

k

Penalty per parameter. Default: 2 ; for classical AIC.

n

Optional sample size. If specified, the small sample correction AIC is used (i.e., AICc = AIC + kp(p+1)/(n-p-1) where p is the number of parameters).

Value

The AIC of the model(s) provided. If several models are provided, the AICs are output in ascending order.

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m
AIC(m)

## Not run: 
# HMM specifications
nbStates <- 2
stepDist <- "gamma"
angleDist <- "vm"
mu0 <- c(20,70)
sigma0 <- c(10,30)
kappa0 <- c(1,1)
stepPar0 <- c(mu0,sigma0)
anglePar0 <- c(-pi/2,pi/2,kappa0)
formula <- ~cov1+cov2
                
# example$m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
mod1 <- fitHMM(example$m$data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
                Par0=list(step=stepPar0,angle=anglePar0),
                formula=~1,estAngleMean=list(angle=TRUE))

Par0 <- getPar0(mod1,formula=formula)                 
mod2 <- fitHMM(example$m$data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
                Par0=Par0$Par,beta0=Par0$beta,
                formula=formula,estAngleMean=list(angle=TRUE))
                
AIC(mod1,mod2)

Par0nA <- getPar0(mod1,estAngleMean=list(angle=FALSE))                 
mod3 <- fitHMM(example$m$data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
                Par0=Par0nA$Par,beta0=Par0nA$beta,
                formula=~1)
 
AIC(mod1,mod2,mod3)

# add'l models provided as a list using the !!! operator                              
AIC(mod1, !!!list(mod2,mod3))

## End(Not run)

Calculate Akaike information criterion model weights

Description

Calculate Akaike information criterion model weights

Usage

AICweights(..., k = 2, n = NULL)

Arguments

...

momentuHMM, HMMfits, or miHMM objects, to compare AIC weights of the different models. The first object must be a momentuHMM, HMMfits, or miHMM object, but additional model objects can be passed as a list using the !!! operator (see rlang).

k

Penalty per parameter. Default: 2 ; for classical AIC.

n

Optional sample size. If specified, the small sample correction AIC is used (i.e., AICc = AIC + kp(p+1)/(n-p-1) where p is the number of parameters).

Details

  • Model objects must all be either of class momentuHMM or multiple imputation model objects (of class HMMfits and/or miHMM).

  • AIC is only valid for comparing models fitted to the same data. The data for each model fit must therefore be identical. For multiple imputation model objects, respective model fits must have identical data.

Value

The AIC weights of the models. If multiple imputation objects are provided, then the mean model weights (and standard deviations) are provided.

Examples

## Not run: 
# HMM specifications
nbStates <- 2
stepDist <- "gamma"
angleDist <- "vm"
mu0 <- c(20,70)
sigma0 <- c(10,30)
kappa0 <- c(1,1)
stepPar0 <- c(mu0,sigma0)
anglePar0 <- c(-pi/2,pi/2,kappa0)
formula <- ~cov1+cov2
                
# example$m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
mod1 <- fitHMM(example$m$data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
                Par0=list(step=stepPar0,angle=anglePar0),
                formula=~1,estAngleMean=list(angle=TRUE))

Par0 <- getPar0(mod1,formula=formula)                 
mod2 <- fitHMM(example$m$data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
                Par0=Par0$Par,beta0=Par0$beta,
                formula=formula,estAngleMean=list(angle=TRUE))
                
AICweights(mod1,mod2)

Par0nA <- getPar0(mod1,estAngleMean=list(angle=FALSE))                 
mod3 <- fitHMM(example$m$data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
                Par0=Par0nA$Par,beta0=Par0nA$beta,
                formula=~1)
 
AICweights(mod1,mod2,mod3)

# add'l models provided as a list using the !!! operator                               
AICweights(mod1, !!!list(mod2,mod3))

## End(Not run)

Matrix of all probabilities

Description

Used in functions viterbi, logAlpha, logBeta.

Usage

allProbs(m)

Arguments

m

Object momentuHMM or miSum.

Value

Matrix of all probabilities.

Examples

## Not run: 
P <- momentuHMM:::allProbs(m=example$m)

## End(Not run)

Check parameter length and order for a fitHMM (or MIfitHMM) model

Description

Prints parameters with labels based on DM, formula, and/or formulaDelta. See fitHMM for further argument details.

Usage

checkPar0(data, ...)

## Default S3 method:
checkPar0(
  data,
  nbStates,
  dist,
  Par0 = NULL,
  beta0 = NULL,
  delta0 = NULL,
  estAngleMean = NULL,
  circularAngleMean = NULL,
  formula = ~1,
  formulaDelta = NULL,
  stationary = FALSE,
  mixtures = 1,
  formulaPi = NULL,
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaCons = NULL,
  betaRef = NULL,
  deltaCons = NULL,
  stateNames = NULL,
  optMethod = "nlm",
  fixPar = NULL,
  prior = NULL,
  ...
)

## S3 method for class 'hierarchical'
checkPar0(
  data,
  hierStates,
  hierDist,
  Par0 = NULL,
  hierBeta = NULL,
  hierDelta = NULL,
  estAngleMean = NULL,
  circularAngleMean = NULL,
  hierFormula = NULL,
  hierFormulaDelta = NULL,
  mixtures = 1,
  formulaPi = NULL,
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaCons = NULL,
  deltaCons = NULL,
  optMethod = "nlm",
  fixPar = NULL,
  prior = NULL,
  ...
)

Arguments

data

momentuHMMData object, momentuHierHMMData object, or a data frame containing the data stream and covariate values

...

further arguments passed to or from other methods

nbStates

Number of states of the HMM.

dist

A named list indicating the probability distributions of the data streams.

Par0

Optional named list containing vectors of state-dependent probability distribution parameters for each data stream specified in dist. If Par0 is not provided, then ordered parameter indices are returned.

beta0

Optional matrix of regression coefficients for the transition probabilities. If beta0 is not provided, then ordered parameter indices are returned.

delta0

Optional values or regression coefficients for the initial distribution of the HMM. If delta0 is not provided, then ordered parameter indices are returned.

estAngleMean

An optional named list indicating whether or not to estimate the angle mean for data streams with angular distributions ('vm' and 'wrpcauchy').

circularAngleMean

An optional named list indicating whether to use circular-linear or circular-circular regression on the mean of circular distributions ('vm' and 'wrpcauchy') for turning angles.

formula

Regression formula for the transition probability covariates.

formulaDelta

Regression formula for the initial distribution.

stationary

FALSE if there are time-varying covariates in formula or any covariates in formulaDelta. If TRUE, the initial distribution is considered equal to the stationary distribution. Default: FALSE.

mixtures

Number of mixtures for the state transition probabilities.

formulaPi

Regression formula for the mixture distribution probabilities. Note that only the covariate values from the first row for each individual ID in data are used (i.e. time-varying covariates cannot be used for the mixture probabilties).

DM

An optional named list indicating the design matrices to be used for the probability distribution parameters of each data stream.

userBounds

An optional named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream.

workBounds

An optional named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters.

betaCons

Matrix of the same dimension as beta0 composed of integers identifying any equality constraints among the t.p.m. parameters.

betaRef

Numeric vector of length nbStates indicating the reference elements for the t.p.m. multinomial logit link.

deltaCons

Matrix of the same dimension as delta0 composed of integers identifying any equality constraints among the initial distribution working scale parameters. Ignored unless a formula is provided in formulaDelta.

stateNames

Optional character vector of length nbStates indicating state names.

optMethod

The optimization method to be used. Can be “nlm” (the default; see nlm), “TMB” (using Template Model Builder; see optimx for control parameters), “Nelder-Mead” (see optim), or “SANN” (see optim).

fixPar

An optional list of vectors indicating parameters which are assumed known prior to fitting the model.

prior

A function that returns the log-density of the working scale parameter prior distribution(s).

hierStates

A hierarchical model structure Node for the states ('state'). See fitHMM.

hierDist

A hierarchical data structure Node for the data streams ('dist'). See fitHMM.

hierBeta

A hierarchical data structure Node for the initial matrix of regression coefficients for the transition probabilities at each level of the hierarchy ('beta'). See fitHMM.

hierDelta

A hierarchical data structure Node for the initial values for the initial distribution at each level of the hierarchy ('delta'). See fitHMM.

hierFormula

A hierarchical formula structure for the transition probability covariates for each level of the hierarchy ('formula'). See fitHMM.

hierFormulaDelta

A hierarchical formula structure for the initial distribution covariates for each level of the hierarchy ('formulaDelta'). See fitHMM. Default: NULL (no covariate effects and fixPar$delta is specified on the working scale).

See Also

fitHMM, MIfitHMM

Examples

m <- example$m
checkPar0(data=m$data, nbStates=2, dist=m$conditions$dist,
          estAngleMean = m$conditions$estAngleMean,
          formula = m$conditions$formula)

par <- getPar(m)
checkPar0(data=m$data, nbStates=2, dist=m$conditions$dist,
          estAngleMean = m$conditions$estAngleMean,
          formula = m$conditions$formula,
          Par0=par$Par, beta0=par$beta, delta0=par$delta)
          
dummyDat <- data.frame(step=0,angle=0,cov1=0,cov2=0)
checkPar0(data=dummyDat, nbStates=2, dist=m$conditions$dist,
          estAngleMean = m$conditions$estAngleMean,
          formula = m$conditions$formula)

## Not run: 
simDat <- simData(nbStates=2, dist=m$conditions$dist, Par = par$Par,
                  spatialCovs = list(forest=forest),
                  centers = matrix(0,1,2),
                  nbCovs = 2)
checkPar0(data = simDat, nbStates=2, dist=m$conditions$dist,
          formula = ~forest,
          DM = list(step=list(mean=~cov1, sd=~cov2),
                    angle=list(mean=~center1.angle,concentration=~1)),
          estAngleMean=list(angle=TRUE),
          circularAngleMean=list(angle=TRUE))
          
par <- list(step=rnorm(8),angle=rnorm(4))
beta0 <- matrix(rnorm(4),2,2)
delta0 <- c(0.5,0.5)
checkPar0(data = simDat, nbStates=2, dist=m$conditions$dist,
          Par0 = par, beta0 = beta0, delta0 = delta0,
          formula = ~forest,
          DM = list(step=list(mean=~cov1, sd=~cov2),
                    angle=list(mean=~center1.angle,concentration=~1)),
          estAngleMean=list(angle=TRUE),
          circularAngleMean=list(angle=TRUE))                

## End(Not run)

Confidence intervals for working (i.e., beta) parameters

Description

Computes the standard errors and confidence intervals on the beta (i.e., working) scale of the data stream probability distribution parameters, as well as for the transition probabilities regression parameters. Working scale depends on the real (i.e., natural) scale of the parameters. For non-circular distributions or for circular distributions with estAngleMean=FALSE:

Usage

CIbeta(m, alpha = 0.95)

Arguments

m

A momentuHMM object

alpha

Significance level of the confidence intervals. Default: 0.95 (i.e. 95% CIs).

Details

1) if both lower and upper bounds are finite then logit is the working scale; 2) if lower bound is finite and upper bound is infinite then log is the working scale.

For circular distributions with estAngleMean=TRUE and no constraints imposed by a design matrix (DM) or bounds (userBounds), then the working parameters are complex functions of both the angle mean and concentrations/sd natural parameters (in this case, it's probably best just to focus on the real parameter estimates!). However, if constraints are imposed by DM or userBounds on circular distribution parameters with estAngleMean=TRUE and circularAngleMean=FALSE:

1) if the natural bounds are (-pi,pi] then tangent is the working scale, otherwise if both lower and upper bounds are finite then logit is the working scale; 2) if lower bound is finite and upper bound is infinite then log is the working scale.

When circular-circular regression is specified using circularAngleMean, the working scale for the mean turning angle is not as easily interpretable, but the link function is atan2(sin(X)*B,1+cos(X)*B), where X are the angle covariates and B the angle coefficients. Under this formulation, the reference turning angle is 0 (i.e., movement in the same direction as the previous time step). In other words, the mean turning angle is zero when the coefficient(s) B=0.

Value

A list of the following objects:

...

List(s) of estimates ('est'), standard errors ('se'), and confidence intervals ('lower', 'upper') for the working parameters of the data streams

beta

List of estimates ('est'), standard errors ('se'), and confidence intervals ('lower', 'upper') for the working parameters of the transition probabilities

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m

CIbeta(m)

Convert standard direction angles (in radians relative to the x-axis) to turning angle covariates suitable for circular-circular regression on the angle mean

Description

This function can be used to convert angular covariates (e.g., ocean currents, wind direction) measured in radians relative to the x-axis to turning angle covariates sutiable for circular-circular regression in fitHMM or MIfitHMM.

Usage

circAngles(refAngle, data, coordNames = c("x", "y"))

Arguments

refAngle

Numeric vector of standard direction angles (in radians) relative to the x-axis, where 0 = east, pi/2 = north, pi = west, -pi/2 = south

data

data frame containing fields for the x- and y-coordinates (identified by coordNames) and 'ID' (if more than one individual)

coordNames

Names of the columns of coordinates in data. Default: c("x","y").

Value

A vector of turning angles between the movement direction at time step t-1 and refAngle at time t

Examples

# extract data from momentuHMM example
data<-example$m$data

# generate fake angle covariates
u <- rnorm(nrow(data)) # horizontal component
v <- rnorm(nrow(data)) # vertical component
refAngle <- atan2(v,u)

# add turning angle covariate to data
data$cov3 <- circAngles(refAngle=refAngle,data=data)

Confidence intervals for the natural (i.e., real) parameters

Description

Computes the standard errors and confidence intervals on the real (i.e., natural) scale of the data stream probability distribution parameters, as well as for the transition probabilities parameters. If covariates are included in the probability distributions or TPM formula, the mean values of non-factor covariates are used for calculating the natural parameters. For any covariate(s) of class 'factor', then the value(s) from the first observation in the data are used.

Usage

CIreal(m, alpha = 0.95, covs = NULL, parms = NULL)

## Default S3 method:
CIreal(m, alpha = 0.95, covs = NULL, parms = NULL)

## S3 method for class 'hierarchical'
CIreal(m, alpha = 0.95, covs = NULL, parms = NULL)

Arguments

m

A momentuHMM, momentuHierHMM, miHMM, or miSum object

alpha

Significance level of the confidence intervals. Default: 0.95 (i.e. 95% CIs).

covs

Data frame consisting of a single row indicating the covariate values to be used in the calculations. By default, no covariates are specified.

parms

Optional character vector indicating which groups of real parameters to calculate confidence intervals for (e.g., 'step', 'angle', 'gamma', 'delta', etc.). Default: NULL, in which case confidence intervals are calculated for all groups of parameters in the model.

Details

For any covariates that are not specified using covs, the means of the covariate(s) are used (unless the covariate is a factor, in which case the first factor in the data is used).

Value

A list of the following objects:

...

List(s) of estimates ('est'), standard errors ('se'), and confidence intervals ('lower', 'upper') for the natural parameters of the data streams

gamma

List of estimates ('est'), standard errors ('se'), and confidence intervals ('lower', 'upper') for the transition probabilities

delta

List of estimates ('est'), standard errors ('se'), and confidence intervals ('lower', 'upper') for the initial state probabilities

hierGamma

A hierarchical data structure Node including a list of estimates ('est'), standard errors ('se'), and confidence intervals ('lower', 'upper') for the transition probabilities for each level of the hierarchy (only applies if m is a hierarchical model object)

hierDelta

A hierarchical data structure Node including a list of estimates ('est'), standard errors ('se'), and confidence intervals ('lower', 'upper') for the initial state probabilities for each level of the hierarchy (only applies if m is a hierarchical model object)

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m

ci1<-CIreal(m)

# specify 'covs'
ci2<-CIreal(m,covs=data.frame(cov1=mean(m$data$cov1),cov2=mean(m$data$cov2)))

all.equal(ci1,ci2)

Transform a raster into a (x,y,z) list

Description

Transform a raster into a (x,y,z) list

Usage

collapseRaster(rast)

Arguments

rast

raster layer object for spatially referenced covariates.

Value

List of three elements: x (grid of x values), y (grid of y values), and z (matrix of values).


Merge crwData or crwHierData object with additional data streams and/or covariates

Description

This function can be used to merge crwData or crwHierData objects (as returned by crawlWrap) with additional data streams and/or covariates that are unrelated to location.

Usage

crawlMerge(crwData, data, Time.name)

Arguments

crwData

A crwData or crwHierData object

data

A data frame containing required columns ID, Time.name, and, if crwData is hierarchical, level, plus any additional data streams and/or covariates to merge with crwData.

Time.name

Character string indicating name of the time column to be used for merging

Details

Specifically, the function merges the crwData$crwPredict data frame with data based on the ID, Time.name, and, if crwData is hierarchical, level columns. Thus data must contain ID, Time.name, and, if crwData is hierarchical, level columns.

Only rows of data with ID, Time.name, and, if crwData is hierarchical, level values that exactly match crwData$crwPredict are merged. Typically, the Time.name column in data should match predicted times of locations in crwData$crwPredict (i.e. those corresponding to crwData$crwPredict$locType=="p")

Value

A crwData object

Examples

## Not run: 
# extract simulated obsData from example data
obsData <- miExample$obsData

# error ellipse model
err.model <- list(x= ~ ln.sd.x - 1, y =  ~ ln.sd.y - 1, rho =  ~ error.corr)

# Fit crwMLE models to obsData and predict locations 
# at default intervals for both individuals
crwOut <- crawlWrap(obsData=obsData,
         theta=c(4,0),fixPar=c(1,1,NA,NA),
         err.model=err.model,attempts=100)
         
# create data frame with fake data stream
data <- data.frame(ID=rep(factor(c(1,2)),times=c(753,652)),
                   time=c(1:753,1:652),
                   fake=rpois(753+652,5))

# merge fake data stream with crwOut
crwOut <- crawlMerge(crwOut,data,"time")

## End(Not run)

Fit and predict tracks for using crawl

Description

Wrapper function for fitting crawl::crwMLE models and predicting locations with crawl::crwPredict for multiple individuals.

Usage

crawlWrap(
  obsData,
  timeStep = 1,
  ncores = 1,
  retryFits = 0,
  retrySD = 1,
  retryParallel = FALSE,
  mov.model = ~1,
  err.model = NULL,
  activity = NULL,
  drift = NULL,
  coord = c("x", "y"),
  proj = NULL,
  Time.name = "time",
  time.scale = "hours",
  theta,
  fixPar,
  method = "L-BFGS-B",
  control = NULL,
  constr = NULL,
  prior = NULL,
  need.hess = TRUE,
  initialSANN = list(maxit = 200),
  attempts = 1,
  predTime = NULL,
  fillCols = FALSE,
  coordLevel = NULL,
  ...
)

Arguments

obsData

data.frame object containing fields for animal ID ('ID'), time of observation (identified by Time.name, must be numeric or POSIXct), and observed locations (x- and y- coordinates identified by coord), such as that returned by simData when temporally-irregular observed locations or measurement error are included. Alternatively, a SpatialPointsDataFrame or sf object will also be accepted, in which case the coord values will be taken from the spatial data set and ignored in the arguments. Note that crwMLE requires that longitude/latitude coordinates be projected to UTM (i.e., easting/northing). If times identified by Time.name are POSIXct, a time zone must be specified. For further details see crwMLE.

timeStep

Length of the time step at which to predict regular locations from the fitted model. Unless predTime is specified, the sequence of times is seq(a_i,b_i,timeStep) where a_i and b_i are the times of the first and last observations for individual i. timeStep can be numeric (regardless of whether obsData[[Time.name]] is numeric or POSIXct) or a character string (if obsData[[Time.name]] is of class POSIXct) containing one of "sec", "min", "hour", "day", "DSTday", "week", "month", "quarter" or "year". This can optionally be preceded by a positive integer and a space, or followed by "s" (e.g., “2 hours”; see seq.POSIXt). timeStep is not used for individuals for which predTime is specified.

ncores

Number of cores to use for parallel processing. Default: 1 (no parallel processing).

retryFits

Number of times to attempt to achieve convergence and valid (i.e., not NaN) variance estimates after the initial model fit.

retrySD

An optional list of scalars or vectors for each individual indicating the standard deviation to use for normal perturbations of theta when retryFits>0 (or attempts>1). Instead of a list object, retrySD can also be a scalar or a vector, in which case the same values are used for each each individual. If a scalar is provided, then the same value is used for each parameter. If a vector is provided, it must be of length length(theta) for the corresponding individual(s). Default: 1, i.e., a standard deviation of 1 is used for all parameters of all individuals. Ignored unless retryFits>0 (or attempts>1).

retryParallel

Logical indicating whether or not to perform retryFits attempts for each individual in parallel. Default: FALSE. Ignored unless retryFits>0 and ncores>1. Note that when attempts are done in parallel (i.e. retryParallel=TRUE), the current value for the log-likelihood of each individual and warnings about convergence are not printed to the console.

mov.model

List of mov.model objects (see crwMLE) containing an element for each individual. If only one movement model is provided, then the same movement model is used for each individual.

err.model

List of err.model objects (see crwMLE) containing an element for each individual. If only one error model is provided, then the same error model is used for each individual (in which case the names of the err.model components corresponding to easting/longitudinal and northing/latitudinal location error must match coord).

activity

List of activity objects (see crwMLE) containing an element for each individual. If only one activity covariate is provided, then the same activity covariate is used for each individual.

drift

List of drift objects (see crwMLE) containing an element for each individual. If only one drift component is provided, then the same drift component is used for each individual.

coord

A 2-vector of character values giving the names of the "x" and "y" coordinates in data. See crwMLE.

proj

A list of valid epsg integer codes or proj4string for obsData that does not inherit either 'sf' or 'sp'. A valid 'crs' list is also accepted. Otherwise, ignored. If only one proj is provided, then the same projection is used for each individual.

Time.name

Character indicating name of the location time column. See crwMLE.

time.scale

character. Scale for conversion of POSIX time to numeric for modeling. Defaults to "hours".

theta

List of theta objects (see crwMLE) containing an element for each individual. If only one theta is provided, then the same starting values are used for each individual. If theta is not specified, then crwMLE default values are used (i.e. each parameter is started at zero).

fixPar

List of fixPar objects (see crwMLE) containing an element for each individual. If only one fixPar is provided, then the same parameters are held fixed to the given value for each individual. If fixPar is not specified, then no parameters are fixed.

method

Optimization method that is passed to optim.

control

Control list which is passed to optim.

constr

List of constr objects (see crwMLE) containing an element for each individual. If only one constr is provided, then the same box constraints for the parameters are used for each individual.

prior

List of prior objects (see crwMLE) containing an element for each individual. If only one prior is provided, then the same prior is used for each individual.

need.hess

A logical value which decides whether or not to evaluate the Hessian for parameter standard errors

initialSANN

Control list for optim when simulated annealing is used for obtaining start values. See details

attempts

The number of times likelihood optimization will be attempted in cases where the fit does not converge or is otherwise non-valid. Note this is not the same as retryFits because attempts only applies when the current fit clearly does not appear to have converged; retryFits will proceed with additional model fitting attempts regardless of the model output.

predTime

List of predTime objects (see crwPredict) containing an element for each individual. predTime can be specified as an alternative to the automatic sequences generated according to timeStep. If only one predTime object is provided, then the same prediction times are used for each individual.

fillCols

Logical indicating whether or not to use the crawl::fillCols function for filling in missing values in obsData for which there is a single unique value. Default: FALSE. If the output from crawlWrap is intended for analyses using fitHMM or MIfitHMM, setting fillCols=TRUE should typically be avoided.

coordLevel

Character string indicating the level of the hierarchy for the location data. Ignored unless obsData includes a 'level' field.

...

Additional arguments that are ignored.

Details

  • Consult crwMLE and crwPredict for futher details about model fitting and prediction.

  • Note that the names of the list elements corresponding to each individual in mov.model, err.model, activity, drift, theta, fixPar, constr, prior, and predTime must match the individual IDs in obsData. If only one element is provided for any of these arguments, then the same element will be applied to all individuals.

Value

A crwData or crwHierData object, i.e. a list of:

crwFits

A list of crwFit objects returned by crawl::crwMLE. See crwMLE

crwPredict

A crwPredict data frame with obsData merged with the predicted locations. See crwPredict.

The crwData object is used in MIfitHMM analyses that account for temporal irregularity or location measurement error.

See Also

MIfitHMM, simData

Examples

## Not run: 
# extract simulated obsData from example data
obsData <- miExample$obsData

# error ellipse model
err.model <- list(x= ~ ln.sd.x - 1, y =  ~ ln.sd.y - 1, rho =  ~ error.corr)

# Fit crwMLE models to obsData and predict locations 
# at default intervals for both individuals
crwOut1 <- crawlWrap(obsData=obsData,
         theta=c(4,0),fixPar=c(1,1,NA,NA),
         err.model=err.model,attempts=100)

# Fit the same crwMLE models and predict locations 
# at same intervals but specify for each individual using lists
crwOut2 <- crawlWrap(obsData=obsData,
         theta=list(c(4,0),c(4,0)), fixPar=list(c(1,1,NA,NA),c(1,1,NA,NA)),
         err.model=list(err.model,err.model),
         predTime=list('1'=seq(1,633),'2'=seq(1,686)))

## End(Not run)

Constructor of crwData objects

Description

Constructor of crwData objects

Usage

crwData(m)

Arguments

m

A list of attributes of crawl output: crwFits (a list of crwFit objects) and crwPredict (a crwPredict object)

Value

An object crwData.

See Also

crawlWrap, MIfitHMM


Constructor of crwHierData objects

Description

Constructor of crwHierData objects

Usage

crwHierData(m)

Arguments

m

A list of attributes of crawl output: crwFits (a list of crwFit objects) and crwPredict (a crwPredict object)

Value

An object crwHierData.

See Also

crawlWrap, MIfitHMM


Constructor of crwHierSim objects

Description

Constructor of crwHierSim objects

Usage

crwHierSim(m)

Arguments

m

A list of attributes required for multiple imputation data generated from a crwHierData object using MIfitHMM: miData (a list of momentuHMMData objects), and crwSimulator (a list of crwSimulator objects).

crwHierSim objects are returned by MIfitHMM when argument miData is a crwHierData object and argument fit=FALSE.

Value

An object crwHierSim.


Constructor of crwSim objects

Description

Constructor of crwSim objects

Usage

crwSim(m)

Arguments

m

A list of attributes required for multiple imputation data generated from a crwData object using MIfitHMM: miData (a list of momentuHMMData objects), and crwSimulator (a list of crwSimulator objects).

crwSim objects are returned by MIfitHMM when argument miData is a crwData object and argument fit=FALSE.

Value

An object crwSim.


Calculate and plot the (state-dependent) stationary (or utilization) distribution from a ctds fitted model object

Description

This is essentially a wrapper function for get.rate.matrix and get.UD that has been extended for momentuHMM.

Usage

ctdsUD(
  ctds,
  spatialCovs,
  spatialCovs.grad,
  zero.idx = integer(),
  method = "lu",
  maxiter,
  start,
  tol,
  log = FALSE
)

Arguments

ctds

A ctds object returned by fitCTHMM

spatialCovs

List of raster objects for spatially referenced covariates. Raster stacks or bricks are not currently allowed.

spatialCovs.grad

List of raster objects for spatially referenced covariates, where a directional gradient is to be calculated internally using rast.grad. Raster stacks or bricks are not currently allowed.

zero.idx

Integer vector of the indices of raster cells that are not passable and should be excluded. These are cells where movement should be impossible. Default is zero.idx=integer().

method

Either "lu" (default) or "limit". See get.UD details for a description of the two methods.

maxiter

Total number of iterations for limit method if tolerance not reached first. Defaults to 100. Ignored for method='lu'.

start

A value for the starting distribution for the 'limit' method. Defaults to 1/num. cells. Ignored for method='lu'.

tol

Value used to assess convergence for limit method. If max(abs(pi1-pi0))<tol, limit method has converged. Defaults to sqrt(.Machine$double.eps).

log

Logical indicating whether or not to return the log UD. Default: FALSE.

Value

A list of raster objects.


Bernoulli density function

Description

Probability density function of the Bernoulli distribution (written in C++)

Usage

dbern_rcpp(x, prob, foo)

Arguments

x

Vector of quantiles

prob

success probability

foo

Unused (for compatibility with template)

Value

Vector of densities


Probability density function of the beta distribution (written in C++)

Description

Probability density function of the beta distribution (written in C++)

Usage

dbeta_rcpp(x, shape1, shape2)

Arguments

x

Vector of quantiles

shape1

Shape1

shape2

Shape2

Value

Vector of densities


Categorical density function

Description

Probability density function of the categorical distribution (written in C++)

Usage

dcat_rcpp(x, prob, foo)

Arguments

x

Vector of quantiles

prob

success probability

foo

Unused (for compatibility with template)

Value

Vector of densities


Correlated random walk Rice distribution

Description

Probability density function of Rice distribution under the CTCRW model of Johnson et al. (2008) (written in C++)

Usage

dcrwrice_rcpp(x, beta, sigma)

Arguments

x

numeric data vector of length n + n where the first n entries correspond to the step lengths and the next n entries to the corresponding previous step lengths (the first of which is NA and ignored).

beta

correlation parameter

sigma

speed parameter

Value

Vector of densities


Correlated random walk von Mises density function

Description

Probability density function of the Von Mises distribution under the CTCRW model of Johnson et al. (2008) (written in C++)

Usage

dcrwvm_rcpp(x, beta, sigma)

Arguments

x

numeric data vector of length n + n + n where the first n entries correspond to angles (von Mises distribution), the next n entries to the corresponding step lengths, and the last n entries to the corresponding previous step lengths.

beta

correlation parameter

sigma

speed parameter

Value

Vector of densities


Exponential density function

Description

Probability density function of the exponential distribution (written in C++)

Usage

dexp_rcpp(x, rate, foo)

Arguments

x

Vector of quantiles

rate

Rate

foo

Unused (for compatibility with template)

Value

Vector of densities


Gamma density function

Description

Probability density function of the gamma distribution (written in C++)

Usage

dgamma_rcpp(x, mu, sigma)

Arguments

x

Vector of quantiles

mu

Mean

sigma

Standard deviation

Value

Vector of densities


Calculate distance between points y and z and turning angle between points x, y, and z

Description

Calculate distance between points y and z and turning angle between points x, y, and z

Usage

distAngle(x, y, z, type = "UTM", angleCov = TRUE)

Arguments

x

location 1

y

location 2

z

location 3

type

'UTM' if easting/northing provided (the default), 'LL' if longitude/latitude

angleCov

logical indicating to not return NA when x=y or y=z. Default: TRUE (i.e. NA is not returned if x=y or y=z).

Details

Used in prepData and simData to get distance and turning angle covariates between locations (x1,x2), (y1,y2) and activity center (z1,z2).

If type='LL' then distance is calculated as great circle distance using spDistsN1, and turning angle is calculated based on initial bearings using bearing.

Value

2-vector with first element the distance between y and z and second element the turning angle between (x,y) and (y,z).


Log-normal density function

Description

Probability density function of the log-normal distribution (written in C++)

Usage

dlnorm_rcpp(x, meanlog, sdlog)

Arguments

x

Vector of quantiles

meanlog

Mean of the distribution on the log-scale

sdlog

Standard deviation of the distribution on the log-scale

Value

Vector of densities


logistic density function

Description

Probability density function of the logistic distribution (written in C++)

Usage

dlogis_rcpp(x, location, scale)

Arguments

x

Vector of quantiles

location

mean of the distribution

scale

Dispersion parameter

Value

Vector of densities


C++ implementation of multivariate Normal probability density function for multiple inputs

Description

C++ implementation of multivariate Normal probability density function for multiple inputs

Usage

dmvnorm_rcpp(x, mean, varcovM)

Arguments

x

data matrix of dimension p x n, p being the dimension of the data and n the number of data points.

mean

mean vectors matrix of dimension p x n

varcovM

(nbStates * (p + (p * p - p)/2 )) x n matrix of all sds (sd.x.state1, sd.x.state2, ..., sd.y.state1, ...) and then correlations (corr.xy.state1, corr.xy.state2, ..., corr.xz.state1, corr.xz.state2, ...) from lower triangle of variance-covariance matrix.

Value

matrix of densities of dimension K x n.


negative binomial density function

Description

Probability density function of the negative binomial distribution (written in C++)

Usage

dnbinom_rcpp(x, mu, size)

Arguments

x

Vector of quantiles

mu

Mean of the distribution

size

Dispersion parameter

Value

Vector of densities


Normal density function

Description

Probability density function of the normal distribution (written in C++)

Usage

dnorm_rcpp(x, mean, sd)

Arguments

x

Vector of quantiles

mean

Mean of the distribution

sd

Standard deviation of the distribution

Value

Vector of densities


Poisson density function

Description

Probability density function of the Poisson distribution (written in C++)

Usage

dpois_rcpp(x, rate, foo)

Arguments

x

Vector of quantiles

rate

Rate

foo

Unused (for compatibility with template)

Value

Vector of densities


student t density function

Description

Probability density function of non-central student t (written in C++)

Usage

dt_rcpp(x, df, ncp)

Arguments

x

Vector of quantiles

df

degrees of freedom

ncp

non-centrality parameter

Value

Vector of densities


Von Mises density function

Description

Probability density function of the Von Mises distribution, defined as a function of the modified Bessel function of order 0 (written in C++)

Usage

dvm_rcpp(x, mu, kappa)

Arguments

x

Vector of quantiles

mu

Mean

kappa

Concentration

Value

Vector of densities


Weibull density function

Description

Probability density function of the Weibull distribution (written in C++)

Usage

dweibull_rcpp(x, shape, scale)

Arguments

x

Vector of quantiles

shape

Shape

scale

Scale

Value

Vector of densities


Wrapped Cauchy density function

Description

Probability density function of the wrapped Cauchy distribution (written in C++)

Usage

dwrpcauchy_rcpp(x, mu, rho)

Arguments

x

Vector of quantiles

mu

Mean

rho

Concentration

Value

Vector of densities


Example dataset

Description

These data are used in the examples and tests of functions to keep them as short as possible.

Usage

example

miExample

forest

Details

example is a list of the following objects for demonstrating fitHMM:

  • m A momentuHMM object

  • simPar The parameters used to simulate data

  • par0 The initial parameters in the optimization to fit m

miExample is a list of the following objects for demonstrating crawlWrap, MIfitHMM, and MIpool:

  • obsData Simulated observation data with measurement error and temporal irregularity (generated by simData)

  • bPar initial parameter estimates for MIfitHMM examples

forest is a simulated spatial covariate raster object of the RasterLayer class


Expand vector of free working parameters to vector of all working parameters including any fixed parameters (used in fitHMM.R and nLogLike.R)

Description

Expand vector of free working parameters to vector of all working parameters including any fixed parameters (used in fitHMM.R and nLogLike.R)

Usage

expandPar(
  optPar,
  optInd,
  fixPar,
  wparIndex,
  betaCons,
  deltaCons,
  nbStates,
  nbCovsDelta,
  stationary,
  nbCovs,
  nbRecovs = 0,
  mixtures = 1,
  nbCovsPi = 0,
  TMB = FALSE,
  Par0,
  beta0,
  delta0
)

Arguments

optPar

vector of free working parameters

optInd

indices of constrained parameters

fixPar

Vector of working parameters which are assumed known prior to fitting the model (NA indicates parameters is to be estimated)

wparIndex

Vector of indices for the elements of fixPar that are not NA

betaCons

Matrix of the same dimension as beta0 composed of integers identifying any equality constraints among the t.p.m. parameters.

deltaCons

Matrix of the same dimension as delta0 composed of integers identifying any equality constraints among the initial distribution working scale parameters.

nbStates

Number of states of the HMM

nbCovsDelta

Number of initial distribution covariates

stationary

FALSE if there are time-varying covariates in formula or any covariates in formulaDelta. If TRUE, the initial distribution is considered equal to the stationary distribution. Default: FALSE.

nbCovs

Number of t.p.m. covariates

nbRecovs

Number of recharge covariates

mixtures

Number of mixtures for the state transition probabilities

nbCovsPi

Number of mixture probability covariates

TMB

Logical indicating whether or not optMethod='TMB'. Default: FALSE.

Par0

list of initial data stream parameter values. Ignored unless TMB=TRUE.

beta0

matrix of initial state transition parameter values. Ignored unless TMB=TRUE.

delta0

initial distribution parameter values. Ignored unless TMB=TRUE.

Value

A vector of all working parameters including any fixed parameters

Examples

## Not run: 
nbStates <- 2
stepDist <- "gamma" # step distribution
angleDist <- "vm" # turning angle distribution

# extract data from momentuHMM example
data <- example$m$data

### 1. fit the model to the simulated data
# define initial values for the parameters
mu0 <- c(20,70)
sigma0 <- c(10,30)
kappa0 <- c(1,1)
stepPar <- c(mu0,sigma0) # no zero-inflation, so no zero-mass included
anglePar <- kappa0 # not estimating angle mean, so not included
formula <- ~cov1+cos(cov2)

# constrain cov1 effect to state 1 -> 2 and cov2 effect to state 2 -> 1
fixPar <- list(beta=c(NA,NA,0,NA,0,NA))

m <- fitHMM(data=data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
            Par0=list(step=stepPar,angle=anglePar),formula=formula,fixPar=fixPar)

# convert free parameter vector (m$mod$wpar) to full set of working parameters (m$mod$estimate)
est <- momentuHMM:::expandPar(m$mod$wpar,m$conditions$optInd,unlist(m$conditions$fixPar),
                              m$conditions$wparIndex,m$conditions$betaCons,m$conditions$deltaCons,
                              nbStates,
                              ncol(m$covsDelta)-1,m$conditions$stationary,nrow(m$mle$beta)-1)

all(est==m$mod$estimate)

## End(Not run)

Matrix Exponential

Description

This function computes the exponential of a square matrix A, defined as the sum from r=0 to infinity of A^r/r!, using the default method of expm.

Usage

expmatrix_rcpp(x, kappa = NA_real_, check = FALSE)

Arguments

x

a square matrix.

kappa

maximum allowed value for the row sums of the off-diagonal elements in the state transition rate matrix, such that the minimum value for the diagonal elements is -kappa. Default: Inf. Setting less than Inf can help avoid numerical issues during optimization.

check

logical indicating whether or not to check transition probability matrix for issues

Value

The matrix exponential of x.


Fit a continuous-time multivariate HMM to the data

Description

Fit an approximate continuous-time (multivariate) hidden Markov model to the data provided, using numerical optimization of the log-likelihood function. The discrete-time approximation of the continuous-time model improves as the time between observations decreases. Note that any time-varying covariates are assumed piece-wise constant between observations.

Usage

fitCTHMM(data, ...)

## S3 method for class 'momentuHMMData'
fitCTHMM(
  data,
  nbStates,
  dist,
  Par0,
  beta0 = NULL,
  delta0 = NULL,
  estAngleMean = NULL,
  circularAngleMean = NULL,
  formula = ~1,
  formulaDelta = NULL,
  stationary = FALSE,
  mixtures = 1,
  formulaPi = NULL,
  nlmPar = list(),
  fit = TRUE,
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaCons = NULL,
  deltaCons = NULL,
  mvnCoords = NULL,
  stateNames = NULL,
  knownStates = NULL,
  fixPar = NULL,
  retryFits = 0,
  retrySD = NULL,
  ncores = 1,
  optMethod = "nlm",
  control = list(),
  prior = NULL,
  modelName = NULL,
  kappa = Inf,
  ...
)

## S3 method for class 'momentuHierHMMData'
fitCTHMM(
  data,
  hierStates,
  hierDist,
  Par0,
  hierBeta = NULL,
  hierDelta = NULL,
  estAngleMean = NULL,
  circularAngleMean = NULL,
  hierFormula = NULL,
  hierFormulaDelta = NULL,
  mixtures = 1,
  formulaPi = NULL,
  nlmPar = list(),
  fit = TRUE,
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaCons = NULL,
  deltaCons = NULL,
  mvnCoords = NULL,
  knownStates = NULL,
  fixPar = NULL,
  retryFits = 0,
  retrySD = NULL,
  ncores = 1,
  optMethod = "nlm",
  control = list(),
  prior = NULL,
  modelName = NULL,
  kappa = Inf,
  ...
)

Arguments

data

A momentuHMMData (as returned by prepData, simData, prepCTDS, or simCTDS) or a momentuHierHMMData (as returned by prepData or simHierData) object.

...

further arguments passed to or from other methods

nbStates

Number of states of the HMM.

dist

A named list indicating the probability distributions of the data streams. Currently supported distributions are 'bern', 'beta', 'cat', 'ctds', 'exp', 'gamma', 'lnorm', 'logis', 'negbinom', 'norm', 'mvnorm2' (bivariate normal distribution), 'mvnorm3' (trivariate normal distribution), 'pois', 'rw_norm' (normal random walk), 'rw_mvnorm2' (bivariate normal random walk), 'rw_mvnorm3' (trivariate normal random walk), 't', and 'weibull'. See fitHMM.

For continuous-time HMMs, the (multivariate) normal random walk ('rw_norm', 'rw_mvnorm2', 'rw_mvnorm3') and Poisson ('pois') distributions are modeled as a function of the time interval between observations (Δt)(\Delta_t). All other data stream distributions assume observations do not depend on Δt\Delta_t, i.e., they are “instantaneous” and only depend on the state active at time tt. See details.

Par0

A named list containing vectors of initial state-dependent probability distribution parameters for each data stream specified in dist. The parameters should be in the order expected by the pdfs of dist, and any zero-mass and/or one-mass parameters should be the last (if both are present, then zero-mass parameters must preceed one-mass parameters). Note that zero-mass parameters are mandatory if there are zeros in data streams with a 'gamma','weibull','exp','lnorm', or 'beta' distribution, and one-mass parameters are mandatory if there are ones in data streams with a 'beta' distribution. For example, for a 2-state model using the Von Mises (vm) distribution for a data stream named 'angle' and the zero-inflated gamma distribution for a data stream named 'step', the vector of initial parameters would be something like: Par0=list(step=c(mean_1,mean_2,sd_1,sd_2,zeromass_1,zeromass_2), angle=c(mean_1,mean_2,concentration_1,concentration_2)).

If DM is not specified for a given data stream, then Par0 is on the natural (i.e., real) scale of the parameters. However, if DM is specified for a given data stream, then Par0 must be on the working (i.e., beta) scale of the parameters, and the length of Par0 must match the number of columns in the design matrix. See details below.

beta0

Initial matrix of regression coefficients for the transition probabilities (more information in 'Details'). Default: NULL. If not specified, beta0 is initialized such that the diagonal elements of the transition probability matrix are dominant.

delta0

Initial value for the initial distribution of the HMM. Default: rep(1/nbStates,nbStates). If formulaDelta includes a formula, then delta0 must be specified as a k x (nbStates-1) matrix, where k is the number of covariates and the columns correspond to states 2:nbStates. See details below.

estAngleMean

An optional named list indicating whether or not to estimate the angle mean for data streams with angular distributions ('vm' and 'wrpcauchy'). For example, estAngleMean=list(angle=TRUE) indicates the angle mean is to be estimated for 'angle'. Default is NULL, which assumes any angle means are fixed to zero and are not to be estimated. Any estAngleMean elements corresponding to data streams that do not have angular distributions are ignored. estAngleMean is also ignored for any 'vmConsensus' data streams (because the angle mean must be estimated in consensus models).

circularAngleMean

An optional named list indicating whether to use circular-linear (FALSE) or circular-circular (TRUE) regression on the mean of circular distributions ('vm' and 'wrpcauchy') for turning angles. For example, circularAngleMean=list(angle=TRUE) indicates the angle mean is be estimated for 'angle' using circular-circular regression. Whenever circular-circular regression is used for an angular data stream, a corresponding design matrix (DM) must be specified for the data stream, and the previous movement direction (i.e., a turning angle of zero) is automatically used as the reference angle (i.e., the intercept). Any circular-circular regression covariates in data should therefore be relative to the previous direction of movement (instead of standard directions relative to the x-axis; see prepData and circAngles). See Duchesne et al. (2015) for specifics on the circular-circular regression model using previous movement direction as the reference angle. Default is NULL, which assumes circular-linear regression is used for any angular distributions for which the mean angle is to be estimated. circularAngleMean elements corresponding to angular data streams are ignored unless the corresponding element of estAngleMean is TRUE. Any circularAngleMean elements corresponding to data streams that do not have angular distributions are ignored. circularAngleMean is also ignored for any 'vmConsensus' data streams (because the consensus model is a circular-circular regression model).

Alternatively, circularAngleMean can be specified as a numeric scalar, where the value specifies the coefficient for the reference angle (i.e., directional persistence) term in the circular-circular regression model. For example, setting circularAngleMean to 0 specifies a circular-circular regression model with no directional persistence term (thus specifying a biased random walk instead of a biased correlated random walk). Setting circularAngleMean to 1 is equivalent to setting it to TRUE, i.e., a circular-circular regression model with a coefficient of 1 for the directional persistence reference angle.

formula

Regression formula for the transition probability covariates. Default: ~1 (no covariate effect). In addition to allowing standard functions in R formulas (e.g., cos(cov), cov1*cov2, I(cov^2)), special functions include cosinor(cov,period) for modeling cyclical patterns, spline functions (bs, ns, bSpline, cSpline, iSpline, and mSpline), and state- or parameter-specific formulas (see details). Any formula terms that are not state- or parameter-specific are included on all of the transition probabilities.

formulaDelta

Regression formula for the initial distribution. Default for fitCTHMM.momentuHMMData: NULL (no covariate effects; both delta0 and fixPar$delta are specified on the real scale). Default for fitCTHMM.momentuHierHMMData: ~1 (both delta0 and fixPar$delta are specified on the working scale). Standard functions in R formulas are allowed (e.g., cos(cov), cov1*cov2, I(cov^2)). When any formula is provided, then both delta0 and fixPar$delta are specified on the working scale.

stationary

FALSE if there are time-varying covariates in formula or any covariates in formulaDelta. If TRUE, the initial distribution is considered equal to the stationary distribution. Default: FALSE.

mixtures

Number of mixtures for the state transition probabilities (i.e. discrete random effects *sensu* DeRuiter et al. 2017). Default: mixtures=1.

formulaPi

Regression formula for the mixture distribution probabilities. Default: NULL (no covariate effects; both beta0$pi and fixPar$pi are specified on the real scale). Standard functions in R formulas are allowed (e.g., cos(cov), cov1*cov2, I(cov^2)). When any formula is provided, then both beta0$pi and fixPar$pi are specified on the working scale. Note that only the covariate values from the first row for each individual ID in data are used (i.e. time-varying covariates cannot be used for the mixture probabilties).

nlmPar

List of parameters to pass to the optimization function nlm (which should be either print.level, gradtol, stepmax, steptol, iterlim, or hessian – see nlm's documentation for more detail). For print.level, the default value of 0 means that no printing occurs, a value of 1 means that the first and last iterations of the optimization are detailed, and a value of 2 means that each iteration of the optimization is detailed. Ignored unless optMethod="nlm".

fit

TRUE if an HMM should be fitted to the data, FALSE otherwise. If fit=FALSE, a model is returned with the MLE replaced by the initial parameters given in input. This option can be used to assess the initial parameters, parameter bounds, etc. Default: TRUE.

DM

An optional named list indicating the design matrices to be used for the probability distribution parameters of each data stream. Each element of DM can either be a named list of linear regression formulas or a “pseudo” design matrix. For example, for a 2-state model using the gamma distribution for a data stream named 'step', DM=list(step=list(mean=~cov1, sd=~1)) specifies the mean parameters as a function of the covariate 'cov1' for each state. This model could equivalently be specified as a 4x6 “pseudo” design matrix using character strings for the covariate: DM=list(step=matrix(c(1,0,0,0,'cov1',0,0,0,0,1,0,0,0,'cov1',0,0,0,0,1,0,0,0,0,1),4,6)) where the 4 rows correspond to the state-dependent paramaters (mean_1,mean_2,sd_1,sd_2) and the 6 columns correspond to the regression coefficients.

Design matrices specified using formulas allow standard functions in R formulas (e.g., cos(cov), cov1*cov2, I(cov^2)). Special formula functions include cosinor(cov,period) for modeling cyclical patterns, spline functions (bs, ns, bSpline, cSpline, iSpline, and mSpline), angleFormula(cov,strength,by) for the angle mean of circular-circular regression models, and state-specific formulas (see details). Any formula terms that are not state-specific are included on the parameters for all nbStates states.

userBounds

An optional named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream. For each matrix, the first column pertains to the lower bound and the second column the upper bound. For example, for a 2-state model using the wrapped Cauchy ('wrpcauchy') distribution for a data stream named 'angle' with estAngleMean$angle=TRUE), userBounds=list(angle=matrix(c(-pi,-pi,-1,-1,pi,pi,1,1),4,2,dimnames=list(c("mean_1", "mean_2","concentration_1","concentration_2")))) specifies (-1,1) bounds for the concentration parameters instead of the default [0,1) bounds.

workBounds

An optional named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters. For each matrix, the first column pertains to the lower bound and the second column the upper bound. For data streams, each element of workBounds should be a k x 2 matrix with the same name of the corresponding element of Par0, where k is the number of parameters. For transition probability parameters, the corresponding element of workBounds must be a k x 2 matrix named “beta”, where k=length(beta0). For initial distribution parameters, the corresponding element of workBounds must be a k x 2 matrix named “delta”, where k=length(delta0). workBounds is ignored for any given data stream unless DM is also specified.

betaCons

Matrix of the same dimension as beta0 composed of integers identifying any equality constraints among the t.p.m. parameters. See details.

deltaCons

Matrix of the same dimension as delta0 composed of integers identifying any equality constraints among the initial distribution working scale parameters. Ignored unless a formula is provided in formulaDelta. See details.

mvnCoords

Character string indicating the name of location data that are to be modeled using a multivariate normal distribution. For example, if mu="mvnorm2" was included in dist and (mu.x, mu.y) are location data, then mvnCoords="mu" needs to be specified in order for these data to be properly treated as locations in functions such as plot.momentuHMM, plot.miSum, plot.miHMM, plotSpatialCov, and MIpool.

stateNames

Optional character vector of length nbStates indicating state names.

knownStates

Vector of values of the state process which are known prior to fitting the model (if any). Default: NULL (states are not known). This should be a vector with length the number of rows of 'data'; each element should either be an integer (the value of the known states) or NA if the state is not known.

fixPar

An optional list of vectors indicating parameters which are assumed known prior to fitting the model. Default: NULL (no parameters are fixed). For data streams, each element of fixPar should be a vector of the same name and length as the corresponding element of Par0. For transition probability parameters, the corresponding element of fixPar must be named “beta” and have the same dimensions as beta0. For initial distribution parameters, the corresponding element of fixPar must be named “delta” and have the same dimensions as delta0. Each parameter should either be numeric (the fixed value of the parameter) or NA if the parameter is to be estimated. Corresponding fixPar parameters must be on the same scale as Par0 (e.g. if DM is specified for a given data stream, any fixed parameters for this data stream must be on the working scale), beta0, and delta0.

If optMethod='TMB' then fixPar is specified differently. In this case, NA instead indicates parameters that are fixed (to the value specified by Par0, beta0, or delta0) and the parameters that are not fixed are sequentially indexed (similar to betaCons) by parameter number (such that parameters can be constrained to be equal). For example, fixPar=list(angle=c(NA,NA,1,2)) indicates the first two parameters of the 'angle' distribution are fixed and the other two parameters are freely estimated. fixPar=list(angle=c(1,NA,2,2,3)) indicates the first angle parameter is freely estimated, the second parameter is fixed, the third and fourth parameters are constrained to be equal, and the fifth parameter is freely estimated.

retryFits

Non-negative integer indicating the number of times to attempt to iteratively fit the model using random perturbations of the current parameter estimates as the initial values for likelihood optimization. Normal(0,retrySD^2) perturbations are used on the working scale parameters. Default: 0. When retryFits>0, the model with the largest log likelihood value is returned. Ignored if fit=FALSE.

retrySD

An optional list of scalars or vectors indicating the standard deviation to use for normal perturbations of each working scale parameter when retryFits>0. For data streams, each element of retrySD should be a vector of the same name and length as the corresponding element of Par0 (if a scalar is provided, then this value will be used for all working parameters of the data stream). For transition probability parameters, the corresponding element of retrySD must be named “beta” and have the same dimensions as beta0. For initial distribution parameters, the corresponding element of retrySD must be named “delta” and have the same dimensions as delta0 (if delta0 is on the working scale) or be of length nbStates-1 (if delta0 is on the natural scale). Alternatively retrySD can be a scalar, in which case this value is used for all parameters. Instead of numeric scalars, retrySD can also be specified as "adapt" in which case the standard deviation is adapted as 10^(ceiling(log10(abs(x)))) (where x is the current value of the corresponding working parameter) Default: NULL (in which case retrySD=1 for data stream parameters and retrySD=10 for initial distribution and state transition probabilities). Ignored unless retryFits>0.

ncores

Number of cores to use for parallel processing when retryFits>0. Default: 1 (no parallel processing). When retryFits attempts are performed in parallel, each attempt uses perturbations of the initial model fit (i.e. they are not iteratively updated as when ncores=1).

optMethod

The optimization method to be used. Can be “nlm” (the default; see nlm), “TMB” (using Template Model Builder; see optimx for control parameters), “Nelder-Mead” (see optim), or “SANN” (see optim).

control

A list of control parameters to be passed to optim (ignored unless optMethod="TMB", optMethod="Nelder-Mead", or optMethod="SANN").

prior

A function that returns the log-density of the working scale parameter prior distribution(s). See 'Details'.

modelName

An optional character string providing a name for the fitted model. If provided, modelName will be returned in print.momentuHMM, AIC.momentuHMM, AICweights, and other functions.

kappa

maximum allowed value for the row sums of the off-diagonal elements in the state transition rate matrix, such that the minimum value for the diagonal elements is -kappa. Default: Inf. Setting less than Inf can help avoid numerical issues during optimization, in which case the transition rate parameters beta are on the logit scale (instead of the log scale).

hierStates

A hierarchical model structure Node for the states ('state'). See details.

hierDist

A hierarchical data structure Node for the data streams ('dist'). See details.

hierBeta

A hierarchical data structure Node for the matrix of initial values for the regression coefficients of the transition probabilities at each level of the hierarchy ('beta'). See details.

hierDelta

A hierarchical data structure Node for the matrix of initial values for the regression coefficients of the initial distribution at each level of the hierarchy ('delta'). See details.

hierFormula

A hierarchical formula structure for the transition probability covariates for each level of the hierarchy ('formula'). Default: NULL (only hierarchical-level effects, with no covariate effects). Any formula terms that are not state- or parameter-specific are included on all of the transition probabilities within a given level of the hierarchy. See details.

hierFormulaDelta

A hierarchical formula structure for the initial distribution covariates for each level of the hierarchy ('formulaDelta'). Default: NULL (no covariate effects and fixPar$delta is specified on the working scale).

Details

fitCTHMM assumes the snapshot property applies to all data stream distributions (i.e. observations are “instantaneous”) except for the (multivariate) normal random walk (rw_norm, rw_mvnorm2, rw_mvnorm3) and Poisson (pois) distributions. For these particular distributions, the observed data are not “instantaneous”; they depend on the time interval between observations (Δt)(\Delta_t) and, hence, the state sequence during the entire interval. When fitting with fitCTHMM (or MIfitCTHMM), it is critical that the frequency of observations is high relative to the serial correlation in the hidden state process in order for the discrete-time approximation of fitCTHMM to be reasonably accurate for these distributions.

fitCTHMM.momentuHierHMMData is very similar to fitCTHMM.momentuHMMData except that instead of simply specifying the number of states (nbStates), distributions (dist), and a single t.p.m. formula (formula), the hierStates argument specifies the hierarchical nature of the states, the hierDist argument specifies the hierarchical nature of the data streams, and the hierFormula argument specifies a t.p.m. formula for each level of the hierarchy. All are specified as Node objects from the data.tree package.

Value

A momentuHMM or momentuHierHMM object, i.e. a list of:

mle

A named list of the maximum likelihood estimates of the parameters of the model (if the numerical algorithm has indeed identified the global maximum of the likelihood function). Elements are included for the parameters of each data strea, as well as beta (transition probabilities regression coefficients - more information in 'Details'), gamma (transition probabilities on real scale, based on mean covariate values if formula includes covariates), and delta (initial distribution).

CIreal

Standard errors and 95% confidence intervals on the real (i.e., natural) scale of parameters

CIbeta

Standard errors and 95% confidence intervals on the beta (i.e., working) scale of parameters

data

The momentuHMMData or momentuHierHMMData object

mod

List object returned by the numerical optimizer nlm or optim. Items in mod include the best set of free working parameters found (wpar), the best full set of working parameters including any fixed parameters (estimate), the value of the likelihood at estimate (minimum), the estimated variance-covariance matrix at estimate (Sigma), and the elapsed time in seconds for the optimization (elapsedTime).

conditions

Conditions used to fit the model, e.g., bounds (parameter bounds), distributions, zeroInflation, estAngleMean, stationary, formula, DM, fullDM (full design matrix), etc.

rawCovs

Raw covariate values for transition probabilities, as found in the data (if any). Used in plot.momentuHMM.

stateNames

The names of the states.

knownStates

Vector of values of the state process which are known.

covsDelta

Design matrix for initial distribution.

See Also

simHierData


Fit a multivariate HMM to the data

Description

Fit a (multivariate) hidden Markov model to the data provided, using numerical optimization of the log-likelihood function.

Usage

fitHMM(data, ...)

## S3 method for class 'momentuHMMData'
fitHMM(
  data,
  nbStates,
  dist,
  Par0,
  beta0 = NULL,
  delta0 = NULL,
  estAngleMean = NULL,
  circularAngleMean = NULL,
  formula = ~1,
  formulaDelta = NULL,
  stationary = FALSE,
  mixtures = 1,
  formulaPi = NULL,
  nlmPar = list(),
  fit = TRUE,
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaCons = NULL,
  betaRef = NULL,
  deltaCons = NULL,
  mvnCoords = NULL,
  stateNames = NULL,
  knownStates = NULL,
  fixPar = NULL,
  retryFits = 0,
  retrySD = NULL,
  ncores = 1,
  optMethod = "nlm",
  control = list(),
  prior = NULL,
  modelName = NULL,
  ...
)

## S3 method for class 'momentuHierHMMData'
fitHMM(
  data,
  hierStates,
  hierDist,
  Par0,
  hierBeta = NULL,
  hierDelta = NULL,
  estAngleMean = NULL,
  circularAngleMean = NULL,
  hierFormula = NULL,
  hierFormulaDelta = NULL,
  mixtures = 1,
  formulaPi = NULL,
  nlmPar = list(),
  fit = TRUE,
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaCons = NULL,
  deltaCons = NULL,
  mvnCoords = NULL,
  knownStates = NULL,
  fixPar = NULL,
  retryFits = 0,
  retrySD = NULL,
  ncores = 1,
  optMethod = "nlm",
  control = list(),
  prior = NULL,
  modelName = NULL,
  ...
)

Arguments

data

A momentuHMMData (as returned by prepData or simData) or a momentuHierHMMData (as returned by prepData or simHierData) object.

...

further arguments passed to or from other methods

nbStates

Number of states of the HMM.

dist

A named list indicating the probability distributions of the data streams. Currently supported distributions are 'bern', 'beta', 'cat', exp', 'gamma', 'lnorm', 'logis', 'negbinom', 'norm', 'mvnorm2' (bivariate normal distribution), 'mvnorm3' (trivariate normal distribution), 'pois', 'rw_norm' (normal random walk), 'rw_mvnorm2' (bivariate normal random walk), 'rw_mvnorm3' (trivariate normal random walk), 'vm', 'vmConsensus', 'weibull', and 'wrpcauchy'. For example, dist=list(step='gamma', angle='vm', dives='pois') indicates 3 data streams ('step', 'angle', and 'dives') and their respective probability distributions ('gamma', 'vm', and 'pois'). The names of the data streams (e.g., 'step', 'angle', 'dives') must match component names in data.

Par0

A named list containing vectors of initial state-dependent probability distribution parameters for each data stream specified in dist. The parameters should be in the order expected by the pdfs of dist, and any zero-mass and/or one-mass parameters should be the last (if both are present, then zero-mass parameters must preceed one-mass parameters). Note that zero-mass parameters are mandatory if there are zeros in data streams with a 'gamma','weibull','exp','lnorm', or 'beta' distribution, and one-mass parameters are mandatory if there are ones in data streams with a 'beta' distribution. For example, for a 2-state model using the Von Mises (vm) distribution for a data stream named 'angle' and the zero-inflated gamma distribution for a data stream named 'step', the vector of initial parameters would be something like: Par0=list(step=c(mean_1,mean_2,sd_1,sd_2,zeromass_1,zeromass_2), angle=c(mean_1,mean_2,concentration_1,concentration_2)).

If DM is not specified for a given data stream, then Par0 is on the natural (i.e., real) scale of the parameters. However, if DM is specified for a given data stream, then Par0 must be on the working (i.e., beta) scale of the parameters, and the length of Par0 must match the number of columns in the design matrix. See details below.

beta0

Initial matrix of regression coefficients for the transition probabilities (more information in 'Details'). Default: NULL. If not specified, beta0 is initialized such that the diagonal elements of the transition probability matrix are dominant.

delta0

Initial value for the initial distribution of the HMM. Default: rep(1/nbStates,nbStates). If formulaDelta includes a formula, then delta0 must be specified as a k x (nbStates-1) matrix, where k is the number of covariates and the columns correspond to states 2:nbStates. See details below.

estAngleMean

An optional named list indicating whether or not to estimate the angle mean for data streams with angular distributions ('vm' and 'wrpcauchy'). For example, estAngleMean=list(angle=TRUE) indicates the angle mean is to be estimated for 'angle'. Default is NULL, which assumes any angle means are fixed to zero and are not to be estimated. Any estAngleMean elements corresponding to data streams that do not have angular distributions are ignored. estAngleMean is also ignored for any 'vmConsensus' data streams (because the angle mean must be estimated in consensus models).

circularAngleMean

An optional named list indicating whether to use circular-linear (FALSE) or circular-circular (TRUE) regression on the mean of circular distributions ('vm' and 'wrpcauchy') for turning angles. For example, circularAngleMean=list(angle=TRUE) indicates the angle mean is be estimated for 'angle' using circular-circular regression. Whenever circular-circular regression is used for an angular data stream, a corresponding design matrix (DM) must be specified for the data stream, and the previous movement direction (i.e., a turning angle of zero) is automatically used as the reference angle (i.e., the intercept). Any circular-circular regression covariates in data should therefore be relative to the previous direction of movement (instead of standard directions relative to the x-axis; see prepData and circAngles). See Duchesne et al. (2015) for specifics on the circular-circular regression model using previous movement direction as the reference angle. Default is NULL, which assumes circular-linear regression is used for any angular distributions for which the mean angle is to be estimated. circularAngleMean elements corresponding to angular data streams are ignored unless the corresponding element of estAngleMean is TRUE. Any circularAngleMean elements corresponding to data streams that do not have angular distributions are ignored. circularAngleMean is also ignored for any 'vmConsensus' data streams (because the consensus model is a circular-circular regression model).

Alternatively, circularAngleMean can be specified as a numeric scalar, where the value specifies the coefficient for the reference angle (i.e., directional persistence) term in the circular-circular regression model. For example, setting circularAngleMean to 0 specifies a circular-circular regression model with no directional persistence term (thus specifying a biased random walk instead of a biased correlated random walk). Setting circularAngleMean to 1 is equivalent to setting it to TRUE, i.e., a circular-circular regression model with a coefficient of 1 for the directional persistence reference angle.

formula

Regression formula for the transition probability covariates. Default: ~1 (no covariate effect). In addition to allowing standard functions in R formulas (e.g., cos(cov), cov1*cov2, I(cov^2)), special functions include cosinor(cov,period) for modeling cyclical patterns, spline functions (bs, ns, bSpline, cSpline, iSpline, and mSpline), and state- or parameter-specific formulas (see details). Any formula terms that are not state- or parameter-specific are included on all of the transition probabilities.

formulaDelta

Regression formula for the initial distribution. Default for fitHMM.momentuHMMData: NULL (no covariate effects; both delta0 and fixPar$delta are specified on the real scale). Default for fitHMM.momentuHierHMMData: ~1 (both delta0 and fixPar$delta are specified on the working scale). Standard functions in R formulas are allowed (e.g., cos(cov), cov1*cov2, I(cov^2)). When any formula is provided, then both delta0 and fixPar$delta are specified on the working scale.

stationary

FALSE if there are time-varying covariates in formula or any covariates in formulaDelta. If TRUE, the initial distribution is considered equal to the stationary distribution. Default: FALSE.

mixtures

Number of mixtures for the state transition probabilities (i.e. discrete random effects *sensu* DeRuiter et al. 2017). Default: mixtures=1.

formulaPi

Regression formula for the mixture distribution probabilities. Default: NULL (no covariate effects; both beta0$pi and fixPar$pi are specified on the real scale). Standard functions in R formulas are allowed (e.g., cos(cov), cov1*cov2, I(cov^2)). When any formula is provided, then both beta0$pi and fixPar$pi are specified on the working scale. Note that only the covariate values from the first row for each individual ID in data are used (i.e. time-varying covariates cannot be used for the mixture probabilities).

nlmPar

List of parameters to pass to the optimization function nlm (which should be either print.level, gradtol, stepmax, steptol, iterlim, fscale, or hessian – see nlm's documentation for more detail). For print.level, the default value of 0 means that no printing occurs, a value of 1 means that the first and last iterations of the optimization are detailed, and a value of 2 means that each iteration of the optimization is detailed. Ignored unless optMethod="nlm".

fit

TRUE if an HMM should be fitted to the data, FALSE otherwise. If fit=FALSE, a model is returned with the MLE replaced by the initial parameters given in input. This option can be used to assess the initial parameters, parameter bounds, etc. Default: TRUE.

DM

An optional named list indicating the design matrices to be used for the probability distribution parameters of each data stream. Each element of DM can either be a named list of linear regression formulas or a “pseudo” design matrix. For example, for a 2-state model using the gamma distribution for a data stream named 'step', DM=list(step=list(mean=~cov1, sd=~1)) specifies the mean parameters as a function of the covariate 'cov1' for each state. This model could equivalently be specified as a 4x6 “pseudo” design matrix using character strings for the covariate: DM=list(step=matrix(c(1,0,0,0,'cov1',0,0,0,0,1,0,0,0,'cov1',0,0,0,0,1,0,0,0,0,1),4,6)) where the 4 rows correspond to the state-dependent paramaters (mean_1,mean_2,sd_1,sd_2) and the 6 columns correspond to the regression coefficients.

Design matrices specified using formulas allow standard functions in R formulas (e.g., cos(cov), cov1*cov2, I(cov^2)). Special formula functions include cosinor(cov,period) for modeling cyclical patterns, spline functions (bs, ns, bSpline, cSpline, iSpline, and mSpline), angleFormula(cov,strength,by) for the angle mean of circular-circular regression models, and state-specific formulas (see details). Any formula terms that are not state-specific are included on the parameters for all nbStates states.

userBounds

An optional named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream. For each matrix, the first column pertains to the lower bound and the second column the upper bound. For example, for a 2-state model using the wrapped Cauchy ('wrpcauchy') distribution for a data stream named 'angle' with estAngleMean$angle=TRUE), userBounds=list(angle=matrix(c(-pi,-pi,-1,-1,pi,pi,1,1),4,2,dimnames=list(c("mean_1", "mean_2","concentration_1","concentration_2")))) specifies (-1,1) bounds for the concentration parameters instead of the default [0,1) bounds.

workBounds

An optional named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters. For each matrix, the first column pertains to the lower bound and the second column the upper bound. For data streams, each element of workBounds should be a k x 2 matrix with the same name of the corresponding element of Par0, where k is the number of parameters. For transition probability parameters, the corresponding element of workBounds must be a k x 2 matrix named “beta”, where k=length(beta0). For initial distribution parameters, the corresponding element of workBounds must be a k x 2 matrix named “delta”, where k=length(delta0). workBounds is ignored for any given data stream unless DM is also specified.

betaCons

Matrix of the same dimension as beta0 composed of integers identifying any equality constraints among the t.p.m. parameters. See details.

betaRef

Numeric vector of length nbStates indicating the reference elements for the t.p.m. multinomial logit link. Default: NULL, in which case the diagonal elements of the t.p.m. are the reference. See details.

deltaCons

Matrix of the same dimension as delta0 composed of integers identifying any equality constraints among the initial distribution working scale parameters. Ignored unless a formula is provided in formulaDelta. See details.

mvnCoords

Character string indicating the name of location data that are to be modeled using a multivariate normal distribution. For example, if mu="mvnorm2" was included in dist and (mu.x, mu.y) are location data, then mvnCoords="mu" needs to be specified in order for these data to be properly treated as locations in functions such as plot.momentuHMM, plot.miSum, plot.miHMM, plotSpatialCov, and MIpool.

stateNames

Optional character vector of length nbStates indicating state names.

knownStates

Vector of values of the state process which are known prior to fitting the model (if any). Default: NULL (states are not known). This should be a vector with length the number of rows of 'data'; each element should either be an integer (the value of the known states) or NA if the state is not known.

fixPar

An optional list of vectors indicating parameters which are assumed known prior to fitting the model. Default: NULL (no parameters are fixed). For data streams, each element of fixPar should be a vector of the same name and length as the corresponding element of Par0. For transition probability parameters, the corresponding element of fixPar must be named “beta” and have the same dimensions as beta0. For initial distribution parameters, the corresponding element of fixPar must be named “delta” and have the same dimensions as delta0. Each parameter should either be numeric (the fixed value of the parameter) or NA if the parameter is to be estimated. Corresponding fixPar parameters must be on the same scale as Par0 (e.g. if DM is specified for a given data stream, any fixed parameters for this data stream must be on the working scale), beta0, and delta0.

If optMethod='TMB' then fixPar is specified differently. In this case, NA instead indicates parameters that are fixed (to the value specified by Par0, beta0, or delta0) and the parameters that are not fixed are sequentially indexed (similar to betaCons) by parameter number (such that parameters can be constrained to be equal). For example, fixPar=list(angle=c(NA,NA,1,2)) indicates the first two parameters of the 'angle' distribution are fixed and the other two parameters are freely estimated. fixPar=list(angle=c(1,NA,2,2,3)) indicates the first angle parameter is freely estimated, the second parameter is fixed, the third and fourth parameters are constrained to be equal, and the fifth parameter is freely estimated.

retryFits

Non-negative integer indicating the number of times to attempt to iteratively fit the model using random perturbations of the current parameter estimates as the initial values for likelihood optimization. Normal(0,retrySD^2) perturbations are used on the working scale parameters. Default: 0. When retryFits>0, the model with the largest log likelihood value is returned. Ignored if fit=FALSE.

retrySD

An optional list of scalars or vectors indicating the standard deviation to use for normal perturbations of each working scale parameter when retryFits>0. For data streams, each element of retrySD should be a vector of the same name and length as the corresponding element of Par0 (if a scalar is provided, then this value will be used for all working parameters of the data stream). For transition probability parameters, the corresponding element of retrySD must be named “beta” and have the same dimensions as beta0. For initial distribution parameters, the corresponding element of retrySD must be named “delta” and have the same dimensions as delta0 (if delta0 is on the working scale) or be of length nbStates-1 (if delta0 is on the natural scale). Alternatively retrySD can be a scalar, in which case this value is used for all parameters. Instead of numeric scalars, retrySD can also be specified as "adapt" in which case the standard deviation is adapted as 10^(ceiling(log10(abs(x)))) (where x is the current value of the corresponding working parameter). Default: NULL (in which case retrySD=1 for data stream parameters and retrySD=10 for initial distribution and state transition probabilities). Ignored unless retryFits>0.

ncores

Number of cores to use for parallel processing when retryFits>0. Default: 1 (no parallel processing). When retryFits attempts are performed in parallel, each attempt uses perturbations of the initial model fit (i.e. they are not iteratively updated as when ncores=1).

optMethod

The optimization method to be used. Can be “nlm” (the default; see nlm), “TMB” (using Template Model Builder; see optimx for control parameters), “Nelder-Mead” (see optim), or “SANN” (see optim).

control

A list of control parameters to be passed to optim (ignored unless optMethod="TMB", optMethod="Nelder-Mead", or optMethod="SANN").

prior

Either a function that returns the log-density of the working scale parameter prior distribution(s) (if optMethod!='TMB') or, if optMethod='TMB', a named list with optional entries matching the names of the data streams (i.e. names(dist)) or “beta” (state transition parameters), where each entry is a 2-column matrix (first column = mean, second column = sd) specifying the mean and standard deviation of the normal priors for each working parameter (any rows with NAs indicate no prior for the corresponding parameter). See 'Details'.

modelName

An optional character string providing a name for the fitted model. If provided, modelName will be returned in print.momentuHMM, AIC.momentuHMM, AICweights, and other functions.

hierStates

A hierarchical model structure Node for the states ('state'). See details.

hierDist

A hierarchical data structure Node for the data streams ('dist'). See details.

hierBeta

A hierarchical data structure Node for the matrix of initial values for the regression coefficients of the transition probabilities at each level of the hierarchy ('beta'). See details.

hierDelta

A hierarchical data structure Node for the matrix of initial values for the regression coefficients of the initial distribution at each level of the hierarchy ('delta'). See details.

hierFormula

A hierarchical formula structure for the transition probability covariates for each level of the hierarchy ('formula'). Default: NULL (only hierarchical-level effects, with no covariate effects). Any formula terms that are not state- or parameter-specific are included on all of the transition probabilities within a given level of the hierarchy. See details.

hierFormulaDelta

A hierarchical formula structure for the initial distribution covariates for each level of the hierarchy ('formulaDelta'). Default: NULL (no covariate effects and fixPar$delta is specified on the working scale).

Details

  • By default the matrix beta0 of regression coefficients for the transition probabilities has one row for the intercept, plus one row for each covariate, and one column for each non-diagonal element of the transition probability matrix. For example, in a 3-state HMM with 2 formula covariates, the matrix beta has three rows (intercept + two covariates) and six columns (six non-diagonal elements in the 3x3 transition probability matrix - filled in row-wise). In a covariate-free model (default), beta0 has one row, for the intercept. While the diagonal elements are by default the reference elements, other elements can serve as the reference using the betaRef argument. For example, in a 3-state model, setting betaRef=c(3,2,3) changes the reference elements to state transition 1 -> 3 for state 1 (instead of 1 -> 1), state transition 2 -> 2 for state 2 (same as default), and state transition 3 -> 3 for state 3 (same as default).

  • When covariates are not included in formulaDelta (i.e. formulaDelta=NULL), then delta0 (and fixPar$delta) are specified as a vector of length nbStates that sums to 1. When any formula is specified for formulaDelta (e.g. formulaDelta=~1, formulaDelta=~cov1), then delta0 (and fixPar$delta) must be specified as a k x (nbStates-1) matrix of working parameters, where k is the number of regression coefficients and the columns correspond to states 2:nbStates. For example, in a 3-state HMM with formulaDelta=~cov1+cov2, the matrix delta0 has three rows (intercept + two covariates) and 2 columns (corresponding to states 2 and 3). The initial distribution working parameters are transformed to the real scale as exp(covsDelta*Delta)/rowSums(exp(covsDelta*Delta)), where covsDelta is the N x k design matrix, Delta=cbind(rep(0,k),delta0) is a k x nbStates matrix of working parameters, and N=length(unique(data$ID)).

  • The choice of initial parameters (particularly Par0 and beta0) is crucial to fit a model. The algorithm might not find the global optimum of the likelihood function if the initial parameters are poorly chosen.

  • If DM is specified for a particular data stream, then the initial values are specified on the working (i.e., beta) scale of the parameters. The working scale of each parameter is determined by the link function used. If a parameter P is bound by (0,Inf) then the working scale is the log(P) scale. If the parameter bounds are (-pi,pi) then the working scale is tan(P/2) unless circular-circular regression is used. Otherwise if the parameter bounds are finite then logit(P) is the working scale. However, when both zero- and one-inflation are included, then a multinomial logit link is used because the sum of the zeromass and onemass probability parameters cannot exceed 1. The function getParDM is intended to help with obtaining initial values on the working scale when specifying a design matrix and other parameter constraints (see example below). When circular-circular regression is specified using circularAngleMean, the working scale for the mean turning angle is not as easily interpretable, but the link function is atan2(sin(X)*B,1+cos(X)*B), where X are the angle covariates and B the angle coefficients (see Duchesne et al. 2015). Under this formulation, the reference turning angle is 0 (i.e., movement in the same direction as the previous time step). In other words, the mean turning angle is zero when the coefficient(s) B=0.

  • Circular-circular regression in momentuHMM is designed for turning angles (not bearings) as computed by simData and prepData. Any circular-circular regression angle covariates for time step t should therefore be relative to the previous direction of movement for time step t-1. In other words, circular-circular regression covariates for time step t should be the turning angle between the direction of movement for time step t-1 and the standard direction of the covariate relative to the x-axis for time step t. If provided standard directions in radians relative to the x-axis (where 0 = east, pi/2 = north, pi = west, and -pi/2 = south), circAngles or prepData can perform this calculation for you.

    When the circular-circular regression model is used, the special function angleFormula(cov,strength,by) can be used in DM for the mean of angular distributions (i.e. 'vm', 'vmConsensus', and 'wrpcauchy'), where cov is an angle covariate (e.g. wind direction), strength is an optional positive real covariate (e.g. wind speed), and by is an optional factor variable for individual- or group-level effects (e.g. ID, sex). The strength argument allows angle covariates to be weighted based on their relative strength or importance at time step t as in Rivest et al. (2016). In this case, the link function for the mean angle is atan2((Z * sin(X)) %*% B,1+(Z * cos(X)) %*% B), where X are the angle covariates, Z the strength covariates, and B the angle coefficients (see Rivest et al. 2016).

  • State-specific formulas can be specified in DM using special formula functions. These special functions can take the names paste0("state",1:nbStates) (where the integer indicates the state-specific formula). For example, DM=list(step=list(mean=~cov1+state1(cov2),sd=~cov2+state2(cov1))) includes cov1 on the mean parameter for all states, cov2 on the mean parameter for state 1, cov2 on the sd parameter for all states, and cov1 on the sd parameter for state 2.

  • State- and parameter-specific formulas can be specified for transition probabilities in formula using special formula functions. These special functions can take the names paste0("state",1:nbStates) (where the integer indicates the current state from which transitions occur), paste0("toState",1:nbStates) (where the integer indicates the state to which transitions occur), or paste0("betaCol",nbStates*(nbStates-1)) (where the integer indicates the column of the beta matrix). For example with nbStates=3, formula=~cov1+betaCol1(cov2)+state3(cov3)+toState1(cov4) includes cov1 on all transition probability parameters, cov2 on the beta column corresponding to the transition from state 1->2, cov3 on transition probabilities from state 3 (i.e., beta columns corresponding to state transitions 3->1 and 3->2), and cov4 on transition probabilities to state 1 (i.e., beta columns corresponding to state transitions 2->1 and 3->1).

  • betaCons can be used to impose equality constraints among the t.p.m. parameters. It must be a matrix of the same dimension as beta0 and be composed of integers, where each beta parameter is sequentially indexed in a column-wise fashion (see checkPar0). Parameter indices in betaCons must therefore be integers between 1 and nbStates*(nbStates-1).

    Use of betaCons is perhaps best demonstrated by example. If no constraints are imposed (the default), then betaCons=matrix(1:length(beta0),nrow(beta0),ncol(beta0)) such that each beta parameter is (column-wise) sequentially identified by a unique integer. Suppose we wish to fit a model with nbStates=3 states and a covariate (‘cov1’) on the t.p.m. With no constraints on the t.p.m., we would have betaCons=matrix(1:(2*(nbStates*(nbStates-1))),nrow=2,ncol=nbStates*(nbStates-1),dimnames=list(c("(Intercept)","cov1"),c("1 -> 2","1 -> 3","2 -> 1","2 -> 3","3 -> 1","3 -> 2"))). If we then wanted to constrain the t.p.m. such that the covariate effect is identical for transitions from state 1 to states 2 and 3 (and vice versa), we have betaCons=matrix(c(1,2,3,2,5,6,7,8,9,6,11,12),nrow=2,ncol=nbStates*(nbStates-1),dimnames=list(c("(Intercept)","cov1"),c("1 -> 2","1 -> 3","2 -> 1","2 -> 3","3 -> 1","3 -> 2"))); this results in 10 estimated beta parameters (instead of 12), the “cov1” effects indexed by a “2” (“1 -> 2” and “1 -> 3”) constrained to be equal, and the “cov1” effects indexed by a “6” (“2 -> 1” and “3 -> 1”) constrained to be equal.

    Now suppose we instead wish to constrain these sets of state transition probabilities to be equal, i.e., Pr(1 -> 2) = Pr(1 -> 3) and Pr(2 -> 1) = Pr(3 -> 1); then we have betaCons=matrix(c(1,2,1,2,5,6,7,8,5,6,11,12),nrow=2,ncol=nbStates*(nbStates-1),dimnames=list(c("(Intercept)","cov1"),c("1 -> 2","1 -> 3","2 -> 1","2 -> 3","3 -> 1","3 -> 2")))

  • Cyclical relationships (e.g., hourly, monthly) may be modeled in DM or formula using the cosinor(x,period) special formula function for covariate x and sine curve period of time length period. For example, if the data are hourly, a 24-hour cycle can be modeled using ~cosinor(cov1,24), where the covariate cov1 is a repeating sequential series of integers indicating the hour of day (0,1,...,23,0,1,...,23,0,1,...) (note that fitHMM will not do this for you, the appropriate covariate must be included in data; see example below). The cosinor(x,period) function converts x to 2 covariates cosinorCos(x)=cos(2*pi*x/period) and cosinorSin(x)=sin(2*pi*x/period for inclusion in the model (i.e., 2 additional parameters per state). The amplitude of the sine wave is thus sqrt(B_cos^2 + B_sin^2), where B_cos and B_sin are the working parameters correponding to cosinorCos(x) and cosinorSin(x), respectively (e.g., see Cornelissen 2014).

  • Similar to that used in crawlWrap, the prior argument is a user-specified function that returns the log-density of the working scale parameter prior distribution(s). In addition to including prior information about parameters, one area where priors can be particularly useful is for handling numerical issues that can arise when parameters are near a boundary. When parameters are near boundaries, they can wander into the “nether regions” of the parameter space during optimization. For example, setting prior=function(par) {sum(dnorm(par,0,sd,log=TRUE))} with a reasonably large sd (e.g. 100 or 1000) can help prevent working parameters from straying too far along the real line. Here par is the vector of working scale parameters (as returned by fitHMM, e.g., see example$m$mod$estimate) in the following order: data stream working parameters (in order names(dist)), beta working parameters, and delta working parameters. Instead of specifying the same prior on all parameters, different priors could be specified on different parameters (and not all parameters must have user-specified priors). For example, prior=function(par){dnorm(par[3],0,100,log=TRUE)} would only specify a prior for the third working parameter. Note that the prior function must return a scalar on the log scale. See 'harbourSealExample.R' in the “vignettes” source directory for an example using the prior argument.

  • fitHMM.momentuHierHMMData is very similar to fitHMM.momentuHMMData except that instead of simply specifying the number of states (nbStates), distributions (dist), and a single t.p.m. formula (formula), the hierStates argument specifies the hierarchical nature of the states, the hierDist argument specifies the hierarchical nature of the data streams, and the hierFormula argument specifies a t.p.m. formula for each level of the hierarchy. All are specified as Node objects from the data.tree package.

Value

A momentuHMM or momentuHierHMM object, i.e. a list of:

mle

A named list of the maximum likelihood estimates of the parameters of the model (if the numerical algorithm has indeed identified the global maximum of the likelihood function). Elements are included for the parameters of each data strea, as well as beta (transition probabilities regression coefficients - more information in 'Details'), gamma (transition probabilities on real scale, based on mean covariate values if formula includes covariates), and delta (initial distribution).

CIreal

Standard errors and 95% confidence intervals on the real (i.e., natural) scale of parameters

CIbeta

Standard errors and 95% confidence intervals on the beta (i.e., working) scale of parameters

data

The momentuHMMData or momentuHierHMMData object

mod

List object returned by the numerical optimizer nlm or optim. Items in mod include the best set of free working parameters found (wpar), the best full set of working parameters including any fixed parameters (estimate), the value of the likelihood at estimate (minimum), the estimated variance-covariance matrix at estimate (Sigma), and the elapsed time in seconds for the optimization (elapsedTime).

conditions

Conditions used to fit the model, e.g., bounds (parameter bounds), distributions, zeroInflation, estAngleMean, stationary, formula, DM, fullDM (full design matrix), etc.

rawCovs

Raw covariate values for transition probabilities, as found in the data (if any). Used in plot.momentuHMM.

stateNames

The names of the states.

knownStates

Vector of values of the state process which are known.

covsDelta

Design matrix for initial distribution.

References

Cornelissen, G. 2014. Cosinor-based rhythmometry. Theoretical Biology and Medical Modelling 11:16.

Duchesne, T., Fortin, D., Rivest L-P. 2015. Equivalence between step selection functions and biased correlated random walks for statistical inference on animal movement. PLoS ONE 10 (4): e0122947.

Langrock R., King R., Matthiopoulos J., Thomas L., Fortin D., Morales J.M. 2012. Flexible and practical modeling of animal telemetry data: hidden Markov models and extensions. Ecology, 93 (11), 2336-2342.

Leos-Barajas, V., Gangloff, E.J., Adam, T., Langrock, R., van Beest, F.M., Nabe-Nielsen, J. and Morales, J.M. 2017. Multi-scale modeling of animal movement and general behavior data using hidden Markov models with hierarchical structures. Journal of Agricultural, Biological and Environmental Statistics, 22 (3), 232-248.

Maruotti, A., and T. Ryden. 2009. A semiparametric approach to hidden Markov models under longitudinal observations. Statistics and Computing 19: 381-393.

McClintock B.T., King R., Thomas L., Matthiopoulos J., McConnell B.J., Morales J.M. 2012. A general discrete-time modeling framework for animal movement using multistate random walks. Ecological Monographs, 82 (3), 335-349.

McClintock B.T., Russell D.J., Matthiopoulos J., King R. 2013. Combining individual animal movement and ancillary biotelemetry data to investigate population-level activity budgets. Ecology, 94 (4), 838-849.

Patterson T.A., Basson M., Bravington M.V., Gunn J.S. 2009. Classifying movement behaviour in relation to environmental conditions using hidden Markov models. Journal of Animal Ecology, 78 (6), 1113-1123.

Rivest, LP, Duchesne, T, Nicosia, A, Fortin, D, 2016. A general angular regression model for the analysis of data on animal movement in ecology. Journal of the Royal Statistical Society: Series C (Applied Statistics), 65(3):445-463.

See Also

getParDM, prepData, simData

simHierData

Examples

nbStates <- 2
stepDist <- "gamma" # step distribution
angleDist <- "vm" # turning angle distribution

# extract data from momentuHMM example
data <- example$m$data

### 1. fit the model to the simulated data
# define initial values for the parameters
mu0 <- c(20,70)
sigma0 <- c(10,30)
kappa0 <- c(1,1)
stepPar <- c(mu0,sigma0) # no zero-inflation, so no zero-mass included
anglePar <- kappa0 # not estimating angle mean, so not included
formula <- ~cov1+cos(cov2)

m <- fitHMM(data=data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
            Par0=list(step=stepPar,angle=anglePar),formula=formula)

print(m)

## Not run: 
### 2. fit the exact same model to the simulated data using DM formulas
# Get initial values for the parameters on working scale
Par0 <- getParDM(data=data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
        Par=list(step=stepPar,angle=anglePar),
        DM=list(step=list(mean=~1,sd=~1),angle=list(concentration=~1)))

mDMf <- fitHMM(data=data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
              Par0=Par0,formula=formula,
              DM=list(step=list(mean=~1,sd=~1),angle=list(concentration=~1)))

print(mDMf)

### 3. fit the exact same model to the simulated data using DM matrices
# define DM
DMm <- list(step=diag(4),angle=diag(2))

# user-specified dimnames not required but are recommended
dimnames(DMm$step) <- list(c("mean_1","mean_2","sd_1","sd_2"),
                   c("mean_1:(Intercept)","mean_2:(Intercept)",
                   "sd_1:(Intercept)","sd_2:(Intercept)"))
dimnames(DMm$angle) <- list(c("concentration_1","concentration_2"),
                    c("concentration_1:(Intercept)","concentration_2:(Intercept)"))
                  
mDMm <- fitHMM(data=data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
              Par0=Par0,formula=formula,
              DM=DMm)

print(mDMm)

### 4. fit step mean parameter covariate model to the simulated data using DM
stepDMf <- list(mean=~cov1,sd=~1)
Par0 <- getParDM(data,nbStates,list(step=stepDist,angle=angleDist),
                 Par=list(step=stepPar,angle=anglePar),
                 DM=list(step=stepDMf,angle=DMm$angle))
mDMfcov <- fitHMM(data=data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
              Par0=Par0,
              formula=formula,
              DM=list(step=stepDMf,angle=DMm$angle))

print(mDMfcov)

### 5. fit the exact same step mean parameter covariate model using DM matrix
stepDMm <- matrix(c(1,0,0,0,"cov1",0,0,0,0,1,0,0,0,"cov1",0,0,
                 0,0,1,0,0,0,0,1),4,6,dimnames=list(c("mean_1","mean_2","sd_1","sd_2"),
                 c("mean_1:(Intercept)","mean_1:cov1","mean_2:(Intercept)","mean_2:cov1",
                 "sd_1:(Intercept)","sd_2:(Intercept)")))
Par0 <- getParDM(data,nbStates,list(step=stepDist,angle=angleDist),
                 Par=list(step=stepPar,angle=anglePar),
                 DM=list(step=stepDMm,angle=DMm$angle))
mDMmcov <- fitHMM(data=data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
              Par0=Par0,
              formula=formula,
              DM=list(step=stepDMm,angle=DMm$angle))

print(mDMmcov)

### 6. fit circular-circular angle mean covariate model to the simulated data using DM

# Generate fake circular covariate using circAngles
data$cov3 <- circAngles(refAngle=2*atan(rnorm(nrow(data))),data)

# Fit circular-circular regression model for angle mean
# Note no intercepts are estimated for angle means because these are by default
# the previous movement direction (i.e., a turning angle of zero)
mDMcircf <- fitHMM(data=data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
                 Par0=list(step=stepPar,angle=c(0,0,Par0$angle)),
                  formula=formula,
                  estAngleMean=list(angle=TRUE),
                  circularAngleMean=list(angle=TRUE),
                  DM=list(angle=list(mean=~cov3,concentration=~1)))
                  
print(mDMcircf)
                  
### 7. fit the exact same circular-circular angle mean model using DM matrices

# Note no intercept terms are included in DM for angle means because the intercept is
# by default the previous movement direction (i.e., a turning angle of zero)
mDMcircm <- fitHMM(data=data,nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
                 Par0=list(step=stepPar,angle=c(0,0,Par0$angle)),
                  formula=formula,
                  estAngleMean=list(angle=TRUE),
                  circularAngleMean=list(angle=TRUE),
                  DM=list(angle=matrix(c("cov3",0,0,0,0,"cov3",0,0,0,0,1,0,0,0,0,1),4,4)))
                  
print(mDMcircm)

### 8. Cosinor and state-dependent formulas
nbStates<-2
dist<-list(step="gamma")
Par<-list(step=c(100,1000,50,100))

# include 24-hour cycle on all transition probabilities
# include 12-hour cycle on transitions from state 2
formula=~cosinor(hour24,24)+state2(cosinor(hour12,12))

# specify appropriate covariates
covs<-data.frame(hour24=0:23,hour12=0:11)

beta<-matrix(c(-1.5,1,1,NA,NA,-1.5,-1,-1,1,1),5,2)
# row names for beta not required but can be helpful
rownames(beta)<-c("(Intercept)",
                  "cosinorCos(hour24, 24)",
                  "cosinorSin(hour24, 24)",
                  "cosinorCos(hour12, 12)",
                  "cosinorSin(hour12, 12)")
data.cos<-simData(nbStates=nbStates,dist=dist,Par=Par,
                      beta=beta,formula=formula,covs=covs)    

m.cosinor<-fitHMM(data.cos,nbStates=nbStates,dist=dist,Par0=Par,formula=formula)
m.cosinor    

### 9. Piecewise constant B-spline on step length mean and angle concentration
nObs <- 1000 # length of simulated track
cov <- data.frame(time=1:nObs) # time covariate for splines
dist <- list(step="gamma",angle="vm")
stepDM <- list(mean=~splines2::bSpline(time,df=2,degree=0),sd=~1)
angleDM <- list(mean=~1,concentration=~splines2::bSpline(time,df=2,degree=0))
DM <- list(step=stepDM,angle=angleDM)
Par <- list(step=c(log(1000),1,-1,log(100)),angle=c(0,log(10),2,-5))

data.spline<-simData(obsPerAnimal=nObs,nbStates=1,dist=dist,Par=Par,DM=DM,covs=cov) 

Par0 <- list(step=Par$step,angle=Par$angle[-1])
m.spline<-fitHMM(data.spline,nbStates=1,dist=dist,Par0=Par0,
                 DM=list(step=stepDM,
                         angle=angleDM["concentration"]))  

### 10. Initial state (delta) based on covariate                       
nObs <- 100
dist <- list(step="gamma",angle="vm")
Par <- list(step=c(100,1000,50,100),angle=c(0,0,0.01,0.75))

# create sex covariate
cov <- data.frame(sex=factor(rep(c("F","M"),each=nObs))) # sex covariate
formulaDelta <- ~ sex + 0

# Female begins in state 1, male begins in state 2
delta <- matrix(c(-100,100),2,1,dimnames=list(c("sexF","sexM"),"state 2")) 

data.delta<-simData(nbAnimals=2,obsPerAnimal=nObs,nbStates=2,dist=dist,Par=Par,
                    delta=delta,formulaDelta=formulaDelta,covs=cov) 
       
Par0 <- list(step=Par$step, angle=Par$angle[3:4])   
m.delta <- fitHMM(data.delta, nbStates=2, dist=dist, Par0 = Par0, 
                  formulaDelta=formulaDelta)
                  
### 11. Two mixtures based on covariate                       
nObs <- 100
nbAnimals <- 20
dist <- list(step="gamma",angle="vm")
Par <- list(step=c(100,1000,50,100),angle=c(0,0,0.1,2))

# create sex covariate
cov <- data.frame(sex=factor(rep(c("F","M"),each=nObs*nbAnimals/2)))
formulaPi <- ~ sex + 0

# Females more likely in mixture 1, males more likely in mixture 2
beta <- list(beta=matrix(c(-1.5,-0.5,-1.5,-3),2,2),
             pi=matrix(c(-2,2),2,1,dimnames=list(c("sexF","sexM"),"mix2"))) 

data.mix<-simData(nbAnimals=nbAnimals,obsPerAnimal=nObs,nbStates=2,dist=dist,Par=Par,
                  beta=beta,formulaPi=formulaPi,mixtures=2,covs=cov) 

Par0 <- list(step=Par$step, angle=Par$angle[3:4])   
m.mix <- fitHMM(data.mix, nbStates=2, dist=dist, Par0 = Par0, 
                beta0=beta,formulaPi=formulaPi,mixtures=2)

## End(Not run)

Convert hierarchical HMM structure to a conventional HMM

Description

Convert hierarchical HMM structure to a conventional HMM

Usage

formatHierHMM(
  data,
  hierStates,
  hierDist,
  hierBeta = NULL,
  hierDelta = NULL,
  hierFormula = NULL,
  hierFormulaDelta = NULL,
  mixtures = 1,
  workBounds = NULL,
  betaCons = NULL,
  deltaCons = NULL,
  fixPar = NULL,
  checkData = TRUE,
  ...
)

Arguments

data

momentuHierHMMData object or a data frame containing the data streams and covariates.

hierStates

A hierarchical data structure Node for the states ('state'). See fitHMM.

hierDist

A hierarchical data structure Node for the data streams ('dist'). See fitHMM.

hierBeta

A hierarchical data structure Node for the matrix of initial values for the regression coefficients of the transition probabilities at each level of the hierarchy ('beta'). See fitHMM.

hierDelta

A hierarchical data structure Node for the matrix of initial values for the regression coefficients of the initial distribution at each level of the hierarchy ('delta'). See fitHMM.

hierFormula

A hierarchical formula structure for the transition probability covariates for each level of the hierarchy ('formula'). See fitHMM. Default: NULL (only hierarchical-level effects, with no covariate effects).

hierFormulaDelta

A hierarchical formula structure for the initial distribution covariates for each level of the hierarchy ('formulaDelta'). See fitHMM. Default: NULL (no covariate effects and fixPar$delta is specified on the working scale).

mixtures

Number of mixtures for the state transition probabilities (i.e. discrete random effects *sensu* DeRuiter et al. 2017). See fitHMM. Default: mixtures=1.

workBounds

A list with elements named 'beta' and/or 'delta', where each element is a hierarchical data structure Node indicating t.p.m. and initial distribution working parameter bounds ('workBounds') for parameters in hierBeta and hierDelta, respectively.

betaCons

A hierarchical data structure Node indicating t.p.m. constraints ('betaCons') among parameters in hierBeta at each level of the hierarchy.

deltaCons

A hierarchical data structure Node indicating initial distribution constraints ('deltaCons') among parameters in hierDelta at each level of the hierarchy.

fixPar

A list with elements named 'beta' and/or 'delta', where each element is a hierarchical data structure Node indicating t.p.m. and initial distribution parameters in hierBeta and hierDelta, respectively, which are assumed known.

checkData

logical indicating whether or not to check the suitability of data for the specified hierarchy. Ignored unless data is provided. Default: TRUE.

...

further arguments passed to or from other methods

Value

A list of arguments needed for specifying a hierarchical HMM as a conventional HMM in fitHMM or MIfitHMM, including:

nbStates

See fitHMM.

dist

See fitHMM.

formula

See fitHMM.

formulaDelta

See fitHMM.

beta0

See fitHMM.

delta0

See fitHMM.

betaRef

See fitHMM.

betaCons

See fitHMM.

deltaCons

See fitHMM.

fixPar

See fitHMM.

workBounds

See fitHMM.

stateNames

See fitHMM.


Get names of any covariates used in probability distribution parameters

Description

Get names of any covariates used in probability distribution parameters

Usage

getCovNames(m, p, distname)

Arguments

m

momentuHMM object

p

list returned by parDef

distname

Name of the data stream

Value

A list of:

DMterms

Names of all covariates included in the design matrix for the data stream

DMpartems

A list of the names of all covariates for each of the probability distribution parameters


Get design matrix

Description

Loop for creating full design matrix (X) from pseudo-design matrix (DM). Written in C++. Used in getDM.

Usage

getDM_rcpp(X, covs, DM, nr, nc, cov, nbObs)

Arguments

X

full design matrix

covs

matrix of covariates

DM

pseudo design matrix

nr

number of rows in design matrix

nc

number of column in design matrix

cov

covariate names

nbObs

number of observations

Value

full design matrix (X)


Calculate gradient of spatial covariates using bilinear interpolation

Description

Calculate gradient of spatial covariates using bilinear interpolation

Usage

getGradients(data, spatialCovs, collapseRast, coordNames = c("x", "y"))

Arguments

data

Data frame of data streams. At a minimum, it must contain fields matching coordNames

spatialCovs

List of raster layer objects for spatially referenced covariates. Covariates specified by spatialCovs are extracted from the raster layer(s) based on the location data for each time step.

collapseRast

List of collapsed raster layer objects (see collapseRaster). Ignored unless spatialCovs is missing.

coordNames

Names of the coordinates in data. Default: c("x","y").

Value

The gradients are appended to data with “.x” (easting gradient) and “.y” (northing gradient) suffixes added to the names of spatialCovs. For example, if cov1 is the name of a spatial covariate, then the returned data object will include the fields “cov1.x” and “cov1.y”.


Get starting values from momentuHMM, miHMM, or miSum object returned by fitHMM, MIfitHMM, or MIpool

Description

Get starting values from momentuHMM, miHMM, or miSum object returned by fitHMM, MIfitHMM, or MIpool

Usage

getPar(m)

Arguments

m

A momentuHMM, miHMM, or miSum object.

Value

A list of parameter values (Par, beta, delta) that can be used as starting values in fitHMM or MIfitHMM

See Also

getPar0, getParDM

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m
Par <- getPar(m)

Get starting values for new model from existing momentuHMM or momentuHierHMM model fit

Description

For nested models, this function will extract starting parameter values (i.e., Par0 in fitHMM or MIfitHMM) from an existing momentuHMM or momentuHierHMM model fit based on the provided arguments for the new model. Any parameters that are not in common between model and the new model (as specified by the arguments) are set to 0. This function is intended to help users incrementally build and fit more complicated models from simpler nested models (and vice versa).

Usage

getPar0(model, ...)

## Default S3 method:
getPar0(
  model,
  nbStates = length(model$stateNames),
  estAngleMean = model$conditions$estAngleMean,
  circularAngleMean = model$conditions$circularAngleMean,
  formula = model$conditions$formula,
  formulaDelta = model$conditions$formulaDelta,
  stationary = model$conditions$stationary,
  mixtures = model$conditions$mixtures,
  formulaPi = model$conditions$formulaPi,
  DM = model$conditions$DM,
  betaRef = model$conditions$betaRef,
  stateNames = model$stateNames,
  ...
)

## S3 method for class 'hierarchical'
getPar0(
  model,
  hierStates = model$conditions$hierStates,
  estAngleMean = model$conditions$estAngleMean,
  circularAngleMean = model$conditions$circularAngleMean,
  hierFormula = model$conditions$hierFormula,
  hierFormulaDelta = model$conditions$hierFormulaDelta,
  mixtures = model$conditions$mixtures,
  formulaPi = model$conditions$formulaPi,
  DM = model$conditions$DM,
  ...
)

Arguments

model

A momentuHMM, momentuHierHMM, miHMM, or miSum object (as returned by fitHMM, MIfitHMM, or MIpool)

...

further arguments passed to or from other methods

nbStates

Number of states in the new model. Default: nbStates=length(model$stateNames)

estAngleMean

Named list indicating whether or not the angle mean for data streams with angular distributions ('vm' and 'wrpcauchy') are to be estimated in the new model. Default: estAngleMean=model$conditions$estAngleMean

circularAngleMean

Named list indicating whether circular-linear or circular-circular regression on the mean of circular distributions ('vm' and 'wrpcauchy') for turning angles are to be used in the new model. See fitHMM. Default: circularAngleMean=model$conditions$circularAngleMean

formula

Regression formula for the transition probability covariates of the new model (see fitHMM). Default: formula=model$conditions$formula.

formulaDelta

Regression formula for the initial distribution covariates of the new model (see fitHMM). Default: formulaDelta=model$conditions$formulaDelta.

stationary

FALSE if there are time-varying covariates in formula or any covariates in formulaDelta. If TRUE, the initial distribution is considered equal to the stationary distribution. Default: FALSE.

mixtures

Number of mixtures for the state transition probabilities (see fitHMM). Default: formula=model$conditions$mixtures.

formulaPi

Regression formula for the mixture distribution probabilities (see fitHMM). Default: formula=model$conditions$formulaPi.

DM

Named list indicating the design matrices to be used for the probability distribution parameters of each data stream in the new model (see fitHMM). Only parameters with design matrix column names that match those in model$conditions$fullDM are extracted, so care must be taken in naming columns if any elements of DM are specified as matrices instead of formulas. Default: DM=model$conditions$DM.

betaRef

Numeric vector of length nbStates indicating the reference elements for the t.p.m. multinomial logit link. Default: formula=model$conditions$betaRef.

stateNames

Character vector of length nbStates indicating the names and order of the states in the new model. Default: stateNames=model$stateNames[1:nbStates].

hierStates

A hierarchical model structure Node for the states (see fitHMM). Default: hierStates=model$conditions$hierStates.

hierFormula

A hierarchical formula structure for the transition probability covariates for each level of the hierarchy (see fitHMM). Default: hierFormula=model$conditions$hierFormula.

hierFormulaDelta

A hierarchical formula structure for the initial distribution covariates for each level of the hierarchy ('formulaDelta'). Default: NULL (no covariate effects and fixPar$delta is specified on the working scale).

Details

All other fitHMM (or MIfitHMM) model specifications (e.g., dist, hierDist, userBounds, workBounds, etc.) and data are assumed to be the same for model and the new model (as specified by nbStates, hierStates, estAngleMean, circularAngleMean, formula, hierFormula, formulaDelta, hierFormulaDelta, DM, etc.).

Note that for hierarchical models, getPar0 will return hierarchical data.tree objects (hierBeta and hierDelta) with the default values for fixPar, betaCons, and deltaCons; if hierarchical t.p.m. or initial distribution parameters are subject to constraints, then these must be set manually on the list object returned by getPar0.

Value

A named list containing starting values suitable for Par0 and beta0 arguments in fitHMM or MIfitHMM:

Par

A list of vectors of state-dependent probability distribution parameters for each data stream specified in model$conditions$dist

beta

Matrix of regression coefficients for the transition probabilities

delta

Initial distribution of the HMM. Only returned if stateNames has the same membership as the state names for model

See Also

getPar, getParDM, fitHMM, MIfitHMM

Examples

# model is a momentuHMM object, automatically loaded with the package
model <- example$m
data <- model$data
dist <- model$conditions$dist
nbStates <- length(model$stateNames)
estAngleMean <- model$conditions$estAngleMean

newformula <- ~cov1+cov2
Par0 <- getPar0(model,formula=newformula)

## Not run: 
newModel <- fitHMM(model$data,dist=dist,nbStates=nbStates,
                   Par0=Par0$Par,beta0=Par0$beta,
                   formula=newformula,
                   estAngleMean=estAngleMean)

## End(Not run)

newDM1 <- list(step=list(mean=~cov1,sd=~cov1))
Par0 <- getPar0(model,DM=newDM1)

## Not run: 
newModel1 <- fitHMM(model$data,dist=dist,nbStates=nbStates,
                   Par0=Par0$Par,beta0=Par0$beta,
                   formula=model$conditions$formula,
                   estAngleMean=estAngleMean,
                   DM=newDM1)

## End(Not run)

# same model but specify DM for step using matrices
newDM2 <- list(step=matrix(c(1,0,0,0,
                           "cov1",0,0,0,
                           0,1,0,0,
                           0,"cov1",0,0,
                           0,0,1,0,
                           0,0,"cov1",0,
                           0,0,0,1,
                           0,0,0,"cov1"),nrow=nbStates*2))
                           
# to be extracted, new design matrix column names must match 
# column names of model$conditions$fullDM
colnames(newDM2$step)<-paste0(rep(c("mean_","sd_"),each=2*nbStates),
                      rep(1:nbStates,each=2),
                      rep(c(":(Intercept)",":cov1"),2*nbStates))
Par0 <- getPar0(model,DM=newDM2)
                      
## Not run: 
newModel2 <- fitHMM(model$data,dist=dist,nbStates=nbStates,
                   Par0=Par0$Par,beta0=Par0$beta,
                   formula=model$conditions$formula,
                   estAngleMean=estAngleMean,
                   DM=newDM2)

## End(Not run)

Get starting values on working scale based on design matrix and other parameter constraints

Description

Convert starting values on the natural scale of data stream probability distributions to a feasible set of working scale parameters based on a design matrix and other parameter constraints.

Usage

getParDM(data, ...)

## Default S3 method:
getParDM(
  data = data.frame(),
  nbStates,
  dist,
  Par,
  zeroInflation = NULL,
  oneInflation = NULL,
  estAngleMean = NULL,
  circularAngleMean = NULL,
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  optMethod = "nlm",
  ...
)

## S3 method for class 'hierarchical'
getParDM(
  data = data.frame(),
  hierStates,
  hierDist,
  Par,
  zeroInflation = NULL,
  oneInflation = NULL,
  estAngleMean = NULL,
  circularAngleMean = NULL,
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  ...
)

Arguments

data

Optional momentuHMMData object, momentuHierHMMData object, or a data frame containing the covariate values. data must be specified if covariates are included in DM.

If a data frame is provided, then either nbStates and dist must be specified (for a regular HMM) or hierStates and hierDist must be specified (for a hierarchical HMM).

...

further arguments passed to or from other methods

nbStates

Number of states of the HMM.

dist

A named list indicating the probability distributions of the data streams. Currently supported distributions are 'bern', 'beta', 'exp', 'gamma', 'lnorm', 'norm', 'mvnorm2' (bivariate normal distribution), 'mvnorm3' (trivariate normal distribution), 'pois', 'rw_norm' (normal random walk), 'rw_mvnorm2' (bivariate normal random walk), 'rw_mvnorm3' (trivariate normal random walk), 'vm', 'vmConsensus', 'weibull', and 'wrpcauchy'. For example, dist=list(step='gamma', angle='vm', dives='pois') indicates 3 data streams ('step', 'angle', and 'dives') and their respective probability distributions ('gamma', 'vm', and 'pois').

Par

A named list containing vectors of state-dependent probability distribution parameters for each data stream specified in dist. The parameters should be on the natural scale, in the order expected by the pdfs of dist, and any zero-mass parameters should be the last.

zeroInflation

A named list of logicals indicating whether the probability distributions of the data streams should be zero-inflated. If zeroInflation is TRUE for a given data stream, then values for the zero-mass parameters should be included in the corresponding element of Par. Ignored if data is a momentuHMMData or momentuHierHMMData object.

oneInflation

Named list of logicals indicating whether the probability distributions of the data streams are one-inflated. If oneInflation is TRUE for a given data stream, then values for the one-mass parameters should be included in the corresponding element of Par. Ignored if data is a momentuHMMData or momentuHierHMMData object.

estAngleMean

An optional named list indicating whether or not to estimate the angle mean for data streams with angular distributions ('vm' and 'wrpcauchy'). Any estAngleMean elements corresponding to data streams that do not have angular distributions are ignored.

circularAngleMean

An optional named list indicating whether to use circular-linear or circular-circular regression on the mean of circular distributions ('vm' and 'wrpcauchy') for turning angles. See fitHMM. circularAngleMean elements corresponding to angular data streams are ignored unless the corresponding element of estAngleMean is TRUE. Any circularAngleMean elements corresponding to data streams that do not have angular distributions are ignored.

DM

A named list indicating the design matrices to be used for the probability distribution parameters of each data stream. Each element of DM can either be a named list of linear regression formulas or a matrix. For example, for a 2-state model using the gamma distribution for a data stream named 'step', DM=list(step=list(mean=~cov1, sd=~1)) specifies the mean parameters as a function of the covariate 'cov1' for each state. This model could equivalently be specified as a 4x6 matrix using character strings for the covariate: DM=list(step=matrix(c(1,0,0,0,'cov1',0,0,0,0,1,0,0,0,'cov1',0,0,0,0,1,0,0,0,0,1),4,6)) where the 4 rows correspond to the state-dependent paramaters (mean_1,mean_2,sd_1,sd_2) and the 6 columns correspond to the regression coefficients.

userBounds

An optional named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream. For example, for a 2-state model using the wrapped Cauchy ('wrpcauchy') distribution for a data stream named 'angle' with estAngleMean$angle=TRUE), userBounds=list(angle=matrix(c(-pi,-pi,-1,-1,pi,pi,1,1),4,2)) specifies (-1,1) bounds for the concentration parameters instead of the default [0,1) bounds.

workBounds

An optional named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters. For each matrix, the first column pertains to the lower bound and the second column the upper bound. For data streams, each element of workBounds should be a k x 2 matrix with the same name of the corresponding element of Par0, where k is the number of parameters. For transition probability parameters, the corresponding element of workBounds must be a k x 2 matrix named “beta”, where k=length(beta0). For initial distribution parameters, the corresponding element of workBounds must be a k x 2 matrix named “delta”, where k=length(delta0).

optMethod

The optimization method to be used. Can be “nlm” (the default; see nlm), “TMB” (using Template Model Builder; see optimx for control parameters), “Nelder-Mead” (see optim), or “SANN” (see optim).

hierStates

A hierarchical model structure Node for the states. See fitHMM.

hierDist

A hierarchical data structure Node for the data streams. See fitHMM.

Details

If design matrix includes non-factor covariates, then natural scale parameters are assumed to correspond to the mean value(s) for the covariate(s) (if nrow(data)>1) and getParDM simply returns one possible solution to the system of linear equations defined by Par, DM, and any other constraints using singular value decomposition. This can be helpful for exploring relationships between the natural and working scale parameters when covariates are included, but getParDM will not necessarily return “good” starting values (i.e., Par0) for fitHMM or MIfitHMM.

Value

A list of parameter values that can be used as starting values (Par0) in fitHMM or MIfitHMM

See Also

getPar, getPar0, fitHMM, MIfitHMM

Examples

# data is a momentuHMMData object, automatically loaded with the package
data <- example$m$data
stepDist <- "gamma"
angleDist <- "vm"
nbStates <- 2
stepPar0 <- c(15,50,10,20) # natural scale mean_1, mean_2, sd_1, sd_2
anglePar0 <- c(0.7,1.5) # natural scale conentration_1, concentration_2

# get working parameters for 'DM' that constrains step length mean_1 < mean_2
stepDM <- matrix(c(1,1,0,0,0,1,0,0,0,0,1,0,0,0,0,1),4,4,
          dimnames=list(NULL,c("mean:(Intercept)","mean_2",
                               "sd_1:(Intercept)","sd_2:(Intercept)")))
stepworkBounds <- matrix(c(-Inf,Inf),4,2,byrow=TRUE,
                         dimnames=list(colnames(stepDM),c("lower","upper")))
stepworkBounds["mean_2","lower"] <- 0 #coefficient for 'mean_2' constrained to be positive
wPar0 <- getParDM(nbStates=2,dist=list(step=stepDist),
                      Par=list(step=stepPar0),
                      DM=list(step=stepDM),workBounds=list(step=stepworkBounds))

## Not run: 
# Fit HMM using wPar0 as initial values for the step data stream
mPar <- fitHMM(data,nbStates=2,dist=list(step=stepDist,angle=angleDist),
               Par0=list(step=wPar0$step,angle=anglePar0),
               DM=list(step=stepDM),workBounds=list(step=stepworkBounds))

## End(Not run)

# get working parameters for 'DM' using 'cov1' and 'cov2' covariates
stepDM2 <- list(mean=~cov1,sd=~cov2)
wPar20 <- getParDM(data,nbStates=2,dist=list(step=stepDist),
                      Par=list(step=stepPar0),
                      DM=list(step=stepDM2))

## Not run: 
# Fit HMM using wPar20 as initial values for the step data stream
mPar2 <- fitHMM(data,nbStates=2,dist=list(step=stepDist,angle=angleDist),
               Par0=list(step=wPar20$step,angle=anglePar0),
               DM=list(step=stepDM2))

## End(Not run)

Transition probability matrix

Description

Computation of the transition probability matrix for each time step as a function of the covariates and the regression parameters.

Usage

getTrProbs(data, ...)

## Default S3 method:
getTrProbs(
  data,
  nbStates,
  beta,
  workBounds = NULL,
  formula = ~1,
  mixtures = 1,
  betaRef = NULL,
  stateNames = NULL,
  getCI = FALSE,
  covIndex = NULL,
  alpha = 0.95,
  Time.name = NULL,
  Time.unit = "auto",
  rateMatrix = FALSE,
  kappa = Inf,
  ...
)

## S3 method for class 'hierarchical'
getTrProbs(
  data,
  hierStates,
  hierBeta,
  workBounds = NULL,
  hierFormula = NULL,
  mixtures = 1,
  hierDist,
  getCI = FALSE,
  covIndex = NULL,
  alpha = 0.95,
  Time.name = NULL,
  Time.unit = "auto",
  rateMatrix = FALSE,
  kappa = Inf,
  ...
)

Arguments

data

momentuHMM object, momentuHierHMM object, miSum object, miHMM object, momentuHMMData object, momentuHierHMMData object, or a data frame containing the covariate values.

If a data frame is provided, then either nbStates must be specified (for a regular HMM) or hierStates and hierDist must be specified (for a hierarchical HMM).

...

further arguments passed to or from other methods; most are ignored if data is a momentuHMM or momentuHierHMM object

nbStates

Number of states. Ignored unless data is a data frame.

beta

Matrix of regression coefficients for the transition probabilities

workBounds

An optional named list of 2-column matrices specifying bounds on the working scale of the transition probability parameters ('beta' and, for recharge models, 'g0' and 'theta'). workBounds$beta must be a k x 2 matrix, where k=length(beta). The first column pertains to the lower bound and the second column the upper bound. Ignored unless data is a data frame.

formula

Regression formula for the transition probability covariates. Ignored unless data is a data frame.

mixtures

Number of mixtures for the state transition probabilities. Ignored unless data is a data frame.

betaRef

Indices of reference elements for t.p.m. multinomial logit link. Ignored unless data is a data frame.

stateNames

Optional character vector of length nbStates indicating state names. Ignored unless data is a data frame.

getCI

Logical indicating whether to calculate standard errors and logit-transformed confidence intervals based on fitted momentuHMM or momentuHierHMM object. Default: FALSE.

covIndex

Integer vector indicating specific rows of the data to be used in the calculations. This can be useful for reducing unnecessarily long computation times (paricularly when getCI=TRUE), e.g., when formula includes factor covariates (such as ID) but no temporal covariates. Ignored if data is not a momentuHMM, momentuHierHMM, miSum, or miHMM object.

alpha

Significance level of the confidence intervals (if getCI=TRUE). Default: 0.95 (i.e. 95% CIs).

Time.name

Character string indicating name of the time column in data (for continuous-time HMMs). Default: 'NULL' (discrete time). Ignored unless data is a data.frame, momentuHMMData object, or momentuHierHMMData object (i.e. not a momentuHMM object, momentuHierHMM object, miSum object, or a miHMM object).

Time.unit

Character string indicating units for time difference between observations (e.g. 'auto', 'secs', 'mins', 'hours', 'days', 'weeks'). Ignored unless data[[Time.name]] is of class date-time or date. Default: 'auto'. Ignored if data is a ctds object returned by prepCTDS.

rateMatrix

Logical indicating whether to return the transition rate matrix. Default: FALSE. Ignored unless data is a continuous-time model or Time.name is specified.

kappa

maximum allowed value for the row sums of the off-diagonal elements in the state transition rate matrix, such that the minimum value for the diagonal elements is -kappa. Default: Inf. Setting less than Inf can help avoid numerical issues during optimization, in which case the transition rate parameters beta are on the logit scale (instead of the log scale). Ignored unless data is a data.frame, momentuHMMData object, or momentuHierHMMData object (i.e. not a momentuHMM object, momentuHierHMM object, miSum object, or a miHMM object).

hierStates

A hierarchical model structure Node for the states ('state'). See fitHMM.

hierBeta

A hierarchical data structure Node for the matrix of regression coefficients for the transition probabilities at each level of the hierarchy, including initial values ('beta'), parameter equality constraints ('betaCons'), fixed parameters ('fixPar'), and working scale bounds ('workBounds'). See details.

hierFormula

A hierarchical formula structure for the transition probability covariates for each level of the hierarchy ('formula'). See fitHMM.

hierDist

A hierarchical data structure Node for the data streams ('dist'). See fitHMM.

Value

If mixtures=1, an array of dimension nbStates x nbStates x nrow(data) containing the t.p.m for each observation in data. If mixtures>1, a list of length mixtures, where each element is an array of dimension nbStates x nbStates x nrow(data) containing the t.p.m for each observation in data.

If getCI=TRUE then a list of arrays is returned (with elements est, se, lower, and upper).

If a hierarchical HMM structure is provided, then a hierarchical data structure containing the state transition probabilities for each time step at each level of the hierarchy ('gamma') is returned.

Examples

m <- example$m
trProbs <- getTrProbs(m)

# equivalent
trProbs <- getTrProbs(m$data,nbStates=2,beta=m$mle$beta,formula=m$conditions$formula)

## Not run: 
# calculate SEs and 95% CIs
trProbsSE <- getTrProbs(m, getCI=TRUE)

# plot estimates and CIs for each state transition
par(mfrow=c(2,2))
for(i in 1:2){
  for(j in 1:2){
    plot(trProbsSE$est[i,j,],type="l", 
         ylim=c(0,1), ylab=paste(i,"->",j))
    arrows(1:dim(trProbsSE$est)[3],
           trProbsSE$lower[i,j,],
           1:dim(trProbsSE$est)[3],
           trProbsSE$upper[i,j,],
           length=0.025, angle=90, code=3, col=gray(.5), lwd=1.3)
  }
}

# limit calculations to first 10 observations
trProbsSE_10 <- getTrProbs(m, getCI=TRUE, covIndex=1:10)

## End(Not run)

Constructor of HMMfits objects

Description

Constructor of HMMfits objects

Usage

HMMfits(m)

Arguments

m

A list of momentuHMM objects.

HMMfits objects are returned by MIfitHMM when arguments fit=TRUE and poolEstimates=FALSE.

Value

An object HMMfits.


Is crwData

Description

Check that an object is of class crwData. Used in MIfitHMM.

Usage

is.crwData(x)

Arguments

x

An R object

Value

TRUE if x is of class crwData, FALSE otherwise.


Is crwHierData

Description

Check that an object is of class crwHierData. Used in MIfitHMM.

Usage

is.crwHierData(x)

Arguments

x

An R object

Value

TRUE if x is of class crwHierData, FALSE otherwise.


Is crwHierSim

Description

Check that an object is of class crwHierSim.

Usage

is.crwHierSim(x)

Arguments

x

An R object

Value

TRUE if x is of class crwHierSim, FALSE otherwise.


Is crwSim

Description

Check that an object is of class crwSim.

Usage

is.crwSim(x)

Arguments

x

An R object

Value

TRUE if x is of class crwSim, FALSE otherwise.


Is HMMfits

Description

Check that an object is of class HMMfits.

Usage

is.HMMfits(x)

Arguments

x

An R object

Value

TRUE if x is of class HMMfits, FALSE otherwise.


Is miHMM

Description

Check that an object is of class miHMM.

Usage

is.miHMM(x)

Arguments

x

An R object

Value

TRUE if x is of class miHMM, FALSE otherwise.


Is miSum

Description

Check that an object is of class miSum.

Usage

is.miSum(x)

Arguments

x

An R object

Value

TRUE if x is of class miSum, FALSE otherwise.


Is momentuHierHMM

Description

Check that an object is of class momentuHierHMM. Used in CIreal, CIbeta, plotPR, plotStates, pseudoRes, stateProbs, and viterbi.

Usage

is.momentuHierHMM(x)

Arguments

x

An R object

Value

TRUE if x is of class momentuHierHMM, FALSE otherwise.


Is momentuHierHMMData

Description

Check that an object is of class momentuHierHMMData. Used in fitHMM.

Usage

is.momentuHierHMMData(x)

Arguments

x

An R object

Value

TRUE if x is of class momentuHierHMMData, FALSE otherwise.


Is momentuHMM

Description

Check that an object is of class momentuHMM. Used in CIreal, CIbeta, plotPR, plotStates, pseudoRes, stateProbs, and viterbi.

Usage

is.momentuHMM(x)

Arguments

x

An R object

Value

TRUE if x is of class momentuHMM, FALSE otherwise.


Is momentuHMMData

Description

Check that an object is of class momentuHMMData. Used in fitHMM.

Usage

is.momentuHMMData(x)

Arguments

x

An R object

Value

TRUE if x is of class momentuHMMData, FALSE otherwise.


Forward log-probabilities

Description

Used in stateProbs and pseudoRes.

Usage

logAlpha(m)

Arguments

m

A momentuHMM, miHMM, or miSum object.

Value

A list of length model$conditions$mixtures where each element is a matrix of forward log-probabilities for each mixture.

Examples

## Not run: 
# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m

la <- momentuHMM:::logAlpha(m)

## End(Not run)

Backward log-probabilities

Description

Used in stateProbs.

Usage

logBeta(m)

Arguments

m

A momentuHMM, miHMM, or miSum object.

Value

A list of length model$conditions$mixtures where each element is a matrix of backward log-probabilities for each mixture.

Examples

## Not run: 
# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m

lb <- momentuHMM:::logBeta(m)

## End(Not run)

Fit continuous-time multivariate HMMs to multiple imputation data

Description

Fit an approximate continuous-time (multivariate) hidden Markov model to multiple imputation data. Multiple imputation is a method for accommodating missing data, temporal-irregularity, or location measurement error in hidden Markov models, where pooled parameter estimates reflect uncertainty attributable to observation error. The discrete-time approximation of the continuous-time model improves as the time between observations decreases. Note that any time-varying covariates are assumed piece-wise constant between observations.

Usage

MIfitCTHMM(miData, ...)

## Default S3 method:
MIfitCTHMM(
  miData,
  nSims,
  ncores = 1,
  poolEstimates = TRUE,
  alpha = 0.95,
  na.rm = FALSE,
  Time.name = "time",
  Time.unit = "auto",
  CTDS = FALSE,
  nbStates,
  dist,
  Par0,
  beta0 = NULL,
  delta0 = NULL,
  estAngleMean = NULL,
  circularAngleMean = NULL,
  formula = ~1,
  formulaDelta = NULL,
  stationary = FALSE,
  mixtures = 1,
  formulaPi = NULL,
  nlmPar = NULL,
  fit = TRUE,
  useInitial = FALSE,
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaCons = NULL,
  deltaCons = NULL,
  mvnCoords = NULL,
  stateNames = NULL,
  knownStates = NULL,
  fixPar = NULL,
  retryFits = 0,
  retrySD = NULL,
  optMethod = "nlm",
  control = list(),
  prior = NULL,
  modelName = NULL,
  kappa = Inf,
  covNames = NULL,
  spatialCovs = NULL,
  centers = NULL,
  centroids = NULL,
  angleCovs = NULL,
  altCoordNames = NULL,
  gradient = FALSE,
  smoothGradient = FALSE,
  weights = c(1/2, 1/8, 1/8, 1/8, 1/8),
  scaleGrad = NULL,
  method = "IS",
  parIS = 1000,
  dfSim = Inf,
  grid.eps = 1,
  crit = 2.5,
  scaleSim = 1,
  quad.ask = FALSE,
  force.quad = TRUE,
  fullPost = TRUE,
  dfPostIS = Inf,
  scalePostIS = 1,
  thetaSamp = NULL,
  export = NULL,
  rast,
  directions = 4,
  zero.idx = integer(),
  interpMethod = "ShortestPath",
  spatialCovs.grad = NULL,
  crw = TRUE,
  normalize.gradients = FALSE,
  grad.point.decreasing = FALSE,
  ...
)

## S3 method for class 'hierarchical'
MIfitCTHMM(
  miData,
  nSims,
  ncores = 1,
  poolEstimates = TRUE,
  alpha = 0.95,
  na.rm = FALSE,
  Time.name = "time",
  Time.unit = "auto",
  CTDS = FALSE,
  hierStates,
  hierDist,
  Par0,
  hierBeta = NULL,
  hierDelta = NULL,
  estAngleMean = NULL,
  circularAngleMean = NULL,
  hierFormula = NULL,
  hierFormulaDelta = NULL,
  mixtures = 1,
  formulaPi = NULL,
  nlmPar = NULL,
  fit = TRUE,
  useInitial = FALSE,
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaCons = NULL,
  deltaCons = NULL,
  mvnCoords = NULL,
  knownStates = NULL,
  fixPar = NULL,
  retryFits = 0,
  retrySD = NULL,
  optMethod = "nlm",
  control = list(),
  prior = NULL,
  modelName = NULL,
  kappa = Inf,
  covNames = NULL,
  spatialCovs = NULL,
  centers = NULL,
  centroids = NULL,
  angleCovs = NULL,
  altCoordNames = NULL,
  gradient = FALSE,
  smoothGradient = FALSE,
  weights = c(1/2, 1/8, 1/8, 1/8, 1/8),
  scaleGrad = NULL,
  method = "IS",
  parIS = 1000,
  dfSim = Inf,
  grid.eps = 1,
  crit = 2.5,
  scaleSim = 1,
  quad.ask = FALSE,
  force.quad = TRUE,
  fullPost = TRUE,
  dfPostIS = Inf,
  scalePostIS = 1,
  thetaSamp = NULL,
  export = NULL,
  rast,
  directions = 4,
  zero.idx = integer(),
  interpMethod = "ShortestPath",
  spatialCovs.grad = NULL,
  crw = TRUE,
  normalize.gradients = FALSE,
  grad.point.decreasing = FALSE,
  ...
)

Arguments

miData

A crwData object, a crwHierData object, a crwSim object, a crwHierSim object, a list of momentuHMMData objects, or a list of momentuHierHMMData objects.

...

further arguments passed to or from other methods

nSims

Number of imputations in which to fit the HMM using fitCTHMM. If miData is a list of momentuHMMData objects, nSims cannot exceed the length of miData.

ncores

Number of cores to use for parallel processing. Default: 1 (no parallel processing).

poolEstimates

Logical indicating whether or not to calculate pooled parameter estimates across the nSims imputations using MIpool. Default: TRUE.

alpha

Significance level for calculating confidence intervals of pooled estimates when poolEstimates=TRUE (see MIpool). Default: 0.95.

na.rm

Logical indicating whether or not to exclude model fits with NA parameter estimates or standard errors from pooling when poolEstimates=TRUE (see MIpool). Default: FALSE.

Time.name

Character string indicating name of the time column. Default: 'time'. Ignored if miData is a crwData object.

Time.unit

Character string indicating units for time difference between observations (e.g. 'auto', 'secs', 'mins', 'hours', 'days', 'weeks'). Ignored unless data[[Time.name]] is of class date-time or date. Default: 'auto'.

CTDS

Logical indicating whether multiple imputation location data should be prepared for a continuous-time, discrete-space analysis. See prepCTDS. Default: FALSE. Ignored unless miData is a crwData object.

nbStates

Number of states of the HMM. See fitCTHMM.

dist

A named list indicating the probability distributions of the data streams. See fitCTHMM.

Par0

A named list containing vectors of initial state-dependent probability distribution parameters for each data stream specified in dist. See fitCTHMM. Par0 may also be a list of length nSims, where each element is a named list containing vectors of initial state-dependent probability distribution parameters for each imputation. Note that if useInitial=TRUE then Par0 is ignored after the first imputation.

beta0

Initial matrix of regression coefficients for the transition probabilities. See fitCTHMM. beta0 may also be a list of length nSims, where each element is an initial matrix of regression coefficients for the transition probabilities for each imputation.

delta0

Initial values for the initial distribution of the HMM. See fitCTHMM. delta0 may also be a list of length nSims, where each element is the initial values for the initial distribution of the HMM for each imputation.

estAngleMean

An optional named list indicating whether or not to estimate the angle mean for data streams with angular distributions ('vm' and 'wrpcauchy'). See fitCTHMM.

circularAngleMean

An optional named list indicating whether to use circular-linear or circular-circular regression on the mean of circular distributions ('vm' and 'wrpcauchy') for turning angles. See fitCTHMM.

formula

Regression formula for the transition probability covariates. See fitCTHMM.

formulaDelta

Regression formula for the initial distribution. See fitCTHMM.

stationary

FALSE if there are time-varying covariates in formula or any covariates in formulaDelta. If TRUE, the initial distribution is considered equal to the stationary distribution. See fitCTHMM.

mixtures

Number of mixtures for the state transition probabilities (i.e. discrete random effects *sensu* DeRuiter et al. 2017). Default: mixtures=1.

formulaPi

Regression formula for the mixture distribution probabilities. See fitCTHMM.

nlmPar

List of parameters to pass to the optimization function nlm (which should be either print.level, gradtol, stepmax, steptol, iterlim, or hessian – see nlm's documentation for more detail). For print.level, the default value of 0 means that no printing occurs, a value of 1 means that the first and last iterations of the optimization are detailed, and a value of 2 means that each iteration of the optimization is detailed. Ignored unless optMethod="nlm".

fit

TRUE if the HMM should be fitted to the data, FALSE otherwise. See fitCTHMM. If fit=FALSE and miData is a crwData object, then MIfitCTHMM returns a list containing a momentuHMMData object (if nSims=1) or, if nSims>1, a crwSim object.

useInitial

Logical indicating whether or not to use parameter estimates for the first model fit as initial values for all subsequent model fits. If ncores>1 then the first model is fit on a single core and then used as the initial values for all subsequent model fits on each core (in this case, the progress of the initial model fit can be followed using the print.level option in nlmPar). Default: FALSE. Ignored if nSims<2.

DM

An optional named list indicating the design matrices to be used for the probability distribution parameters of each data stream. See fitCTHMM.

userBounds

An optional named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream. See fitCTHMM.

workBounds

An optional named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters. See fitCTHMM.

betaCons

Matrix of the same dimension as beta0 composed of integers identifying any equality constraints among the t.p.m. parameters. See fitCTHMM.

deltaCons

Matrix of the same dimension as delta0 composed of integers identifying any equality constraints among the initial distribution working scale parameters. Ignored unless a formula is provided in formulaDelta. See fitCTHMM.

mvnCoords

Character string indicating the name of location data that are to be modeled using a multivariate normal distribution. For example, if mu="mvnorm2" was included in dist and (mu.x, mu.y) are location data, then mvnCoords="mu" needs to be specified in order for these data to be properly treated as locations in functions such as plot.momentuHMM, plot.miSum, plot.miHMM, plotSpatialCov, and MIpool.

stateNames

Optional character vector of length nbStates indicating state names.

knownStates

Vector of values of the state process which are known prior to fitting the model (if any). See fitCTHMM. If miData is a list of momentuHMMData objects, then knownStates can alternatively be a list of vectors containing the known values for the state process for each element of miData.

fixPar

An optional list of vectors indicating parameters which are assumed known prior to fitting the model. See fitCTHMM.

retryFits

Non-negative integer indicating the number of times to attempt to iteratively fit the model using random perturbations of the current parameter estimates as the initial values for likelihood optimization. See fitCTHMM.

retrySD

An optional list of scalars or vectors indicating the standard deviation to use for normal perturbations of each working scale parameter when retryFits>0. See fitCTHMM.

optMethod

The optimization method to be used. Can be “nlm” (the default; see nlm), “TMB” (using Template Model Builder; see optimx for control parameters), “Nelder-Mead” (see optim), or “SANN” (see optim).

control

A list of control parameters to be passed to optim (ignored unless optMethod="TMB", optMethod="Nelder-Mead", or optMethod="SANN").

prior

A function that returns the log-density of the working scale parameter prior distribution(s). See fitCTHMM.

modelName

An optional character string providing a name for the fitted model. If provided, modelName will be returned in print.momentuHMM, AIC.momentuHMM, AICweights, and other functions.

kappa

maximum allowed value for the row sums of the off-diagonal elements in the state transition rate matrix, such that the minimum value for the diagonal elements is -kappa. Default: Inf. Setting less than Inf can help avoid numerical issues during optimization, in which case the transition rate parameters beta are on the logit scale (instead of the log scale).

covNames

Names of any covariates in miData$crwPredict (if miData is a crwData object; otherwise covNames is ignored). See prepData.

spatialCovs

List of raster layer(s) for any spatial covariates. See prepData.

centers

2-column matrix providing the x-coordinates (column 1) and y-coordinates (column 2) for any activity centers (e.g., potential centers of attraction or repulsion) from which distance and angle covariates will be calculated based on realizations of the position process. See prepData. Ignored unless miData is a crwData object.

centroids

List where each element is a data frame containing the x-coordinates ('x'), y-coordinates ('y'), and times (with user-specified name, e.g., ‘time’) for centroids (i.e., dynamic activity centers where the coordinates can change over time) from which distance and angle covariates will be calculated based on the location data. See prepData. Ignored unless miData is a crwData object.

angleCovs

Character vector indicating the names of any circular-circular regression angular covariates in miData$crwPredict that need conversion from standard direction (in radians relative to the x-axis) to turning angle (relative to previous movement direction) See prepData. Ignored unless miData is a crwData or crwHierData object.

altCoordNames

Character string indicating an alternative name for the returned location data. See prepData. Ignored unless miData is a crwData or crwHierData object.

gradient

Logical indicating whether or not to calculate gradients of spatialCovs using bilinear interpolation (e.g. for inclusion in potential functions). Ignored unless miData is a crwData or crwHierData object. See prepData. Default: FALSE.

smoothGradient

Logical indicating whether or not to calculate smoothed gradients. See addSmoothGradient. Ignored unless gradient=TRUE. Default: FALSE.

weights

Numeric vector indicating the weight for the points in a smoothed version of the gradient. See addSmoothGradient. Ignored unless smoothGradient=TRUE. Default: c(1/2, 1/8, 1/8, 1/8, 1/8).

scaleGrad

Numeric scalar indicating the distance from the observed location to each smoothing point (before adjusting by time step). See addSmoothGradient. Ignored unless smoothGradient=TRUE.

method

Method for obtaining weights for movement parameter samples. See crwSimulator. Ignored unless miData is a crwData object.

parIS

Size of the parameter importance sample. See crwSimulator. Ignored unless miData is a crwData object.

dfSim

Degrees of freedom for the t approximation to the parameter posterior. See 'df' argument in crwSimulator. Ignored unless miData is a crwData object.

grid.eps

Grid size for method="quadrature". See crwSimulator. Ignored unless miData is a crwData object.

crit

Criterion for deciding "significance" of quadrature points (difference in log-likelihood). See crwSimulator. Ignored unless miData is a crwData object.

scaleSim

Scale multiplier for the covariance matrix of the t approximation. See 'scale' argument in crwSimulator. Ignored unless miData is a crwData object.

quad.ask

Logical, for method='quadrature'. Whether or not the sampler should ask if quadrature sampling should take place. It is used to stop the sampling if the number of likelihood evaluations would be extreme. Default: FALSE. Ignored if ncores>1.

force.quad

A logical indicating whether or not to force the execution of the quadrature method for large parameter vectors. See crwSimulator. Default: TRUE. Ignored unless miData is a crwData object and method=``quadrature''.

fullPost

Logical indicating whether to draw parameter values as well to simulate full posterior. See crwPostIS. Ignored unless miData is a crwData object.

dfPostIS

Degrees of freedom for multivariate t distribution approximation to parameter posterior. See 'df' argument in crwPostIS. Ignored unless miData is a crwData object.

scalePostIS

Extra scaling factor for t distribution approximation. See 'scale' argument in crwPostIS. Ignored unless miData is a crwData object.

thetaSamp

If multiple parameter samples are available in crwSimulator objects, setting thetaSamp=n will use the nth sample. Defaults to the last. See crwSimulator and crwPostIS. Ignored unless miData is a crwData object.

export

Character vector of the names of any additional objects or functions in the global environment that are used in DM, formula, formulaDelta, and/or formulaPi. Only necessary if ncores>1 so that the needed items will be exported to the workers.

rast

A raster object or raster stack object that will define the discrete-space grid cells for the CTDS movement path. See prepCTDS. Ignored unless miData is a crwData object and CTDS is TRUE.

directions

Integer. See prepCTDS. Ignored unless miData is a crwData object and CTDS is TRUE.

zero.idx

Integer vector of the indices of raster cells that are not passable and should be excluded. See prepCTDS. Ignored unless miData is a crwData object and CTDS is TRUE.

interpMethod

Specifies interpolation method. See prepCTDS. Ignored unless miData is a crwData object and CTDS is TRUE.

spatialCovs.grad

List of raster objects for spatio-temporally referenced covariates, where a directional gradient is to be calculated internally using rast.grad. See prepCTDS. Ignored unless miData is a crwData object and CTDS is TRUE.

crw

Logical. See prepCTDS. Ignored unless miData is a crwData object and CTDS is TRUE.

normalize.gradients

Logical. See prepCTDS. Ignored unless miData is a crwData object and CTDS is TRUE.

grad.point.decreasing

Logical. See prepCTDS. Ignored unless miData is a crwData object and CTDS is TRUE.

hierStates

A hierarchical model structure Node for the states. See fitCTHMM.

hierDist

A hierarchical data structure Node for the data streams. See fitCTHMM.

hierBeta

A hierarchical data structure Node for the matrix of initial values for the regression coefficients of the transition probabilities at each level of the hierarchy ('beta'). See fitCTHMM.

hierDelta

A hierarchical data structure Node for the matrix of initial values for the regression coefficients of the initial distribution at each level of the hierarchy ('delta'). See fitCTHMM.

hierFormula

A hierarchical formula structure for the transition probability covariates for each level of the hierarchy. See fitCTHMM.

hierFormulaDelta

A hierarchical formula structure for the initial distribution covariates for each level of the hierarchy ('formulaDelta'). Default: NULL (no covariate effects and fixPar$delta is specified on the working scale). See fitCTHMM.

Details

miData can either be a crwData or crwHierData object (as returned by crawlWrap), a crwSim or crwHierSim object (as returned by MIfitCTHMM when fit=FALSE), or a list of momentuHMMData or momentuHierHMMData objects (e.g., each element of the list as returned by prepData).

If miData is a crwData (or crwHierData) object, MIfitCTHMM uses a combination of crwSimulator, crwPostIS, prepData, and fitCTHMM to draw nSims realizations of the position process and fit the specified HMM to each imputation of the data. The vast majority of MIfitCTHMM arguments are identical to the corresponding arguments from these functions.

If miData is a crwData or crwHierData object, nSims determines both the number of realizations of the position process to draw (using crwSimulator and crwPostIS) as well as the number of HMM fits.

If miData is a crwSim (or crwHierSim) object or a list of momentuHMMData (or momentuHierHMMData) object(s), the specified HMM will simply be fitted to each of the momentuHMMData (or momentuHierHMMData) objects and all arguments related to crwSimulator, crwPostIS, or prepData are ignored.

fitCTHMM assumes the snapshot property applies to all data stream distributions (i.e. observations are “instantaneous”) except for the (multivariate) normal random walk (rw_norm, rw_mvnorm2, rw_mvnorm3) and Poisson (pois) distributions. For these particular distributions, the observed data are not “instantaneous”; they depend on the time interval between observations (Δt)(\Delta_t) and, hence, the state sequence during the entire interval. When fitting with fitCTHMM (or MIfitCTHMM), it is critical that the frequency of observations is high relative to the serial correlation in the hidden state process in order for the discrete-time approximation of fitCTHMM to be reasonably accurate for these distributions.

Value

If nSims>1, poolEstimates=TRUE, and fit=TRUE, a miHMM object, i.e., a list consisting of:

miSum

miSum object returned by MIpool.

HMMfits

List of length nSims comprised of momentuHMM objects.

If poolEstimates=FALSE and fit=TRUE, a list of length nSims consisting of momentuHMM objects is returned.

However, if fit=FALSE and miData is a crwData object, then MIfitCTHMM returns a crwSim object, i.e., a list containing miData (a list of momentuHMMData objects) and crwSimulator (a list of crwSimulator objects),and most other arguments related to fitCTHMM are ignored.

References

Hooten M.B., Johnson D.S., McClintock B.T., Morales J.M. 2017. Animal Movement: Statistical Models for Telemetry Data. CRC Press, Boca Raton.

McClintock B.T. 2017. Incorporating telemetry error into hidden Markov movement models using multiple imputation. Journal of Agricultural, Biological, and Environmental Statistics.

See Also

crawlWrap, crwPostIS, crwSimulator, fitCTHMM, getParDM, MIpool, prepData, prepCTDS


Fit HMMs to multiple imputation data

Description

Fit a (multivariate) hidden Markov model to multiple imputation data. Multiple imputation is a method for accommodating missing data, temporal-irregularity, or location measurement error in hidden Markov models, where pooled parameter estimates reflect uncertainty attributable to observation error.

Usage

MIfitHMM(miData, ...)

## Default S3 method:
MIfitHMM(
  miData,
  nSims,
  ncores = 1,
  poolEstimates = TRUE,
  alpha = 0.95,
  na.rm = FALSE,
  nbStates,
  dist,
  Par0,
  beta0 = NULL,
  delta0 = NULL,
  estAngleMean = NULL,
  circularAngleMean = NULL,
  formula = ~1,
  formulaDelta = NULL,
  stationary = FALSE,
  mixtures = 1,
  formulaPi = NULL,
  nlmPar = NULL,
  fit = TRUE,
  useInitial = FALSE,
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaCons = NULL,
  betaRef = NULL,
  deltaCons = NULL,
  mvnCoords = NULL,
  stateNames = NULL,
  knownStates = NULL,
  fixPar = NULL,
  retryFits = 0,
  retrySD = NULL,
  optMethod = "nlm",
  control = list(),
  prior = NULL,
  modelName = NULL,
  covNames = NULL,
  spatialCovs = NULL,
  centers = NULL,
  centroids = NULL,
  angleCovs = NULL,
  altCoordNames = NULL,
  gradient = FALSE,
  smoothGradient = FALSE,
  weights = c(1/2, 1/8, 1/8, 1/8, 1/8),
  scaleGrad = NULL,
  method = "IS",
  parIS = 1000,
  dfSim = Inf,
  grid.eps = 1,
  crit = 2.5,
  scaleSim = 1,
  quad.ask = FALSE,
  force.quad = TRUE,
  fullPost = TRUE,
  dfPostIS = Inf,
  scalePostIS = 1,
  thetaSamp = NULL,
  export = NULL,
  ...
)

## S3 method for class 'hierarchical'
MIfitHMM(
  miData,
  nSims,
  ncores = 1,
  poolEstimates = TRUE,
  alpha = 0.95,
  na.rm = FALSE,
  hierStates,
  hierDist,
  Par0,
  hierBeta = NULL,
  hierDelta = NULL,
  estAngleMean = NULL,
  circularAngleMean = NULL,
  hierFormula = NULL,
  hierFormulaDelta = NULL,
  mixtures = 1,
  formulaPi = NULL,
  nlmPar = NULL,
  fit = TRUE,
  useInitial = FALSE,
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaCons = NULL,
  deltaCons = NULL,
  mvnCoords = NULL,
  knownStates = NULL,
  fixPar = NULL,
  retryFits = 0,
  retrySD = NULL,
  optMethod = "nlm",
  control = list(),
  prior = NULL,
  modelName = NULL,
  covNames = NULL,
  spatialCovs = NULL,
  centers = NULL,
  centroids = NULL,
  angleCovs = NULL,
  altCoordNames = NULL,
  gradient = FALSE,
  smoothGradient = FALSE,
  weights = c(1/2, 1/8, 1/8, 1/8, 1/8),
  scaleGrad = NULL,
  method = "IS",
  parIS = 1000,
  dfSim = Inf,
  grid.eps = 1,
  crit = 2.5,
  scaleSim = 1,
  quad.ask = FALSE,
  force.quad = TRUE,
  fullPost = TRUE,
  dfPostIS = Inf,
  scalePostIS = 1,
  thetaSamp = NULL,
  export = NULL,
  ...
)

Arguments

miData

A crwData object, a crwHierData object, a crwSim object, a crwHierSim object, a list of momentuHMMData objects, or a list of momentuHierHMMData objects.

...

further arguments passed to or from other methods

nSims

Number of imputations in which to fit the HMM using fitHMM. If miData is a list of momentuHMMData objects, nSims cannot exceed the length of miData.

ncores

Number of cores to use for parallel processing. Default: 1 (no parallel processing).

poolEstimates

Logical indicating whether or not to calculate pooled parameter estimates across the nSims imputations using MIpool. Default: TRUE.

alpha

Significance level for calculating confidence intervals of pooled estimates when poolEstimates=TRUE (see MIpool). Default: 0.95.

na.rm

Logical indicating whether or not to exclude model fits with NA parameter estimates or standard errors from pooling when poolEstimates=TRUE (see MIpool). Default: FALSE.

nbStates

Number of states of the HMM. See fitHMM.

dist

A named list indicating the probability distributions of the data streams. See fitHMM.

Par0

A named list containing vectors of initial state-dependent probability distribution parameters for each data stream specified in dist. See fitHMM. Par0 may also be a list of length nSims, where each element is a named list containing vectors of initial state-dependent probability distribution parameters for each imputation. Note that if useInitial=TRUE then Par0 is ignored after the first imputation.

beta0

Initial matrix of regression coefficients for the transition probabilities. See fitHMM. beta0 may also be a list of length nSims, where each element is an initial matrix of regression coefficients for the transition probabilities for each imputation.

delta0

Initial values for the initial distribution of the HMM. See fitHMM. delta0 may also be a list of length nSims, where each element is the initial values for the initial distribution of the HMM for each imputation.

estAngleMean

An optional named list indicating whether or not to estimate the angle mean for data streams with angular distributions ('vm' and 'wrpcauchy'). See fitHMM.

circularAngleMean

An optional named list indicating whether to use circular-linear or circular-circular regression on the mean of circular distributions ('vm' and 'wrpcauchy') for turning angles. See fitHMM.

formula

Regression formula for the transition probability covariates. See fitHMM.

formulaDelta

Regression formula for the initial distribution. See fitHMM.

stationary

FALSE if there are time-varying covariates in formula or any covariates in formulaDelta. If TRUE, the initial distribution is considered equal to the stationary distribution. See fitHMM.

mixtures

Number of mixtures for the state transition probabilities (i.e. discrete random effects *sensu* DeRuiter et al. 2017). Default: mixtures=1.

formulaPi

Regression formula for the mixture distribution probabilities. See fitHMM.

nlmPar

List of parameters to pass to the optimization function nlm (which should be either print.level, gradtol, stepmax, steptol, iterlim, or hessian – see nlm's documentation for more detail). For print.level, the default value of 0 means that no printing occurs, a value of 1 means that the first and last iterations of the optimization are detailed, and a value of 2 means that each iteration of the optimization is detailed. Ignored unless optMethod="nlm".

fit

TRUE if the HMM should be fitted to the data, FALSE otherwise. See fitHMM. If fit=FALSE and miData is a crwData object, then MIfitHMM returns a list containing a momentuHMMData object (if nSims=1) or, if nSims>1, a crwSim object.

useInitial

Logical indicating whether or not to use parameter estimates for the first model fit as initial values for all subsequent model fits. If ncores>1 then the first model is fit on a single core and then used as the initial values for all subsequent model fits on each core (in this case, the progress of the initial model fit can be followed using the print.level option in nlmPar). Default: FALSE. Ignored if nSims<2.

DM

An optional named list indicating the design matrices to be used for the probability distribution parameters of each data stream. See fitHMM.

userBounds

An optional named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream. See fitHMM.

workBounds

An optional named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters. See fitHMM.

betaCons

Matrix of the same dimension as beta0 composed of integers identifying any equality constraints among the t.p.m. parameters. See fitHMM.

betaRef

Numeric vector of length nbStates indicating the reference elements for the t.p.m. multinomial logit link. See fitHMM.

deltaCons

Matrix of the same dimension as delta0 composed of integers identifying any equality constraints among the initial distribution working scale parameters. Ignored unless a formula is provided in formulaDelta. See fitHMM.

mvnCoords

Character string indicating the name of location data that are to be modeled using a multivariate normal distribution. For example, if mu="mvnorm2" was included in dist and (mu.x, mu.y) are location data, then mvnCoords="mu" needs to be specified in order for these data to be properly treated as locations in functions such as plot.momentuHMM, plot.miSum, plot.miHMM, plotSpatialCov, and MIpool.

stateNames

Optional character vector of length nbStates indicating state names.

knownStates

Vector of values of the state process which are known prior to fitting the model (if any). See fitHMM. If miData is a list of momentuHMMData objects, then knownStates can alternatively be a list of vectors containing the known values for the state process for each element of miData.

fixPar

An optional list of vectors indicating parameters which are assumed known prior to fitting the model. See fitHMM.

retryFits

Non-negative integer indicating the number of times to attempt to iteratively fit the model using random perturbations of the current parameter estimates as the initial values for likelihood optimization. See fitHMM.

retrySD

An optional list of scalars or vectors indicating the standard deviation to use for normal perturbations of each working scale parameter when retryFits>0. See fitHMM.

optMethod

The optimization method to be used. Can be “nlm” (the default; see nlm), “TMB” (using Template Model Builder; see optimx for control parameters), “Nelder-Mead” (see optim), or “SANN” (see optim).

control

A list of control parameters to be passed to optim (ignored unless optMethod="Nelder-Mead" or optMethod="SANN").

prior

Either a function that returns the log-density of the working scale parameter prior distribution(s) (if optMethod!='TMB') or, if optMethod='TMB', a named list with optional entries matching the names of the data streams (i.e. names(dist)) or “beta” (state transition parameters), where each entry is a 2-column matrix (first column = mean, second column = sd) specifying the mean and standard deviation of the normal priors for each working parameter (any rows with NAs indicate no prior for the corresponding parameter). See fitHMM.

modelName

An optional character string providing a name for the fitted model. If provided, modelName will be returned in print.momentuHMM, AIC.momentuHMM, AICweights, and other functions.

covNames

Names of any covariates in miData$crwPredict (if miData is a crwData object; otherwise covNames is ignored). See prepData. If miData is a crwData object, any covariate in miData$crwPredict that is used in formula, formulaDelta, formulaPi, or DM must be included in covNames.

spatialCovs

List of raster layer(s) for any spatial covariates. See prepData.

centers

2-column matrix providing the x-coordinates (column 1) and y-coordinates (column 2) for any activity centers (e.g., potential centers of attraction or repulsion) from which distance and angle covariates will be calculated based on realizations of the position process. See prepData. Ignored unless miData is a crwData object.

centroids

List where each element is a data frame containing the x-coordinates ('x'), y-coordinates ('y'), and times (with user-specified name, e.g., ‘time’) for centroids (i.e., dynamic activity centers where the coordinates can change over time) from which distance and angle covariates will be calculated based on the location data. See prepData. Ignored unless miData is a crwData object.

angleCovs

Character vector indicating the names of any circular-circular regression angular covariates in miData$crwPredict that need conversion from standard direction (in radians relative to the x-axis) to turning angle (relative to previous movement direction) See prepData. Ignored unless miData is a crwData or crwHierData object.

altCoordNames

Character string indicating an alternative name for the returned location data. See prepData. Ignored unless miData is a crwData or crwHierData object.

gradient

Logical indicating whether or not to calculate gradients of spatialCovs using bilinear interpolation (e.g. for inclusion in potential functions). Ignored unless miData is a crwData or crwHierData object. See prepData. Default: FALSE.

smoothGradient

Logical indicating whether or not to calculate smoothed gradients. See addSmoothGradient. Ignored unless gradient=TRUE. Default: FALSE.

weights

Numeric vector indicating the weight for the points in a smoothed version of the gradient. See addSmoothGradient. Ignored unless smoothGradient=TRUE. Default: c(1/2, 1/8, 1/8, 1/8, 1/8).

scaleGrad

Numeric scalar indicating the distance from the observed location to each smoothing point. See addSmoothGradient. Ignored unless smoothGradient=TRUE.

method

Method for obtaining weights for movement parameter samples. See crwSimulator. Ignored unless miData is a crwData object.

parIS

Size of the parameter importance sample. See crwSimulator. Ignored unless miData is a crwData object.

dfSim

Degrees of freedom for the t approximation to the parameter posterior. See 'df' argument in crwSimulator. Ignored unless miData is a crwData object.

grid.eps

Grid size for method="quadrature". See crwSimulator. Ignored unless miData is a crwData object.

crit

Criterion for deciding "significance" of quadrature points (difference in log-likelihood). See crwSimulator. Ignored unless miData is a crwData object.

scaleSim

Scale multiplier for the covariance matrix of the t approximation. See 'scale' argument in crwSimulator. Ignored unless miData is a crwData object.

quad.ask

Logical, for method='quadrature'. Whether or not the sampler should ask if quadrature sampling should take place. It is used to stop the sampling if the number of likelihood evaluations would be extreme. Default: FALSE. Ignored if ncores>1.

force.quad

A logical indicating whether or not to force the execution of the quadrature method for large parameter vectors. See crwSimulator. Default: TRUE. Ignored unless miData is a crwData object and method=``quadrature''.

fullPost

Logical indicating whether to draw parameter values as well to simulate full posterior. See crwPostIS. Ignored unless miData is a crwData object.

dfPostIS

Degrees of freedom for multivariate t distribution approximation to parameter posterior. See 'df' argument in crwPostIS. Ignored unless miData is a crwData object.

scalePostIS

Extra scaling factor for t distribution approximation. See 'scale' argument in crwPostIS. Ignored unless miData is a crwData object.

thetaSamp

If multiple parameter samples are available in crwSimulator objects, setting thetaSamp=n will use the nth sample. Defaults to the last. See crwSimulator and crwPostIS. Ignored unless miData is a crwData object.

export

Character vector of the names of any additional objects or functions in the global environment that are used in DM, formula, formulaDelta, and/or formulaPi. Only necessary if ncores>1 so that the needed items will be exported to the workers.

hierStates

A hierarchical model structure Node for the states. See fitHMM.

hierDist

A hierarchical data structure Node for the data streams. See fitHMM.

hierBeta

A hierarchical data structure Node for the matrix of initial values for the regression coefficients of the transition probabilities at each level of the hierarchy ('beta'). See fitHMM.

hierDelta

A hierarchical data structure Node for the matrix of initial values for the regression coefficients of the initial distribution at each level of the hierarchy ('delta'). See fitHMM.

hierFormula

A hierarchical formula structure for the transition probability covariates for each level of the hierarchy. See fitHMM.

hierFormulaDelta

A hierarchical formula structure for the initial distribution covariates for each level of the hierarchy ('formulaDelta'). Default: NULL (no covariate effects and fixPar$delta is specified on the working scale). See fitHMM.

Details

miData can either be a crwData or crwHierData object (as returned by crawlWrap), a crwSim or crwHierSim object (as returned by MIfitHMM when fit=FALSE), or a list of momentuHMMData or momentuHierHMMData objects (e.g., each element of the list as returned by prepData).

If miData is a crwData (or crwHierData) object, MIfitHMM uses a combination of crwSimulator, crwPostIS, prepData, and fitHMM to draw nSims realizations of the position process and fit the specified HMM to each imputation of the data. The vast majority of MIfitHMM arguments are identical to the corresponding arguments from these functions.

If miData is a crwData or crwHierData object, nSims determines both the number of realizations of the position process to draw (using crwSimulator and crwPostIS) as well as the number of HMM fits.

If miData is a crwSim (or crwHierSim) object or a list of momentuHMMData (or momentuHierHMMData) object(s), the specified HMM will simply be fitted to each of the momentuHMMData (or momentuHierHMMData) objects and all arguments related to crwSimulator, crwPostIS, or prepData are ignored.

Value

If nSims>1, poolEstimates=TRUE, and fit=TRUE, a miHMM object, i.e., a list consisting of:

miSum

miSum object returned by MIpool.

HMMfits

List of length nSims comprised of momentuHMM objects.

If poolEstimates=FALSE and fit=TRUE, a list of length nSims consisting of momentuHMM objects is returned.

However, if fit=FALSE and miData is a crwData object, then MIfitHMM returns a crwSim object, i.e., a list containing miData (a list of momentuHMMData objects) and crwSimulator (a list of crwSimulator objects),and most other arguments related to fitHMM are ignored.

References

Hooten M.B., Johnson D.S., McClintock B.T., Morales J.M. 2017. Animal Movement: Statistical Models for Telemetry Data. CRC Press, Boca Raton.

McClintock B.T. 2017. Incorporating telemetry error into hidden Markov movement models using multiple imputation. Journal of Agricultural, Biological, and Environmental Statistics.

See Also

crawlWrap, crwPostIS, crwSimulator, fitHMM, getParDM, MIpool, prepData

Examples

# Don't run because it takes too long on a single core
## Not run: 
# extract simulated obsData from example data
obsData <- miExample$obsData

# error ellipse model
err.model <- list(x= ~ ln.sd.x - 1, y =  ~ ln.sd.y - 1, rho =  ~ error.corr)

# create crwData object by fitting crwMLE models to obsData and predict locations 
# at default intervals for both individuals
crwOut <- crawlWrap(obsData=obsData,
         theta=c(4,0),fixPar=c(1,1,NA,NA),
         err.model=err.model)

# HMM specifications
nbStates <- 2
stepDist <- "gamma"
angleDist <- "vm"
mu0 <- c(20,70)
sigma0 <- c(10,30)
kappa0 <- c(1,1)
stepPar0 <- c(mu0,sigma0)
anglePar0 <- c(-pi/2,pi/2,kappa0)
formula <- ~cov1+cos(cov2)
nbCovs <- 2
beta0 <- matrix(c(rep(-1.5,nbStates*(nbStates-1)),rep(0,nbStates*(nbStates-1)*nbCovs)),
                nrow=nbCovs+1,byrow=TRUE)

# first fit HMM to best predicted position process
bestData<-prepData(crwOut,covNames=c("cov1","cov2"))
bestFit<-fitHMM(bestData,
                nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
                Par0=list(step=stepPar0,angle=anglePar0),beta0=beta0,
                formula=formula,estAngleMean=list(angle=TRUE))
            
print(bestFit)

# extract estimates from 'bestFit'
bPar0 <- getPar(bestFit)

# Fit nSims=5 imputations of the position process
miFits<-MIfitHMM(miData=crwOut,nSims=5,
                  nbStates=nbStates,dist=list(step=stepDist,angle=angleDist),
                  Par0=bPar0$Par,beta0=bPar0$beta,delta0=bPar0$delta,
                  formula=formula,estAngleMean=list(angle=TRUE),
                  covNames=c("cov1","cov2"))

# print pooled estimates
print(miFits)

## End(Not run)

Constructor of miHMM objects

Description

Constructor of miHMM objects

Usage

miHMM(m)

Arguments

m

A list with attributes miSum (a miSum object) and HMMfits (a list of momentuHMM objects).

miHMM objects are returned by MIfitHMM when arguments fit=TRUE, nSims>1, and poolEstimates=TRUE.

Value

An object miHMM.


Calculate pooled parameter estimates and states across multiple imputations

Description

Calculate pooled parameter estimates and states across multiple imputations

Usage

MIpool(im, alpha = 0.95, ncores = 1, covs = NULL, na.rm = FALSE)

Arguments

im

List comprised of momentuHMM or momentuHierHMM objects

alpha

Significance level for calculating confidence intervals of pooled estimates (including location error ellipses). Default: 0.95.

ncores

Number of cores to use for parallel processing. Default: 1 (no parallel processing).

covs

Data frame consisting of a single row indicating the covariate values to be used in the calculation of pooled natural parameters. For any covariates that are not specified using covs, the means of the covariate(s) across the imputations are used (unless the covariate is a factor, in which case the first factor in the data is used). By default, no covariates are specified.

na.rm

Logical indicating whether or not to exclude model fits with NA parameter estimates or standard errors from pooling. Default: FALSE.

Details

Pooled estimates, standard errors, and confidence intervals are calculated using standard multiple imputation formulas. Working scale parameters are pooled using MIcombine and t-distributed confidence intervals. Natural scale parameters and normally-distributed confidence intervals are calculated by transforming the pooled working scale parameters and, if applicable, are based on covariate means across all imputations (and/or values specified in covs).

The calculation of pooled error ellipses uses dataEllipse from the car package. The suggested package car is not automatically imported by momentuHMM and must be installed in order to calculate error ellipses. A warning will be triggered if the car package is required but not installed.

Note that pooled estimates for timeInStates and stateProbs do not include within-model uncertainty and are based entirely on across-model variability.

Value

A miSum object, i.e., a list comprised of model and pooled parameter summaries, including data (averaged across imputations), conditions, Par, and MIcombine (as returned by MIcombine for working parameters).

miSum$Par is a list comprised of:

beta

Pooled estimates for the working parameters

real

Estimates for the natural parameters based on pooled working parameters and covariate means (or covs) across imputations (if applicable)

timeInStates

The proportion of time steps assigned to each state

states

The most freqent state assignment for each time step based on the viterbi algorithm for each model fit

stateProbs

Pooled state probability estimates for each time step

mixtureProbs

Pooled mixture probabilities for each individual (only applies if mixtures>1)

hierStateProbs

Pooled state probability estimates for each time step at each level of the hierarchy (only applies if im is comprised of momentuHierHMM objects)

Examples

## Not run: 
# Extract data and crawl inputs from miExample
obsData <- miExample$obsData

# error ellipse model
err.model <- list(x= ~ ln.sd.x - 1, y =  ~ ln.sd.y - 1, rho =  ~ error.corr)

# Fit crawl to obsData
crwOut <- crawlWrap(obsData,theta=c(4,0),fixPar=c(1,1,NA,NA),
                    err.model=err.model)
                    
# Fit four imputations
bPar <- miExample$bPar
HMMfits <- MIfitHMM(crwOut,nSims=4,poolEstimates=FALSE,
                   nbStates=2,dist=list(step="gamma",angle="vm"),
                   Par0=bPar$Par,beta0=bPar$beta,
                   formula=~cov1+cos(cov2),
                   estAngleMean=list(angle=TRUE),
                   covNames=c("cov1","cov2"))
                   
# Pool estimates
miSum <- MIpool(HMMfits)
print(miSum)

## End(Not run)

Constructor of miSum objects

Description

Constructor of miSum objects

Usage

miSum(m)

Arguments

m

A list of attributes required for multiple imputation summaries: data (averaged across imputations), Par (the pooled estimates of the parameters of the model), conditions (conditions used to fit the model), and MIcombine (as returned by MIcombine for the working parameters).

Value

An object miSum.


Mixture probabilities

Description

For a fitted model, this function computes the probability of each individual being in a particular mixture

Usage

mixtureProbs(m, getCI = FALSE, alpha = 0.95)

Arguments

m

momentuHMM or momentuHierHMM object

getCI

Logical indicating whether to calculate standard errors and logit-transformed confidence intervals for fitted momentuHMM or momentuHierHMM object. Default: FALSE.

alpha

Significance level of the confidence intervals (if getCI=TRUE). Default: 0.95 (i.e. 95% CIs).

Details

When getCI=TRUE, it can take a while for large data sets and/or a large number of mixtures because the model likelihood for each individual must be repeatedly evaluated in order to numerically approximate the SEs.

Value

The matrix of individual mixture probabilities, with element [i,j] the probability of individual i being in mixture j

References

Maruotti, A., and T. Ryden. 2009. A semiparametric approach to hidden Markov models under longitudinal observations. Statistics and Computing 19: 381-393.

Examples

## Not run: 
nObs <- 100
nbAnimals <- 20
dist <- list(step="gamma",angle="vm")
Par <- list(step=c(100,1000,50,100),angle=c(0,0,0.1,2))

# create sex covariate
cov <- data.frame(sex=factor(rep(c("F","M"),each=nObs*nbAnimals/2)))
formulaPi <- ~ sex + 0

# Females more likely in mixture 1, males more likely in mixture 2
beta <- list(beta=matrix(c(-1.5,-0.5,-1.5,-3),2,2),
             pi=matrix(c(-2,2),2,1,dimnames=list(c("sexF","sexM"),"mix2"))) 

data.mix<-simData(nbAnimals=nbAnimals,obsPerAnimal=nObs,nbStates=2,dist=dist,Par=Par,
                  beta=beta,formulaPi=formulaPi,mixtures=2,covs=cov) 

Par0 <- list(step=Par$step, angle=Par$angle[3:4])   
m.mix <- fitHMM(data.mix, nbStates=2, dist=dist, Par0 = Par0, 
                beta0=beta,formulaPi=formulaPi,mixtures=2)
                
mixProbs <- mixtureProbs(m.mix, getCI=TRUE)

## End(Not run)

Constructor of momentuHierHMM objects

Description

Constructor of momentuHierHMM objects

Usage

momentuHierHMM(m)

Arguments

m

A list of attributes of the fitted model: mle (the maximum likelihood estimates of the parameters of the model), data (the fitHMM data), mod (the object returned by the fitHMM numerical optimizer nlm or optim), conditions (conditions used to fit the model: hierStates, hierDist, zeroInflation, estAngleMean, circularAngleMean stationary, formula, userBounds, bounds, workBounds, DM, etc.), stateNames, and rawCovs (optional – only if there are transition probability matrix covariates in the data).

Value

An object momentuHierHMM.


Constructor of momentuHierHMMData objects

Description

Constructor of momentuHierHMMData objects

Usage

momentuHierHMMData(data)

Arguments

data

A dataframe containing: ID (the ID(s) of the observed animal(s)), level (the level of the hierarchy for each observation), and the data streams such as step (the step lengths, if any), angle (the turning angles, if any), x (either easting or longitude, if any), y (either norting or latitude, if any), and covariates (if any).

Value

An object momentuHierHMMData.


Constructor of momentuHMM objects

Description

Constructor of momentuHMM objects

Usage

momentuHMM(m)

Arguments

m

A list of attributes of the fitted model: mle (the maximum likelihood estimates of the parameters of the model), data (the fitHMM data), mod (the object returned by the fitHMM numerical optimizer nlm or optim), conditions (conditions used to fit the model: dist, zeroInflation, estAngleMean, circularAngleMean stationary, formula, userBounds, bounds, workBounds, DM, etc.), stateNames, and rawCovs (optional – only if there are transition probability matrix covariates in the data).

Value

An object momentuHMM.


Constructor of momentuHMMData objects

Description

Constructor of momentuHMMData objects

Usage

momentuHMMData(data)

Arguments

data

A dataframe containing: ID (the ID(s) of the observed animal(s)) and the data streams such as step (the step lengths, if any), angle (the turning angles, if any), x (either easting or longitude, if any), y (either norting or latitude, if any), and covariates (if any).

Value

An object momentuHMMData.


Scaling function: natural to working parameters.

Description

Scales each data stream probability distribution parameter from its natural interval to the set of real numbers, to allow for unconstrained optimization. Used during the optimization of the log-likelihood. Parameters of any data streams for which a design matrix is specified are ignored.

Usage

n2w(
  par,
  bounds,
  beta,
  delta = NULL,
  nbStates,
  estAngleMean,
  DM,
  Bndind,
  dist,
  TMB = FALSE
)

Arguments

par

Named list of vectors containing the initial parameter values for each data stream.

bounds

Named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream.

beta

List of regression coefficients for the transition probabilities.

delta

Initial distribution. Default: NULL ; if the initial distribution is not estimated.

nbStates

The number of states of the HMM.

estAngleMean

Named list indicating whether or not to estimate the angle mean for data streams with angular distributions ('vm' and 'wrpcauchy').

DM

An optional named list indicating the design matrices to be used for the probability distribution parameters of each data stream. Each element of DM can either be a named list of linear regression formulas or a matrix.

Bndind

Named list indicating whether DM is NULL with default parameter bounds for each data stream.

dist

A named list indicating the probability distributions of the data streams.

TMB

logical indicating whether or not optMethod='TMB'. Default: FALSE.

Value

A vector of unconstrained parameters.

Examples

## Not run: 
m<-example$m
nbStates <- 2
nbCovs <- 2
parSize <- list(step=2,angle=2)
par <- list(step=c(t(m$mle$step)),angle=c(t(m$mle$angle)))
bounds <- m$conditions$bounds
beta <- matrix(rnorm(6),ncol=2,nrow=3)
delta <- c(0.6,0.4)

#working parameters
wpar <- momentuHMM:::n2w(par,bounds,list(beta=beta),log(delta[-1]/delta[1]),nbStates,
m$conditions$estAngleMean,NULL,m$conditions$Bndind,
m$conditions$dist)

#natural parameter
p <-   momentuHMM:::w2n(wpar,bounds,parSize,nbStates,nbCovs,m$conditions$estAngleMean,
m$conditions$circularAngleMean,lapply(m$conditions$dist,function(x) x=="vmConsensus"),
m$conditions$stationary,m$conditions$fullDM,
m$conditions$DMind,1,m$conditions$dist,m$conditions$Bndind,
matrix(1,nrow=length(unique(m$data$ID)),ncol=1),covsDelta=m$covsDelta,
workBounds=m$conditions$workBounds)

## End(Not run)

Negative log-likelihood function

Description

Negative log-likelihood function

Usage

nLogLike(
  optPar,
  nbStates,
  formula,
  bounds,
  parSize,
  data,
  dist,
  covs,
  estAngleMean,
  circularAngleMean,
  consensus,
  zeroInflation,
  oneInflation,
  stationary = FALSE,
  fullDM,
  DMind,
  Bndind,
  knownStates,
  fixPar,
  wparIndex,
  nc,
  meanind,
  covsDelta,
  workBounds,
  prior = NULL,
  betaCons = NULL,
  betaRef,
  deltaCons = NULL,
  optInd = NULL,
  recovs = NULL,
  g0covs = NULL,
  mixtures = 1,
  covsPi,
  recharge = NULL,
  aInd = aInd,
  CT = FALSE,
  dtIndex = NULL,
  kappa = Inf,
  crwST = FALSE
)

Arguments

optPar

Vector of working parameters.

nbStates

Number of states of the HMM.

formula

Regression formula for the transition probability covariates.

bounds

Named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream.

parSize

Named list indicating the number of natural parameters of the data stream probability distributions

data

An object momentuHMMData.

dist

Named list indicating the probability distributions of the data streams.

covs

data frame containing the beta model covariates (if any)

estAngleMean

Named list indicating whether or not to estimate the angle mean for data streams with angular distributions ('vm' and 'wrpcauchy').

circularAngleMean

Named list indicating whether to use circular-linear or circular-circular regression on the mean of circular distributions ('vm' and 'wrpcauchy') for turning angles. See fitHMM.

consensus

Named list indicating whether to use the circular-circular regression consensus model

zeroInflation

Named list of logicals indicating whether the probability distributions of the data streams are zero-inflated.

oneInflation

Named list of logicals indicating whether the probability distributions of the data streams are one-inflated.

stationary

FALSE if there are time-varying covariates in formula or any covariates in formulaDelta. If TRUE, the initial distribution is considered equal to the stationary distribution. Default: FALSE.

fullDM

Named list containing the full (i.e. not shorthand) design matrix for each data stream.

DMind

Named list indicating whether fullDM includes individual- and/or temporal-covariates for each data stream specifies (-1,1) bounds for the concentration parameters instead of the default [0,1) bounds.

Bndind

Named list indicating whether DM is NULL with default parameter bounds for each data stream.

knownStates

Vector of values of the state process which are known prior to fitting the model (if any).

fixPar

Vector of working parameters which are assumed known prior to fitting the model (NA indicates parameters is to be estimated).

wparIndex

Vector of indices for the elements of fixPar that are not NA.

nc

indicator for zeros in fullDM

meanind

index for circular-circular regression mean angles with at least one non-zero entry in fullDM

covsDelta

data frame containing the delta model covariates (if any)

workBounds

named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters

prior

A function that returns the log-density of the working scale parameter prior distribution(s)

betaCons

Matrix of the same dimension as beta0 composed of integers identifying any equality constraints among the t.p.m. parameters.

betaRef

Indices of reference elements for t.p.m. multinomial logit link.

deltaCons

Matrix of the same dimension as delta0 composed of integers identifying any equality constraints among the initial distribution working scale parameters.

optInd

indices of constrained parameters

recovs

data frame containing the recharge model theta covariates (if any)

g0covs

data frame containing the recharge model g0 covariates (if any)

mixtures

Number of mixtures for the state transition probabilities

covsPi

data frame containing the pi model covariates

recharge

recharge model specification (only used for hierarchical models)

aInd

vector of indices of first observation for each animal

CT

logical indicating whether to fit discrete-time approximation of a continuous-time model

dtIndex

time difference index for calculating transition probabilities of hierarchical continuous-time models

kappa

maximum allowed value for the row sums of the off-diagonal elements in the state transition rate matrix, such that the minimum value for the diagonal elements is -kappa. Default: Inf. Setting less than Inf can help avoid numerical issues during optimization, in which case the transition rate parameters beta are on the logit scale (instead of the log scale). Ignored unless CT=TRUE.

crwST

logical indicating whether to fit a correlated step and turn random walk model

Value

The negative log-likelihood of the parameters given the data.

Examples

## Not run: 
# data is a momentuHMMData object (as returned by prepData), automatically loaded with the package
data <- example$m$data
m<-example$m
Par <- getPar(m)
nbStates <- length(m$stateNames)

inputs <- momentuHMM:::checkInputs(nbStates,m$conditions$dist,Par$Par,m$conditions$estAngleMean,
          m$conditions$circularAngleMean,m$conditions$zeroInflation,m$conditions$oneInflation,
          m$conditions$DM,m$conditions$userBounds,
          m$stateNames)

wpar <- momentuHMM:::n2w(Par$Par,m$conditions$bounds,list(beta=Par$beta),
        log(Par$delta[-1]/Par$delta[1]),nbStates,m$conditions$estAngleMean,
        m$conditions$DM,m$conditions$Bndind,
        m$conditions$dist)

l <- momentuHMM:::nLogLike(wpar,nbStates,m$conditions$formula,m$conditions$bounds,
     inputs$p$parSize,data,inputs$dist,model.matrix(m$conditions$formula,data),
     m$conditions$estAngleMean,m$conditions$circularAngleMean,inputs$consensus,
     m$conditions$zeroInflation,m$conditions$oneInflation,m$conditions$stationary,
     m$conditions$fullDM,m$conditions$DMind,
     m$conditions$Bndind,m$knownStates,unlist(m$conditions$fixPar),
     m$conditions$wparIndex,covsDelta=m$covsDelta,workBounds=m$conditions$workBounds,
     betaRef=m$conditions$betaRef,covsPi=m$covsPi)

## End(Not run)

Negative log-likelihood

Description

Computation of the negative log-likelihood (forward algorithm - written in C++)

Usage

nLogLike_rcpp(
  nbStates,
  covs,
  data,
  dataNames,
  dist,
  Par,
  aInd,
  zeroInflation,
  oneInflation,
  stationary,
  knownStates,
  betaRef,
  mixtures,
  dtIndex,
  CT = FALSE,
  kappa = NA_real_
)

Arguments

nbStates

Number of states,

covs

Covariates,

data

A momentuHMMData object of the observations,

dataNames

Character vector containing the names of the data streams,

dist

Named list indicating the probability distributions of the data streams.

Par

Named list containing the state-dependent parameters of the data streams, matrix of regression coefficients for the transition probabilities ('beta'), and initial distribution ('delta').

aInd

Vector of indices of the rows at which the data switches to another animal

zeroInflation

Named list of logicals indicating whether the probability distributions of the data streams are zero-inflated.

oneInflation

Named list of logicals indicating whether the probability distributions of the data streams are one-inflated.

stationary

false if there are time-varying covariates in formula or any covariates in formulaDelta. If true, the initial distribution is considered equal to the stationary distribution. Default: false.

knownStates

Vector of values of the state process which are known prior to fitting the model (if any). Default: NULL (states are not known). This should be a vector with length the number of rows of 'data'; each element should either be an integer (the value of the known states) or NA if the state is not known.

betaRef

Indices of reference elements for t.p.m. multinomial logit link.

mixtures

Number of mixtures for the state transition probabilities

dtIndex

time difference index for calculating transition probabilities of hierarchical continuous-time models

CT

logical indicating whether to fit discrete-time approximation of a continuous-time model

kappa

maximum allowed value for the row sums of the off-diagonal elements in the state transition rate matrix, such that the minimum value for the diagonal elements is -kappa. Default: Inf. Setting less than Inf can help avoid numerical issues during optimization, in which case the transition rate parameters beta are on the logit scale (instead of the log scale).

Value

Negative log-likelihood


Parameters definition

Description

Parameters definition

Usage

parDef(
  dist,
  nbStates,
  estAngleMean,
  zeroInflation,
  oneInflation,
  DM,
  userBounds = NULL
)

Arguments

dist

Named list indicating the probability distributions of the data streams.

nbStates

Number of states of the HMM.

estAngleMean

Named list indicating whether or not to estimate the angle mean for data streams with angular distributions ('vm' and 'wrpcauchy').

zeroInflation

Named list of logicals indicating whether the probability distributions of the data streams should be zero-inflated.

oneInflation

Named list of logicals indicating whether the probability distributions of the data streams are one-inflated.

DM

An optional named list indicating the design matrices to be used for the probability distribution parameters of each data stream. Each element of DM can either be a named list of linear regression formulas or a matrix.

userBounds

An optional named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream. For example, for a 2-state model using the wrapped Cauchy ('wrpcauchy') distribution for a data stream named 'angle' with estAngleMean$angle=TRUE), userBounds=list(angle=matrix(c(-pi,-pi,-1,-1,pi,pi,1,1),4,2)) specifies (-1,1) bounds for the concentration parameters instead of the default [0,1) bounds.

Value

A list of:

parSize

Named list indicating the number of natural parameters of the data stream probability distributions.

bounds

Named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream.

parNames

Names of parameters of the probability distribution for each data stream.

Bndind

Named list indicating whether DM is NULL with default parameter bounds for each data stream.

Examples

## Not run: 
pD<-momentuHMM:::parDef(list(step="gamma",angle="wrpcauchy"),
    nbStates=2,list(step=FALSE,angle=FALSE),list(step=FALSE,angle=FALSE),
    list(step=FALSE,angle=FALSE),NULL,NULL)

## End(Not run)

Plot crwData

Description

Plot observed locations, error ellipses (if applicable), predicted locations, and prediction intervals from crwData or crwHierData object.

Usage

## S3 method for class 'crwData'
plot(
  x,
  animals = NULL,
  compact = FALSE,
  ask = TRUE,
  plotEllipse = TRUE,
  crawlPlot = FALSE,
  ...
)

Arguments

x

An object crwData or crwHierData (as returned by crawlWrap).

animals

Vector of indices or IDs of animals for which information will be plotted. Default: NULL ; all animals are plotted.

compact

TRUE for a compact plot (all individuals at once), FALSE otherwise (default – one individual at a time). Ignored unless crwPredictPlot=FALSE.

ask

If TRUE, the execution pauses between each plot.

plotEllipse

If TRUE (the default) then error ellipses are plotted (if applicable). Ignored unless crwPredictPlot=FALSE.

crawlPlot

Logical indicating whether or not to create individual plots using crwPredictPlot. See crwPredictPlot for details.

...

Further arguments for passing to crwPredictPlot

Details

In order for error ellipses to be plotted, the names for the semi-major axis, semi-minor axis, and orientation in x$crwPredict must respectively be error_semimajor_axis, error_semiminor_axis, and error_ellipse_orientation.

If the crwData (or crwHierData) object was created using data generated by simData (or simHierData) or simObsData, then the true locations (mux,muy) are also plotted.

See Also

crwPredictPlot

Examples

## Not run: 
# extract simulated obsData from example data
obsData <- miExample$obsData

# error ellipse model
err.model <- list(x= ~ ln.sd.x - 1, y =  ~ ln.sd.y - 1, rho =  ~ error.corr)

# create crwData object
crwOut <- crawlWrap(obsData=obsData,
         theta=c(4,0),fixPar=c(1,1,NA,NA),
         err.model=err.model)

plot(crwOut,compact=TRUE,ask=FALSE,plotEllipse=FALSE)

## End(Not run)

Plot miHMM

Description

For multiple imputation analyses, plot the pooled data stream densities over histograms of the data, probability distribution parameters and transition probabilities as functions of the covariates, and maps of the animals' tracks colored by the decoded states.

Usage

## S3 method for class 'miHMM'
plot(
  x,
  animals = NULL,
  covs = NULL,
  ask = TRUE,
  breaks = "Sturges",
  hist.ylim = NULL,
  sepAnimals = FALSE,
  sepStates = FALSE,
  col = NULL,
  cumul = TRUE,
  plotTracks = TRUE,
  plotCI = FALSE,
  alpha = 0.95,
  plotStationary = FALSE,
  plotEllipse = TRUE,
  return = FALSE,
  ...
)

Arguments

x

Object miHMM (as returned by MIfitHMM)

animals

Vector of indices or IDs of animals for which information will be plotted. Default: NULL ; all animals are plotted.

covs

Data frame consisting of a single row indicating the covariate values to be used in plots. If none are specified, the means of any covariates appearing in the model are used (unless covariate is a factor, in which case the first factor appearing in the data is used).

ask

If TRUE, the execution pauses between each plot.

breaks

Histogram parameter. See hist documentation.

hist.ylim

Parameter ylim for the step length histograms. See hist documentation. Default: NULL ; the function sets default values.

sepAnimals

If TRUE, the data is split by individuals in the histograms. Default: FALSE.

sepStates

If TRUE, the data is split by states in the histograms. Default: FALSE.

col

Vector or colors for the states (one color per state).

cumul

If TRUE, the sum of weighted densities is plotted (default).

plotTracks

If TRUE, the Viterbi-decoded tracks are plotted (default).

plotCI

Logical indicating whether to include confidence intervals in natural parameter plots (default: FALSE)

alpha

Significance level of the confidence intervals (if plotCI=TRUE). Default: 0.95 (i.e. 95% CIs).

plotStationary

Logical indicating whether to plot the stationary state probabilities as a function of any covariates (default: FALSE)

plotEllipse

Logical indicating whether to plot error ellipses around imputed location means. Default: TRUE.

return

Logical indicating whether to return a list containing estimates, SEs, CIs, and covariate values used to create the plots for each mixture and state. Ignored if plotCI=FALSE. Default: FALSE.

...

Additional arguments passed to graphics::plot and graphics::hist functions. These can currently include asp, cex, cex.axis, cex.lab, cex.legend, cex.main, legend.pos, and lwd. See par. legend.pos can be a single keyword from the list “bottomright”, “bottom”, “bottomleft”, “left”, “topleft”, “top”, “topright”, “right”, and “center”. Note that asp and cex only apply to plots of animal tracks.

Details

The state-dependent densities are weighted by the frequency of each state in the most probable state sequence (decoded with the function viterbi for each imputation). For example, if the most probable state sequence indicates that one third of observations correspond to the first state, and two thirds to the second state, the plots of the densities in the first state are weighted by a factor 1/3, and in the second state by a factor 2/3.

Examples

## Not run: 
# Extract data from miExample
obsData <- miExample$obsData

# error ellipse model
err.model <- list(x= ~ ln.sd.x - 1, y =  ~ ln.sd.y - 1, rho =  ~ error.corr)

# Fit crawl to obsData
crwOut <- crawlWrap(obsData,theta=c(4,0),fixPar=c(1,1,NA,NA),
                    err.model=err.model)
                    
# Fit four imputations
bPar <- miExample$bPar
HMMfits <- MIfitHMM(crwOut,nSims=4,poolEstimates=FALSE,
                   nbStates=2,dist=list(step="gamma",angle="vm"),
                   Par0=bPar$Par,beta0=bPar$beta,
                   formula=~cov1+cos(cov2),
                   estAngleMean=list(angle=TRUE),
                   covNames=c("cov1","cov2"))
                   
miHMM <- momentuHMM:::miHMM(list(miSum=MIpool(HMMfits),HMMfits=HMMfits))
plot(miHMM)

## End(Not run)

Plot miSum

Description

Plot the fitted step and angle densities over histograms of the data, transition probabilities as functions of the covariates, and maps of the animals' tracks colored by the decoded states.

Usage

## S3 method for class 'miSum'
plot(
  x,
  animals = NULL,
  covs = NULL,
  ask = TRUE,
  breaks = "Sturges",
  hist.ylim = NULL,
  sepAnimals = FALSE,
  sepStates = FALSE,
  col = NULL,
  cumul = TRUE,
  plotTracks = TRUE,
  plotCI = FALSE,
  alpha = 0.95,
  plotStationary = FALSE,
  plotEllipse = TRUE,
  return = FALSE,
  ...
)

Arguments

x

Object miSum (as return by MIpool)

animals

Vector of indices or IDs of animals for which information will be plotted. Default: NULL ; all animals are plotted.

covs

Data frame consisting of a single row indicating the covariate values to be used in plots. If none are specified, the means of any covariates appearing in the model are used (unless covariate is a factor, in which case the first factor appearing in the data is used).

ask

If TRUE, the execution pauses between each plot.

breaks

Histogram parameter. See hist documentation.

hist.ylim

Parameter ylim for the step length histograms. See hist documentation. Default: NULL ; the function sets default values.

sepAnimals

If TRUE, the data is split by individuals in the histograms. Default: FALSE.

sepStates

If TRUE, the data is split by states in the histograms. Default: FALSE.

col

Vector or colors for the states (one color per state).

cumul

If TRUE, the sum of weighted densities is plotted (default).

plotTracks

If TRUE, the Viterbi-decoded tracks are plotted (default).

plotCI

Logical indicating whether to include confidence intervals in natural parameter plots (default: FALSE)

alpha

Significance level of the confidence intervals (if plotCI=TRUE). Default: 0.95 (i.e. 95% CIs).

plotStationary

Logical indicating whether to plot the stationary state probabilities as a function of any covariates (default: FALSE)

plotEllipse

Logical indicating whether to plot error ellipses around imputed location means. Default: TRUE.

return

Logical indicating whether to return a list containing estimates, SEs, CIs, and covariate values used to create the plots for each mixture and state. Ignored if plotCI=FALSE. Default: FALSE.

...

Additional arguments passed to graphics::plot and graphics::hist functions. These can currently include asp, cex, cex.axis, cex.lab, cex.legend, cex.main, legend.pos, and lwd. See par. legend.pos can be a single keyword from the list “bottomright”, “bottom”, “bottomleft”, “left”, “topleft”, “top”, “topright”, “right”, and “center”. Note that asp and cex only apply to plots of animal tracks.

Details

The state-dependent densities are weighted by the frequency of each state in the most probable state sequence (decoded with the function viterbi for each imputation). For example, if the most probable state sequence indicates that one third of observations correspond to the first state, and two thirds to the second state, the plots of the densities in the first state are weighted by a factor 1/3, and in the second state by a factor 2/3.

Examples

## Not run: 
# Extract data from miExample
obsData <- miExample$obsData

# error ellipse model
err.model <- list(x= ~ ln.sd.x - 1, y =  ~ ln.sd.y - 1, rho =  ~ error.corr)

# Fit crawl to obsData
crwOut <- crawlWrap(obsData,theta=c(4,0),fixPar=c(1,1,NA,NA),
                    err.model=err.model)
                    
# Fit four imputations
bPar <- miExample$bPar
HMMfits <- MIfitHMM(crwOut,nSims=4,poolEstimates=FALSE,
                   nbStates=2,dist=list(step="gamma",angle="vm"),
                   Par0=bPar$Par,beta0=bPar$beta,
                   formula=~cov1+cos(cov2),
                   estAngleMean=list(angle=TRUE),
                   covNames=c("cov1","cov2"))
                   
# Pool estimates
miSum <- MIpool(HMMfits)
plot(miSum)

## End(Not run)

Plot momentuHMM

Description

Plot the fitted step and angle densities over histograms of the data, transition probabilities as functions of the covariates, and maps of the animals' tracks colored by the decoded states.

Usage

## S3 method for class 'momentuHMM'
plot(
  x,
  animals = NULL,
  covs = NULL,
  ask = TRUE,
  breaks = "Sturges",
  hist.ylim = NULL,
  sepAnimals = FALSE,
  sepStates = FALSE,
  col = NULL,
  cumul = TRUE,
  plotTracks = TRUE,
  plotCI = FALSE,
  alpha = 0.95,
  plotStationary = FALSE,
  return = FALSE,
  ...
)

Arguments

x

Object momentuHMM

animals

Vector of indices or IDs of animals for which information will be plotted. Default: NULL ; all animals are plotted.

covs

Data frame consisting of a single row indicating the covariate values to be used in plots. If none are specified, the means of any covariates appearing in the model are used (unless covariate is a factor, in which case the first factor in the data is used).

ask

If TRUE, the execution pauses between each plot.

breaks

Histogram parameter. See hist documentation.

hist.ylim

An optional named list of vectors specifying ylim=c(ymin,ymax) for the data stream histograms. See hist documentation. Default: NULL ; the function sets default values for all data streams.

sepAnimals

If TRUE, the data is split by individuals in the histograms. Default: FALSE.

sepStates

If TRUE, the data is split by states in the histograms. Default: FALSE.

col

Vector or colors for the states (one color per state).

cumul

If TRUE, the sum of weighted densities is plotted (default).

plotTracks

If TRUE, the Viterbi-decoded tracks are plotted (default).

plotCI

Logical indicating whether to include confidence intervals in natural parameter plots (default: FALSE)

alpha

Significance level of the confidence intervals (if plotCI=TRUE). Default: 0.95 (i.e. 95% CIs).

plotStationary

Logical indicating whether to plot the stationary state probabilities as a function of any covariates (default: FALSE). Ignored unless covariate are included in formula.

return

Logical indicating whether to return a list containing: 1) estimates, SEs, CIs, and covariate values used to create the plots for each mixture and state (estimates); and 2) recorded plots (via recordPlot) of the density/histogram and parameter plots (plots). Note that estimates are not returned if plotCI=FALSE. Default: FALSE.

...

Additional arguments passed to graphics::plot and graphics::hist functions. These can currently include asp, cex, cex.axis, cex.lab, cex.legend, cex.main, legend.pos, and lwd. See par. legend.pos can be a single keyword from the list “bottomright”, “bottom”, “bottomleft”, “left”, “topleft”, “top”, “topright”, “right”, and “center”. Note that asp and cex only apply to plots of animal tracks.

Details

The state-dependent densities are weighted by the frequency of each state in the most probable state sequence (decoded with the function viterbi). For example, if the most probable state sequence indicates that one third of observations correspond to the first state, and two thirds to the second state, the plots of the densities in the first state are weighted by a factor 1/3, and in the second state by a factor 2/3.

Confidence intervals for natural parameters are calculated from the working parameter point and covariance estimates using finite-difference approximations of the first derivative for the transformation (see grad). For example, if dN is the numerical approximation of the first derivative of the transformation N = exp(x_1 * B_1 + x_2 * B_2) for covariates (x_1, x_2) and working parameters (B_1, B_2), then var(N)=dN %*% Sigma %*% dN, where Sigma=cov(B_1,B_2), and normal confidence intervals can be constructed as N +/- qnorm(1-(1-alpha)/2) * se(N).

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m

plot(m,ask=TRUE,animals=1,breaks=20,plotCI=TRUE)

Plot momentuHMMData or momentuHierHMMData

Description

Plot momentuHMMData or momentuHierHMMData

Usage

## S3 method for class 'momentuHMMData'
plot(
  x,
  dataNames = c("step", "angle"),
  animals = NULL,
  compact = FALSE,
  ask = TRUE,
  breaks = "Sturges",
  ...
)

Arguments

x

An object momentuHMMData or momentuHierHMMData

dataNames

Names of the variables to plot. Default is dataNames=c("step","angle").

animals

Vector of indices or IDs of animals for which information will be plotted. Default: NULL ; all animals are plotted.

compact

TRUE for a compact plot (all individuals at once), FALSE otherwise (default – one individual at a time).

ask

If TRUE, the execution pauses between each plot.

breaks

Histogram parameter. See hist documentation.

...

Currently unused. For compatibility with generic method.

Examples

# data is a momentuHMMData object (as returned by prepData), automatically loaded with the package
data <- example$m$data

plot(data,dataNames=c("step","angle","cov1","cov2"),
     compact=TRUE,breaks=20,ask=FALSE)

Plot pseudo-residuals

Description

Plots time series, qq-plots (against the standard normal distribution) using qqPlot, and sample ACF functions of the pseudo-residuals for each data stream

Usage

plotPR(m, lag.max = NULL, ncores = 1)

Arguments

m

A momentuHMM, momentuHierHMM, miHMM, HMMfits, or miSum object.

lag.max

maximum lag at which to calculate the acf. See acf.

ncores

number of cores to use for parallel processing

Details

  • If some turning angles in the data are equal to pi, the corresponding pseudo-residuals will not be included. Indeed, given that the turning angles are defined on (-pi,pi], an angle of pi results in a pseudo-residual of +Inf (check Section 6.2 of reference for more information on the computation of pseudo-residuals).

  • If some data streams are zero-inflated and/or one-inflated, the corresponding pseudo- residuals are shown as segments, because pseudo-residuals for discrete data are defined as segments (see Zucchini and MacDonald, 2009, Section 6.2).

  • For multiple imputation analyses, if m is a miHMM object or a list of momentuHMM objects, then the pseudo-residuals are individually calculated and plotted for each model fit. Note that pseudo-residuals for miSum objects (as returned by MIpool) are based on pooled parameter estimates and the means of the data values across all imputations (and therefore may not be particularly meaningful).

References

Zucchini, W. and MacDonald, I.L. 2009. Hidden Markov Models for Time Series: An Introduction Using R. Chapman & Hall (London).

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m

plotPR(m)

Plot observations on satellite image

Description

Plot tracking data on a satellite map. This function plots coordinates in longitude and latitude (not UTM), so if data coordinates are not provided in longitude and latitude, then the coordinate reference system must be provided using the projargs argument. This function uses the package ggmap to fetch a satellite image from Google. An Internet connection is required to use this function.

Usage

plotSat(
  data,
  zoom = NULL,
  location = NULL,
  segments = TRUE,
  compact = TRUE,
  col = NULL,
  alpha = 1,
  size = 1,
  shape = 16,
  states = NULL,
  animals = NULL,
  ask = TRUE,
  return = FALSE,
  stateNames = NULL,
  projargs = NULL
)

Arguments

data

Data frame or momentuHMMData object, with necessary fields 'x' (longitudinal direction) and 'y' (latitudinal direction). A momentuHMM, miHMM, or miSum object is also permitted, from which the data will be extracted. If states=NULL and a momentuHMM, miHMM, or miSum object is provided, the decoded states are automatically plotted.

zoom

The zoom level, as defined for get_map. Integer value between 3 (continent) and 21 (building).

location

Location of the center of the map to be plotted (this must be in the same coordinate reference system as data).

segments

TRUE if segments should be plotted between the observations (default), FALSE otherwise.

compact

FALSE if tracks should be plotted separately, TRUE otherwise (default).

col

Palette of colours to use for the dots and segments. If not specified, uses default palette.

alpha

Transparency argument for geom_point.

size

Size argument for geom_point.

shape

Shape argument for geom_point. If states is provided, then shape must either be a scalar or a vector of length length(unique(states)). If states=NULL, then shape must either be a scalar or a vector consisting of a value for each individual to be plotted.

states

A sequence of integers, corresponding to the decoded states for these data (such that the observations are colored by states).

animals

Vector of indices or IDs of animals/tracks to be plotted. Default: NULL; all animals are plotted.

ask

If TRUE, the execution pauses between each plot.

return

If TRUE, the function returns a ggplot object (which can be edited and plotted manually). If FALSE, the function automatically plots the map (default).

stateNames

Optional character vector of length max(states) indicating state names. Ignored unless states is provided.

projargs

A character string of PROJ.4 projection arguments indicating the coordinate reference system for data and location coordinates (if not longitude and latitude). A CRS object is also permitted. If projargs is provided, the coordinates will be internally transformed to longitude and latitude for plotting.

Details

If the plot displays the message "Sorry, we have no imagery here", try a lower level of zoom.

References

D. Kahle and H. Wickham. ggmap: Spatial Visualization with ggplot2. The R Journal, 5(1), 144-161. URL: http://journal.r-project.org/archive/2013-1/kahle-wickham.pdf


Plot observations on raster image

Description

Plot tracking data over a raster layer.

Usage

plotSpatialCov(
  data,
  spatialCov,
  segments = TRUE,
  compact = TRUE,
  col = NULL,
  alpha = 1,
  size = 1,
  shape = 16,
  states = NULL,
  animals = NULL,
  ask = TRUE,
  return = FALSE,
  stateNames = NULL,
  colors = c("darkblue", "lightblue")
)

Arguments

data

Data frame or momentuHMMData object, with necessary fields 'x' (longitudinal direction) and 'y' (latitudinal direction). A momentuHMM, miHMM, or miSum object is also permitted, from which the data will be extracted. If states=NULL and a momentuHMM, miHMM, or miSum object is provided, the decoded states are automatically plotted.

spatialCov

raster object of the RasterLayer class on which to plot the location data

segments

TRUE if segments should be plotted between the observations (default), FALSE otherwise.

compact

FALSE if tracks should be plotted separately, TRUE otherwise (default).

col

Palette of colours to use for the dots and segments. If not specified, uses default palette.

alpha

Transparency argument for geom_point.

size

Size argument for geom_point.

shape

Shape argument for geom_point. If states is provided, then shape must either be a scalar or a vector of length length(unique(states)). If states=NULL, then shape must either be a scalar or a vector consisting of a value for each individual to be plotted.

states

A sequence of integers, corresponding to the decoded states for these data. If specified, the observations are colored by states.

animals

Vector of indices or IDs of animals/tracks to be plotted. Default: NULL; all animals are plotted.

ask

If TRUE, the execution pauses between each plot.

return

If TRUE, the function returns a ggplot object (which can be edited and plotted manually). If FALSE, the function automatically plots the map (default).

stateNames

Optional character vector of length max(states) indicating state names. Ignored unless states is provided.

colors

Colours argument for geom_raster. Default: c("darkblue","lightblue").

Examples

## Not run: 
stepDist <- "gamma"
angleDist <- "vm"

# plot simulated data over forest raster automatically loaded with the packge
spatialCov<-list(forest=forest)
data <- simData(nbAnimals=2,nbStates=2,dist=list(step=stepDist,angle=angleDist),
                Par=list(step=c(100,1000,50,100),angle=c(0,0,0.1,5)),
                beta=matrix(c(5,-10,-25,50),nrow=2,ncol=2,byrow=TRUE),
                formula=~forest,spatialCovs=spatialCov,
                obsPerAnimal=225,states=TRUE)

plotSpatialCov(data,forest,states=data$states)

## End(Not run)

Plot states

Description

Plot the states and states probabilities.

Usage

plotStates(m, animals = NULL, ask = TRUE)

Arguments

m

A momentuHMM, momentuHierHMM, miHMM, or miSum object

animals

Vector of indices or IDs of animals for which states will be plotted.

ask

If TRUE, the execution pauses between each plot.

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m

# plot states for first and second animals
plotStates(m,animals=c(1,2))

Plot stationary state probabilities

Description

Plot stationary state probabilities

Usage

plotStationary(
  model,
  covs = NULL,
  col = NULL,
  plotCI = FALSE,
  alpha = 0.95,
  return = FALSE,
  ...
)

Arguments

model

momentuHMM, momentuHierHMM, miHMM, or miSum object

covs

Optional data frame consisting of a single row indicating the covariate values to be used in plots. If none are specified, the means of any covariates appearing in the model are used (unless covariate is a factor, in which case the first factor in the data is used).

col

Vector or colors for the states (one color per state).

plotCI

Logical indicating whether to include confidence intervals in plots (default: FALSE)

alpha

Significance level of the confidence intervals (if plotCI=TRUE). Default: 0.95 (i.e. 95% CIs).

return

Logical indicating whether to return a list containing estimates, SEs, CIs, and covariate values used to create the plots for each mixture and state. Ignored if plotCI=FALSE. Default: FALSE.

...

Additional arguments passed to graphics::plot. These can currently include cex.axis, cex.lab, cex.legend, cex.main, legend.pos, and lwd. See par. legend.pos can be a single keyword from the list “bottomright”, “bottom”, “bottomleft”, “left”, “topleft”, “top”, “topright”, “right”, and “center”.

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m

plotStationary(m)

Preprocessing of continuous-time discrete-space (CTDS) movement HMMs using ctmcmove

Description

This wrapper function for path2ctmc and ctmc2glm converts a data.frame of coordinates, other data streams, and non-spatial covariates to a momentuHMMData object that can be passed directly to fitCTHMM (or as a list to MIfitCTHMM).

Usage

prepCTDS(data, ...)

## Default S3 method:
prepCTDS(
  data,
  Time.unit = "auto",
  rast,
  directions = 4,
  zero.idx = integer(),
  print.iter = FALSE,
  interpMethod = "ShortestPath",
  spatialCovs = NULL,
  spatialCovs.grad = NULL,
  crw = TRUE,
  normalize.gradients = FALSE,
  grad.point.decreasing = FALSE,
  covNames = NULL,
  ncores = 1,
  ...
)

## S3 method for class 'hierarchical'
prepCTDS(
  data,
  Time.unit = "auto",
  rast,
  directions = 4,
  zero.idx = integer(),
  print.iter = FALSE,
  interpMethod = "ShortestPath",
  spatialCovs = NULL,
  spatialCovs.grad = NULL,
  crw = TRUE,
  normalize.gradients = FALSE,
  grad.point.decreasing = FALSE,
  covNames = NULL,
  ncores = 1,
  hierLevels,
  coordLevel,
  ...
)

Arguments

data

Either a data.frame of data streams or a crwData (or crwHierData) object (as returned by crawlWrap). If a data.frame, it must include entries for the x coordinate (x), y coordinate (y), and time stamp (time). An ID entry must also be included if data includes multiple individuals.

...

further arguments passed to or from other methods

Time.unit

Character string indicating units for time difference between observations (e.g. 'auto', 'secs', 'mins', 'hours', 'days', 'weeks'). Ignored unless data$time is of class date-time or date. Default: 'auto', but note that if there are multiple individuals, then the units are determined based on the time stamps for the first individual.

rast

A raster object or raster stack object that will define the discrete-space grid cells for the CTMC movement path. spatialCovs and spatialCovs.grad must have the same extent, number of rows and columns, projection, resolution, and origin as rast.

directions

Integer. Either 4 (indicating a "Rook's neighborhood" of 4 neighboring grid cells) or 8 (indicating a "King's neighborhood" of 8 neighboring grid cells).

zero.idx

Integer vector of the indices of raster cells that are not passable and should be excluded. These are cells where movement should be impossible. Default is zero.idx=integer().

print.iter

Logical. If true, then the progress stepping through each observed location in data will be output in the terminal.

interpMethod

Specifies interpolation method. Either "ShortestPath", which uses the shortest graphical path on the raster graph, or "LinearInterp", which linearly interpolates between observed locations. "ShortestPath" is slower, slightly more accurate, and allows for impassible barriers specified through "zero.idx". "LinearInterp" is faster but does not allow for impassible barriers.

spatialCovs

List of raster objects for spatio-temporally referenced covariates. Covariates specified by spatialCovs are extracted from the raster layer(s) based on the location data (and the z values for a raster stack or brick) for each time step. If an element of spatialCovs is a raster stack or brick, then z values must be set using raster::setZ and data must include column(s) of the corresponding z value(s) for each observation (e.g., 'Date').

spatialCovs.grad

List of raster objects for spatio-temporally referenced covariates, where a directional gradient is to be calculated internally using rast.grad. Gradient-based covariates specified by spatialCovs.grad are extracted from the raster layer(s) based on the location data (and the z values for a raster stack or brick) for each time step. If an element of spatialCovs.grad is a raster stack or brick, then z values must be set using raster::setZ and data must include column(s) of the corresponding z value(s) for each observation (e.g., 'Date').

crw

Logical. If TRUE (default), an autocovariate is created for each cell visited in the CTMC movement path. The autocovariate is a unit-length directional vector pointing from the center of the most recent grid cell to the center of the current grid cell.

normalize.gradients

Logical. Default is FALSE. If TRUE, then all gradient covariates for spatialCovs.grad are normalized by dividing by the length of the gradient vector at each point.

grad.point.decreasing

Logical. Default is FALSE. If TRUE, then the gradient covariates are positive in the direction of decreasing values of the covariate. If FALSE, then the gradient covariates are positive in the direction of increasing values of the covariate (like a true gradient).

covNames

Character vector indicating the names of any covariates in data. Any variables in data (other than ID, x, y, and time) that are not identified in covNames are assumed to be additional data streams (i.e., missing values will not be accounted for).

ncores

Number of cores to use for parallel processing. Default: 1 (no parallel processing).

hierLevels

Character vector indicating the levels of the hierarchy and their order, from top (coarsest scale) to bottom (finest scale), that are included in data$level. For example, for a 2-level hierarchy then hierLevels=c("1","2i","2") indicates data$level for each observation can be one of three factor levels: "1" (coarse scale), "2i" (initial fine scale), and "2" (fine scale). Ignored if data is a crwHierData object.

coordLevel

Character string indicating the level of the hierarchy for the location data. If specified, then data must include a 'level' field indicating the level of the hierarchy for each observation. Ignored if coordNames is NULL or data is a crwHierData object.

Details

  • Any moves to adjacent cells (as defined by directions; see adjacent) between times t and t+1 are assumed to occur at time t+1 (where tau = t+1 - t), regardless of the length of the time step (tau) and where in the current cell or in the neighboring cell that the corresponding (continuous-space) locations reside. This is done to facilitate the temporal alignment of the discrete-space movement process with other data streams and spatio-temporal covariates. The appropriateness of this simplifying assumption will depend on tau, the scale of movement, and the raster resolution.

  • If there are move(s) across multiple cells within a time step, data stream(s) other than z (the categorical CTDS data stream) are set to NA for these time step(s). These NA data stream values must be manually set based on the time spent in each cell if they are to be included in subsequent analysis. Time-varying spatial covariates for these time step(s) are set based on the z-value for the initial cell and, if different, these must also be set manually based on z-value(s) at the time cell(s) were crossed. All such instances are indicated wherever the 'cellCross' field is > 0.

  • If data is a crwData object, the momentuHMMData object created by prepCTDS is based on the best predicted locations (i.e., crwData$crwPredict$mu.x and crwData$crwPredict$mu.y). Prior to using prepCTDS, additional data streams or covariates unrelated to location (including z-values associated with spatialCovs and spatialCovs.grad raster stacks or bricks) can be merged with the crwData object using crawlMerge.

Value

A momentuHMMData object of class ctds that can be passed to fitCTHMM (or as a list to MIfitCTHMM), where:

ID

The ID(s) of the observed animal(s)

time

Time stamp for each observation

x

Easting coordinate of the current cell

y

Northing coordinate of the current cell

z

Categorical CTDS data stream indicating which cell was moved to, where z=directions+1 indicates no movement from the current cell. When directions=4, z=1 indicates a move to the left cell, z=2 right cell, z=3 upward cell, and z=4 downward cell. When directions=8, z=1 indicates top-left cell, z=2 middle-left cell, z=3 bottom-left cell, z=4 top-right cell, z=5 middle-right cell, z=6 bottom-right cell, z=7 top-middle cell, and z=8 bottom-middle cell.

tau

Time difference (in Time.unit) between successive observations

cellCross

Integer indexing move(s) across multiple cells within a time step (if any)

...

Additional data streams (if any)

...

Covariates (if any). Covariates are needed for all neighboring cells and are indexed by 1,2,...,directions using a suffix (e.g. cov.1, cov.2, cov.3, and cov.4 for a covariate named 'cov' with directions=4). Additionally, a covariate named noMove is automatically included that indicates when no cell transition occurred (hence no transition out of the current state); the noMove covariate can be used as a state transition probability covariate to forbid transitions from the current state when there is no cell movement.

References

Hanks E. M., Hooten M. B., and Alldredge M. W. 2015. Continuous-time Discrete-space Models for Animal Movement. The Annals of Applied Statistics 9:145-165


Preprocessing of the data streams and covariates

Description

Preprocessing of the data streams, including calculation of step length, turning angle, and covariates from location data to be suitable for analysis using fitHMM.

Usage

prepData(data, ...)

## Default S3 method:
prepData(
  data,
  type = c("UTM", "LL"),
  coordNames = c("x", "y"),
  covNames = NULL,
  spatialCovs = NULL,
  centers = NULL,
  centroids = NULL,
  angleCovs = NULL,
  altCoordNames = NULL,
  gradient = FALSE,
  CT = FALSE,
  Time.name = "time",
  Time.unit = "auto",
  ...
)

## S3 method for class 'hierarchical'
prepData(
  data,
  type = c("UTM", "LL"),
  coordNames = c("x", "y"),
  covNames = NULL,
  spatialCovs = NULL,
  centers = NULL,
  centroids = NULL,
  angleCovs = NULL,
  altCoordNames = NULL,
  gradient = FALSE,
  CT = FALSE,
  Time.name = "time",
  Time.unit = "auto",
  hierLevels,
  coordLevel,
  ...
)

Arguments

data

Either a data frame of data streams or a crwData (or crwHierData) object (as returned by crawlWrap). If data is a data frame, it can optionally include a field ID (identifiers for the observed individuals), coordinates from which step length ('step') and turning angle ('angle') are calculated, and any covariates (with names matching covNames and/or angleCovs). If step length and turning angle are to be calculated from coordinates, the coordNames argument must identify the names for the x- (longitunal) and y- (latitudinal) coordinates, and, for hierarchical data, the coordLevel argument must identify the level of the hierarchy at which the location data are obtained. With the exception of ID, coordNames, and, for hierarchical data, level, all variables in data are treated as data streams unless identified as covariates in covNames and/or angleCovs.

...

further arguments passed to or from other methods

type

'UTM' if easting/northing provided (the default), 'LL' if longitude/latitude. If type='LL' then step lengths are calculated in kilometers and turning angles are based on initial bearings (see turnAngle). Ignored if data is a crwData object.

coordNames

Names of the columns of coordinates in the data data frame. Default: c("x","y"). If coordNames=NULL then step lengths, turning angles, and location covariates (i.e., those specified by spatialCovs, centers, and angleCovs) are not calculated. Ignored if data is a crwData object.

covNames

Character vector indicating the names of any covariates in data dataframe. Any variables in data (other than ID) that are not identified in covNames and/or angleCovs are assumed to be data streams (i.e., missing values will not be accounted for).

spatialCovs

List of raster objects for spatio-temporally referenced covariates. Covariates specified by spatialCovs are extracted from the raster layer(s) based on the location data (and the z values for a raster stack or brick) for each time step. If an element of spatialCovs is a raster stack or brick, then z values must be set using raster::setZ and data must include column(s) of the corresponding z value(s) for each observation (e.g., 'time').

centers

2-column matrix providing the x-coordinates (column 1) and y-coordinates (column 2) for any activity centers (e.g., potential centers of attraction or repulsion) from which distance and angle covariates will be calculated based on the location data. If no row names are provided, then generic names are generated for the distance and angle covariates (e.g., 'center1.dist', 'center1.angle', 'center2.dist', 'center2.angle'); otherwise the covariate names are derived from the row names of centers as paste0(rep(rownames(centers),each=2),c(".dist",".angle")). As with covariates identified in angleCovs, note that the angle covariates for each activity center are calculated relative to the previous movement direction (instead of standard direction relative to the x-axis); this is to allow the mean turning angle to be modelled as a function of these covariates using circular-circular regression in fitHMM or MIfitHMM.

centroids

List where each element is a data frame containing the x-coordinates ('x'), y-coordinates ('y'), and times (with user-specified name, e.g., ‘time’) for centroids (i.e., dynamic activity centers where the coordinates can change over time) from which distance and angle covariates will be calculated based on the location data. If any centroids are specified, then data must include a column indicating the time of each observation, and this column name must match the corresponding user-specified name of the time column in centroids (e.g. ‘time’). Times can be numeric or POSIXt. If no list names are provided, then generic names are generated for the distance and angle covariates (e.g., 'centroid1.dist', 'centroid1.angle', 'centroid2.dist', 'centroid2.angle'); otherwise the covariate names are derived from the list names of centroids as paste0(rep(names(centroids),each=2),c(".dist",".angle")). As with covariates identified in angleCovs, note that the angle covariates for each centroid are calculated relative to the previous movement direction (instead of standard direction relative to the x-axis); this is to allow the mean turning angle to be modelled as a function of these covariates using circular-circular regression in fitHMM or MIfitHMM.

angleCovs

Character vector indicating the names of any circular-circular regression angular covariates in data or spatialCovs that need conversion from standard direction (in radians relative to the x-axis) to turning angle (relative to previous movement direction) using circAngles.

altCoordNames

Character string indicating an alternative name for the returned location data. If provided, then prepData will return easting (or longitude) coordinate names as paste0(altCoordNames,".x") and northing (or latitude) as paste0(altCoordNames,".y") instead of x and y, respectively. This can be useful for location data that are intended to be modeled using a bivariate normal distribution (see fitHMM). Ignored unless coordNames are provided.

gradient

Logical indicating whether or not to calculate gradients of spatialCovs using bilinear interpolation (e.g. for inclusion in potential functions). Default: FALSE. If TRUE, the gradients are returned with “.x” (easting gradient) and “.y” (northing gradient) suffixes added to the names of spatialCovs. For example, if cov1 is the name of a spatial covariate, then the returned momentuHMMData object will include the fields “cov1.x” and “cov1.y”.

CT

Logical indicating whether or not data is for continuous-time models. Default: FALSE (discrete time).

Time.name

Character string indicating name of the time column in data (for continuous-time HMMs). Default: "time". Ignored if CT=FALSE or, if CT=TRUE, when data is a crwData object returned by crawlWrap.

Time.unit

Character string indicating units for time difference between observations (e.g. 'auto', 'secs', 'mins', 'hours', 'days', 'weeks'). Ignored unless CT=TRUE and data[[Time.name]] is of class date-time or date. Default: 'auto'.

hierLevels

Character vector indicating the levels of the hierarchy and their order, from top (coarsest scale) to bottom (finest scale), that are included in data$level. For example, for a 2-level hierarchy then hierLevels=c("1","2i","2") indicates data$level for each observation can be one of three factor levels: "1" (coarse scale), "2i" (initial fine scale), and "2" (fine scale). Ignored if data is a crwHierData object.

coordLevel

Character string indicating the level of the hierarchy for the location data. If specified, then data must include a 'level' field indicating the level of the hierarchy for each observation. Ignored if coordNames is NULL or data is a crwHierData object.

Details

  • If data is a crwData (or crwHierData) object, the momentuHMMData (or momentuHierHMMData) object created by prepData includes step lengths and turning angles calculated from the best predicted locations (i.e., crwData$crwPredict$mu.x and crwData$crwPredict$mu.y). Prior to using prepData, additional data streams or covariates unrelated to location (including z-values associated with spatialCovs raster stacks or bricks) can be merged with the crwData (or crwHierData) object using crawlMerge.

  • For continuous-time data (i.e. CT=TRUE), if data is not a crwData object returned by crawlWrap, then data must include a 'Time.name' field indicating the time column in data.

  • For hierarchical data, data must include a 'level' field indicating the level of the hierarchy for each observation, and, for location data identified by coordNames, the coordLevel argument must indicate the level of the hierarchy at which the location data are obtained.

Value

An object momentuHMMData or momentuHierHMMData, i.e., a dataframe of:

ID

The ID(s) of the observed animal(s)

...

Data streams (e.g., 'step', 'angle', etc.)

x

Either easting or longitude (if coordNames is specified or data is a crwData object)

y

Either norting or latitude (if coordNames is specified or data is a crwData object)

...

Covariates (if any)

See Also

crawlMerge, crawlWrap, crwData

crwHierData

Examples

coord1 <- c(1,2,3,4,5,6,7,8,9,10)
coord2 <- c(1,1,1,2,2,2,1,1,1,2)
cov1 <- rnorm(10)

data <- data.frame(coord1=coord1,coord2=coord2,cov1=cov1)
d <- prepData(data,coordNames=c("coord1","coord2"),covNames="cov1")

# include additional data stream named 'omega'
omega <- rbeta(10,1,1)
data <- data.frame(coord1=coord1,coord2=coord2,omega=omega,cov1=cov1)
d <- prepData(data,coordNames=c("coord1","coord2"),covNames="cov1")

# include 'forest' example raster layer as covariate
data <- data.frame(coord1=coord1*1000,coord2=coord2*1000)
spatialCov <- list(forest=forest)
d <- prepData(data,coordNames=c("coord1","coord2"),spatialCovs=spatialCov)

# include 2 activity centers
data <- data.frame(coord1=coord1,coord2=coord2,cov1=cov1)
d <- prepData(data,coordNames=c("coord1","coord2"),covNames="cov1",
              centers=matrix(c(0,10,0,10),2,2,dimnames=list(c("c1","c2"),NULL)))
              
# include centroid
data <- data.frame(coord1=coord1,coord2=coord2,cov1=cov1,time=1:10)
d <- prepData(data,coordNames=c("coord1","coord2"),covNames="cov1",
              centroid=list(centroid=data.frame(x=coord1+rnorm(10),
                                                y=coord2+rnorm(10),
                                                time=1:10)))
              
# Include angle covariate that needs conversion to 
# turning angle relative to previous movement direction
u <- rnorm(10) # horizontal component
v <- rnorm(10) # vertical component
cov2 <- atan2(v,u)
data <- data.frame(coord1=coord1,coord2=coord2,cov1=cov1,cov2=cov2)
d <- prepData(data,coordNames=c("coord1","coord2"),covNames="cov1",
              angleCovs="cov2")

Print miHMM

Description

Print miHMM

Usage

## S3 method for class 'miHMM'
print(x, ...)

Arguments

x

A miHMM object.

...

Currently unused. For compatibility with generic method.

Examples

## Not run: 
# Extract data from miExample
obsData <- miExample$obsData

# error ellipse model
err.model <- list(x= ~ ln.sd.x - 1, y =  ~ ln.sd.y - 1, rho =  ~ error.corr)

# Fit crawl to obsData
crwOut <- crawlWrap(obsData,theta=c(4,0),fixPar=c(1,1,NA,NA),
                    err.model=err.model)
                    
# Fit four imputations
bPar <- miExample$bPar
HMMfits <- MIfitHMM(crwOut,nSims=4,poolEstimates=FALSE,
                   nbStates=2,dist=list(step="gamma",angle="vm"),
                   Par0=bPar$Par,beta0=bPar$beta,
                   formula=~cov1+cos(cov2),
                   estAngleMean=list(angle=TRUE),
                   covNames=c("cov1","cov2"))
                   
miHMM <- momentuHMM:::miHMM(list(miSum=MIpool(HMMfits),HMMfits=HMMfits))
print(miHMM)

## End(Not run)

Print miSum

Description

Print miSum

Usage

## S3 method for class 'miSum'
print(x, ...)

Arguments

x

A miSum object.

...

Currently unused. For compatibility with generic method.

Examples

## Not run: 
# Extract data from miExample
obsData <- miExample$obsData

# error ellipse model
err.model <- list(x= ~ ln.sd.x - 1, y =  ~ ln.sd.y - 1, rho =  ~ error.corr)

# Fit crawl to obsData
crwOut <- crawlWrap(obsData,theta=c(4,0),fixPar=c(1,1,NA,NA),
                    err.model=err.model)
                    
# Fit four imputations
bPar <- miExample$bPar
HMMfits <- MIfitHMM(crwOut,nSims=4,poolEstimates=FALSE,
                   nbStates=2,dist=list(step="gamma",angle="vm"),
                   Par0=bPar$Par,beta0=bPar$beta,
                   formula=~cov1+cos(cov2),
                   estAngleMean=list(angle=TRUE),
                   covNames=c("cov1","cov2"))
                   
# Pool estimates
miSum <- MIpool(HMMfits)
print(miSum)

## End(Not run)

Print momentuHMM

Description

Print momentuHMM

Usage

## S3 method for class 'momentuHMM'
print(x, ...)

## S3 method for class 'momentuHierHMM'
print(x, ...)

Arguments

x

A momentuHMM object.

...

Currently unused. For compatibility with generic method.

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m

print(m)

Pseudo-residuals

Description

The pseudo-residuals of momentuHMM models, as described in Zucchini and McDonad (2009).

Usage

pseudoRes(m, ncores = 1)

Arguments

m

A momentuHMM, miHMM, HMMfits, or miSum object.

ncores

number of cores to use for parallel processing

Details

If some turning angles in the data are equal to pi, the corresponding pseudo-residuals will not be included. Indeed, given that the turning angles are defined on (-pi,pi], an angle of pi results in a pseudo-residual of +Inf (check Section 6.2 of reference for more information on the computation of pseudo-residuals).

A continuity adjustment (adapted from Harte 2017) is made for discrete probability distributions. When the data are near the boundary (e.g. 0 for “pois”; 0 and 1 for “bern”), then the pseudo residuals can be a poor indicator of lack of fit.

For multiple imputation analyses, if m is a miHMM object or a list of momentuHMM objects, then the pseudo-residuals are individually calculated for each model fit. Note that pseudo-residuals for miSum objects (as returned by MIpool) are based on pooled parameter estimates and the means of the data values across all imputations (and therefore may not be particularly meaningful).

Value

If m is a momentuHMM, miHMM, or miSum object, a list of pseudo-residuals for each data stream (e.g., 'stepRes', 'angleRes') is returned. If m is a list of momentuHMM objects, then a list of length length(m) is returned where each element is a list of pseudo-residuals for each data stream.

References

Harte, D. 2017. HiddenMarkov: Hidden Markov Models. R package version 1.8-8.

Zucchini, W. and MacDonald, I.L. 2009. Hidden Markov Models for Time Series: An Introduction Using R. Chapman & Hall (London).

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m
res <- pseudoRes(m)
stats::qqnorm(res$stepRes)
stats::qqnorm(res$angleRes)

Random effects estimation

Description

Approximate individual-level random effects estimation for state transition probabilities based on Burnham & White (2002)

Usage

randomEffects(
  m,
  Xformula = ~1,
  alpha = 0.95,
  ncores = 1,
  nlmPar = list(),
  fit = TRUE,
  retryFits = 0,
  retrySD = NULL,
  optMethod = "nlm",
  control = list(),
  modelName = NULL,
  ...
)

Arguments

m

A momentuHMM object.

Xformula

Formula for the design matrix of the random effects model. The default Xformula=~1 specifies an intercept-only model with no additional individual covariate effects.

alpha

Significance level of the confidence intervals. Default: 0.95 (i.e. 95% CIs).

ncores

number of cores to use for parallel processing

nlmPar

List of parameters to pass to the optimization function nlm. See fitHMM.

fit

TRUE if the HMM should be re-fitted at the shrinkage estimates, FALSE otherwise.

retryFits

Non-negative integer indicating the number of times to attempt to iteratively fit the model using random perturbations of the current parameter estimates as the initial values for likelihood optimization. See fitHMM.

retrySD

An optional list of scalars or vectors indicating the standard deviation to use for normal perturbations of each working scale parameter when retryFits>0. See fitHMM.

optMethod

The optimization method to be used. See fitHMM.

control

A list of control parameters to be passed to optim (ignored unless optMethod="Nelder-Mead" or optMethod="SANN").

modelName

An optional character string providing a name for the fitted model. See fitHMM.

...

further arguments passed to or from other methods. Not currently used.

Value

A randomEffects model similar to a momentuHMM object, but including the additional random effect components:

varcomp

A list of length nbStates*(nbStates-1) with each element containing the random effect mean coefficient(s) (mu), random effect variance (sigma), and logit-scale shrinkage estimates for the state transition probability parameters (ztilde).

traceG

The trace of the projection matrix for each random effect.

References

Burnham, K.P. and White, G.C. 2002. Evaluation of some random effects methodology applicable to bird ringing data. Journal of Applied Statistics 29: 245-264.

McClintock, B.T. 2021. Worth the effort? A practical examination of random effects in hidden Markov models for animal telemetry data. Methods in Ecology and Evolution doi:10.1111/2041-210X.13619.

Examples

## Not run: 
# simulated data with normal random effects
# and binary individual covariate 

nbAnimals <- 5 # should be larger for random effects estimation
obsPerAnimal <- 110
indCov <- rbinom(nbAnimals,1,0.5) # individual covariate
betaCov <- c(-0.5,0.5) # covariate effects
mu <- c(-0.1,0.1) # mean for random effects
sigma <- c(0.2,0.4) # sigma for random effects
beta0 <- cbind(rnorm(nbAnimals,mu[1],sigma[1]),
               rnorm(nbAnimals,mu[2],sigma[2]))

reData <- simData(nbAnimals=nbAnimals,obsPerAnimal=obsPerAnimal,nbStates=2,
                  dist=list(step="gamma"),formula=~0+ID+indCov,
                  Par=list(step=c(1,10,1,2)),
                  beta=rbind(beta0,betaCov),
                  covs=data.frame(indCov=rep(indCov,each=obsPerAnimal)))

# fit null model
nullFit <- fitHMM(reData,nbStates=2,
                  dist=list(step="gamma"),
                  Par0=list(step=c(1,10,1,2)))

# fit covariate model
covFit <- fitHMM(reData,nbStates=2,
                 dist=list(step="gamma"),formula=~indCov,
                 Par0=list(step=c(1,10,1,2)),
                 beta0=rbind(mu,betaCov)) 

# fit fixed effects model
fixFit <- fitHMM(reData,nbStates=2,
                 dist=list(step="gamma"),formula=~0+ID,
                 Par0=list(step=c(1,10,1,2)),
                 beta0=beta0)

# fit random effect model
reFit <- randomEffects(fixFit)

# fit random effect model with individual covariate
reCovFit <- randomEffects(fixFit, Xformula=~indCov)

# compare by AICc
AIC(nullFit,covFit,fixFit,reFit,reCovFit, n=nrow(reData))

## End(Not run)

Set modelName for a momentuHMM, miHMM, HMMfits, or miSum object

Description

Set modelName for a momentuHMM, miHMM, HMMfits, or miSum object

Usage

setModelName(model, modelName)

Arguments

model

momentuHMM, miHMM, HMMfits, or miSum object

modelName

Character string providing a name for the model. See fitHMM and MIfitHMM.

Value

model object with new modelName field

Examples

m <- example$m
mName <- setModelName(m, modelName="example")

Set stateNames for a momentuHMM, miHMM, HMMfits, or miSum object

Description

Set stateNames for a momentuHMM, miHMM, HMMfits, or miSum object

Usage

setStateNames(model, stateNames)

Arguments

model

momentuHMM, miHMM, HMMfits, or miSum object

stateNames

Character string providing state names for the model. See fitHMM and MIfitHMM.

Value

model object with new stateNames field

Examples

m <- example$m
mName <- setStateNames(m, stateNames=c("encamped","exploratory"))

Simulation tool

Description

Simulates data from a (multivariate) continuous-time discrete-space hidden Markov model based on Blackwell et al. (2016), where specification of kappa determines the potential times of state switches when formula includes covariates (larger kappa means potential switches are more frequent). Note that state transitions can only occur when there is a cell transition (unless moveState is set to FALSE), and time-varying covariates are assumed piece-wise constant between observations. Movement data are assumed to be in Cartesian coordinates (not longitude/latitude) and can be generated with or without observation error attributable to location measurement error.

Usage

simCTDS(
  nbAnimals = 1,
  nbStates = 2,
  dist,
  Par,
  beta = NULL,
  delta = NULL,
  formula = ~1,
  formulaDelta = NULL,
  mixtures = 1,
  formulaPi = NULL,
  covs = NULL,
  nbCovs = 0,
  rast,
  spatialCovs = NULL,
  spatialCovs.grad = NULL,
  directions = 4,
  normalize.gradients = FALSE,
  grad.point.decreasing = FALSE,
  zero.idx = integer(),
  moveState = FALSE,
  obsPerAnimal = c(500, 1500),
  initialPosition = c(0, 0),
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaRef = NULL,
  stateNames = NULL,
  model = NULL,
  matchModelObs = TRUE,
  states = FALSE,
  lambda = 1,
  errorEllipse = NULL,
  ncores = 1,
  export = NULL,
  keepSwitch = FALSE,
  kappa = NULL
)

Arguments

nbAnimals

Number of observed individuals to simulate.

nbStates

Number of behavioural states to simulate.

dist

A named list indicating the probability distributions of the data streams. A data stream named z must be included, and it must be assigned the "ctds" distribution.

Par

A named list containing vectors of initial state-dependent probability distribution parameters for each data stream specified in dist. The parameters should be in the order expected by the pdfs of dist.

If DM is not specified for a given data stream, then Par is on the natural (i.e., real) scale of the parameters. However, if DM is specified for a given data stream, then Par must be on the working (i.e., beta) scale of the parameters, and the length of Par must match the number of columns in the design matrix. See details below.

beta

Matrix of regression parameters for the transition rates.

delta

Initial value for the initial distribution of the HMM. Default: rep(1/nbStates,nbStates). If formulaDelta includes a formula, then delta must be specified as a k x (nbStates-1) matrix, where k is the number of covariates and the columns correspond to states 2:nbStates.

formula

Regression formula for the transition rate covariates. Default: ~1 (no covariate effect). In addition to allowing standard functions in R formulas (e.g., cos(cov), cov1*cov2, I(cov^2)), special functions include cosinor(cov,period) for modeling cyclical patterns, spline functions (bs, ns, bSpline, cSpline, iSpline, and mSpline), and state- or parameter-specific formulas (see details). Any formula terms that are not state- or parameter-specific are included on all of the transition rates.

formulaDelta

Regression formula for the initial distribution. Default: NULL (no covariate effects and delta is specified on the real scale). Standard functions in R formulas are allowed (e.g., cos(cov), cov1*cov2, I(cov^2)). When any formula is provided, then delta must be specified on the working scale.

mixtures

Number of mixtures for the state transition probabilities (i.e. discrete random effects *sensu* DeRuiter et al. 2017). Default: mixtures=1.

formulaPi

Regression formula for the mixture distribution probabilities. Default: NULL (no covariate effects; both beta$pi and fixPar$pi are specified on the real scale). Standard functions in R formulas are allowed (e.g., cos(cov), cov1*cov2, I(cov^2)). When any formula is provided, then both beta$pi and fixPar$pi are specified on the working scale. Note that only the covariate values corresponding to the first time step for each individual ID are used (i.e. time-varying covariates cannot be used for the mixture probabilties).

covs

Covariate values to include in the simulated data, as a dataframe. The names of any covariates specified by covs can be included in formula and/or DM. Covariates can also be simulated according to a standard normal distribution, by setting covs to NULL (the default), and specifying nbCovs>0.

nbCovs

Number of covariates to simulate (0 by default). Does not need to be specified if covs is specified. Simulated covariates are provided generic names (e.g., 'cov1' and 'cov2' for nbCovs=2) and can be included in formula and/or DM.

rast

A raster object or raster stack object that will define the discrete-space grid cells for the CTMC movement path. spatialCovs and spatialCovs.grad must have the same extent, number of rows and columns, projection, resolution, and origin as rast.

spatialCovs

List of raster objects for spatio-temporally referenced covariates. Covariates specified by spatialCovs are extracted from the raster layer(s) based on the location data (and the z values for a raster stack or brick) for each time step. If an element of spatialCovs is a raster stack or brick, then z values must be set using raster::setZ and data must include column(s) of the corresponding z value(s) for each observation (e.g., 'Date'). In the momentuHMMData object returned by prepCTDS, covariates for the current position (e.g.\ for use in formula or DM) are named with a .cur suffix (e.g. cov1.cur).

spatialCovs.grad

List of raster objects for spatio-temporally referenced covariates, where a directional gradient is to be calculated internally using rast.grad. Gradient-based covariates specified by spatialCovs.grad are extracted from the raster layer(s) based on the location data (and the z values for a raster stack or brick) for each time step. If an element of spatialCovs.grad is a raster stack or brick, then z values must be set using raster::setZ and data must include column(s) of the corresponding z value(s) for each observation (e.g., 'Date').

directions

Integer. Either 4 (indicating a "Rook's neighborhood" of 4 neighboring grid cells) or 8 (indicating a "King's neighborhood" of 8 neighboring grid cells).

normalize.gradients

Logical. Default is FALSE. If TRUE, then all gradient covariates for spatialCovs.grad are normalized by dividing by the length of the gradient vector at each point.

grad.point.decreasing

Logical. If TRUE, then the gradient covariates are positive in the direction of decreasing values of the covariate. If FALSE, then the gradient covariates are positive in the direction of increasing values of the covariate (like a true gradient).

zero.idx

Integer vector of the indices of raster cells that are not passable and should be excluded. These are cells where movement should be impossible. Default is zero.idx=integer().

moveState

Logical indicating whether or not transitions out of the current state are forbidden when the animal does not move out of the current cell. Default: FALSE. Note that if moveState is TRUE, then the realized state transition rates will not accurately reflect beta.

obsPerAnimal

Either the number of observations per animal (if single value) or the bounds of the number of observations per animal (if vector of two values). In the latter case, the numbers of obervations generated for each animal are uniformously picked from this interval. Alternatively, obsPerAnimal can be specified as a list of length nbAnimals with each element providing the number of observations (if single value) or the bounds (if vector of two values) for each individual. Default: c(500,1500).

initialPosition

2-vector providing the x- and y-coordinates of the initial position for all animals. Alternatively, initialPosition can be specified as a list of length nbAnimals with each element a 2-vector providing the x- and y-coordinates of the initial position for each individual. Default: c(0,0). If mvnCoord corresponds to a data stream with “mvnorm3” or ”rw_mvnorm3” probability distributions, then initialPosition must be composed of 3-vector(s) for the x-, y-, and z-coordinates.

DM

An optional named list indicating the design matrices to be used for the probability distribution parameters of each data stream. Each element of DM can either be a named list of regression formulas or a “pseudo” design matrix.

userBounds

An optional named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream.

workBounds

An optional named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters. For each matrix, the first column pertains to the lower bound and the second column the upper bound. For data streams, each element of workBounds should be a k x 2 matrix with the same name of the corresponding element of Par, where k is the number of parameters. For transition rate parameters, the corresponding element of workBounds must be a k x 2 matrix named “beta”, where k=length(beta). For initial distribution parameters, the corresponding element of workBounds must be a k x 2 matrix named “delta”, where k=length(delta). workBounds is ignored for any given data stream unless DM is also specified.

betaRef

Numeric vector of length nbStates indicating the reference elements for the state transition rate matrix. Default: NULL, in which case the diagonal elements of the transition rate matrix are the reference.

stateNames

Optional character vector of length nbStates indicating state names.

model

A momentuHMM, miHMM, or miSum object. This option can be used to simulate from a fitted model. Default: NULL. Note that, if this argument is specified, most other arguments will be ignored – except for nbAnimals, obsPerAnimal, states, initialPosition, lambda, errorEllipse, and, if covariate values different from those in the data should be specified, covs, and spatialCovs. It is not appropriate to simulate movement data from a model that was fitted to latitude/longitude data (because simData assumes Cartesian coordinates).

matchModelObs

If model is provided, logical indicating whether to match nbAnimals, obsPerAnimal, and observation times to the fitted model data. If TRUE, then nbAnimals, obsPerAnimal, and lambda are ignored. Default: TRUE.

states

TRUE if the simulated states should be returned, FALSE otherwise (default).

lambda

Observation rate. lambda is the rate parameter of the exponential distribution for the waiting times between successive observations, i.e., 1/lambda is the expected time between successive location observations. If model is specified and model$data time column is of class date-time or date, lambda has the same units as the Time.unit argument in prepCTDS. Default: 1.

errorEllipse

List providing the upper bound for the semi-major axis (M; on scale of x- and y-coordinates), semi-minor axis (m; on scale of x- and y-coordinates), and orientation (r; in degrees) of location error ellipses. If NULL (the default), no location measurement error is simulated. If errorEllipse is specified, then each observed location is subject to bivariate normal errors as described in McClintock et al. (2015), where the components of the error ellipse for each location are randomly drawn from runif(1,min(errorEllipse$M),max(errorEllipse$M)), runif(1,min(errorEllipse$m),max(errorEllipse$m)), and runif(1,min(errorEllipse$r),max(errorEllipse$r)). If only a single value is provided for any of the error ellipse elements, then the corresponding component is fixed to this value for each location. Only coordinate data streams are subject to location measurement error; any other data streams are observed without error.

ncores

Number of cores to use for parallel processing. Default: 1 (no parallel processing).

export

Character vector of the names of any additional objects or functions in the global environment that are used in DM, formula, formulaDelta, and/or formulaPi. Only necessary if ncores>1 so that the needed items will be exported to the workers.

keepSwitch

Logical indicating whether or not to return the (typically unobserved) data at the times when potential state switches could have occurred. Default: FALSE. If set to TRUE, an additional logical field named isObs is returned, where TRUE indicates observations and FALSE indicates state switches.

kappa

List of the form list(method=c("all","random","quantile"),nspCov=NA,spCov=NA) defining the method for obtaining the upper bound for the transition rate out of the current state (see Blackwell et al. 2016). The list can include up to three named objects: 1) method, a character string indicating the method for calculating the upper bound based on the covariates in the model ("all", "random", or "quantile"); 2) nspCov, a positive scalar for subsampling the non-spatial covariates (when method="random" or method="quantile"); and spCov, a positive scalar for subsampling the spatial covariates (when method="random" or method="quantile"). Default method is "all", in which case kappa is calculated based on all of the observed covariate values (note this can be slow and/or memory could become an issue for large datasets and/or rasters). For method="random", the observed covariates are subsampled with up to nspCov samples of any non-spatial covariates and up to spCov samples of any spatial covariates (defaults are 1000 for nspCov and 10000 for spCov). For method="quantile", all combinations of 100-length sequences spanning the (nspCov/2, 1-nspCov/2) and (spCov/2, 1-spCov/2) quantiles of the covariates are used (defaults are 0.05 for both nspCov and spCov). Ignored unless covariates are included in formula.

Alternatively, kappa can be manually specified as a finite positive scalar (instead of a list) indicating the maximum allowed value for the row sums of the off-diagonal elements in the state transition rate matrix, such that the minimum value for the diagonal elements is -kappa. In this case, the transition rate parameters (beta) are specified on the logit scale (instead of the log scale). If model is provided and kappa is NULL, then kappa is set to model$conditions$kappa (see fitCTHMM).

Details

  • simCTDS assumes the snapshot property applies to all data stream distributions (i.e. observations are "instantaneous") except for the continuous-time discrete-space (ctds), (multivariate) normal random walk (rw_norm, rw_mvnorm2, rw_mvnorm3), and Poisson (pois) distributions. For these particular distributions, the observed data are not "instantaneous"; they depend on the time interval between observations (Δt)(\Delta_t) and, hence, the state sequence during the entire interval. If fitting with fitCTHMM (or MIfitCTHMM), it is critical that the frequency of observations (specified by lambda) is high relative to the serial correlation in the hidden state process (specified by beta) in order for the discrete-time approximation of fitCTHMM to be reasonably accurate for these distributions.

  • If the length of covariate values passed (either through 'covs', or 'model') is not the same as the number of observations suggested by 'nbAnimals' and 'obsPerAnimal', then the series of covariates is either shortened (removing last values - if too long) or extended (starting over from the first values - if too short).

  • When covariates are not included in formulaDelta (i.e. formulaDelta=NULL), then delta is specified as a vector of length nbStates that sums to 1. When covariates are included in formulaDelta, then delta must be specified as a k x (nbStates-1) matrix of working parameters, where k is the number of regression coefficients and the columns correspond to states 2:nbStates. For example, in a 3-state HMM with formulaDelta=~cov1+cov2, the matrix delta has three rows (intercept + two covariates) and 2 columns (corresponding to states 2 and 3). The initial distribution working parameters are transformed to the real scale as exp(covsDelta*Delta)/rowSums(exp(covsDelta*Delta)), where covsDelta is the N x k design matrix, Delta=cbind(rep(0,k),delta) is a k x nbStates matrix of working parameters, and N=length(unique(data$ID)).

Value

If the simulated data have no measurement error (i.e., errorEllipse=NULL), a momentuHMMData object, i.e., a dataframe of:

ID

The ID(s) of the observed animal(s)

time

Numeric time of each observed observation

...

Data streams as specified by dist

x

Easting location cell centroid

y

Northing location cell centroid

...

Covariates (if any). If moveState=TRUE, then a covariate named noMove is included that indicates when no cell transition occurred (hence no transition out of the current state); the noMove covariate can then be used as a state transition probability covariate to forbid transitions from the current state when there is no cell movement.

If simulated location data include measurement error (i.e., errorEllipse!=NULL), a dataframe of:

ID

The ID(s) of the observed animal(s)

time

Numeric time of each observed (and missing) observation

z

Categorical index indicating observed cell movement (where z=(directions+1) indicates no movement)

x

Easting observed location cell centroid

y

Norting observed location cell centroid

tau

Time difference between consecutive observations

...

Data streams that are not derived from location (if applicable)

...

Covariates at true (mux,muy) locations (if any) and neighboring cell locations (with suffixes indicating neighbor, e.g., cov.1, cov.2, ..., cov.directions). If moveState=TRUE, then a covariate named paste0("z",(directions+1)) is included that indicates when no cell transition occurred (hence no transition out of the current state).

mux

Easting true location cell centroid

muy

Northingtrue location cell centroid

error_semimajor_axis

error ellipse semi-major axis (if applicable)

error_semiminor_axis

error ellipse semi-minor axis (if applicable)

error_ellipse_orientation

error ellipse orientation (if applicable)

ln.sd.x

log of the square root of the x-variance of bivariate normal error (if applicable; required for error ellipse models in crawlWrap)

ln.sd.y

log of the square root of the y-variance of bivariate normal error (if applicable; required for error ellipse models in crawlWrap)

error.corr

correlation term of bivariate normal error (if applicable; required for error ellipse models in crawlWrap)


Simulation tool

Description

Simulates data from a (multivariate) continuous-time hidden Markov model based on Blackwell et al. (2016), where specification of kappa determines the potential times of state switches when formula includes covariates (larger kappa means potential switches are more frequent). Note that any time-varying covariates are assumed piece-wise constant between observations. Movement data are assumed to be in Cartesian coordinates (not longitude/latitude) and can be generated with or without observation error attributable to location measurement error.

Usage

simCTHMM(
  nbAnimals = 1,
  nbStates = 2,
  dist,
  Par,
  beta = NULL,
  delta = NULL,
  formula = ~1,
  formulaDelta = NULL,
  mixtures = 1,
  formulaPi = NULL,
  covs = NULL,
  nbCovs = 0,
  spatialCovs = NULL,
  obsPerAnimal = c(500, 1500),
  initialPosition = c(0, 0),
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaRef = NULL,
  mvnCoords = NULL,
  stateNames = NULL,
  model = NULL,
  matchModelObs = FALSE,
  states = FALSE,
  retrySims = 0,
  lambda = 1,
  errorEllipse = NULL,
  ncores = 1,
  export = NULL,
  gradient = FALSE,
  keepSwitch = FALSE,
  kappa = NULL,
  TMB = FALSE
)

Arguments

nbAnimals

Number of observed individuals to simulate.

nbStates

Number of behavioural states to simulate.

dist

A named list indicating the probability distributions of the data streams.

Par

A named list containing vectors of initial state-dependent probability distribution parameters for each data stream specified in dist. The parameters should be in the order expected by the pdfs of dist.

If DM is not specified for a given data stream, then Par is on the natural (i.e., real) scale of the parameters. However, if DM is specified for a given data stream, then Par must be on the working (i.e., beta) scale of the parameters, and the length of Par must match the number of columns in the design matrix. See details below.

beta

Matrix of regression parameters for the transition rates.

delta

Initial distribution of the HMM. Default: rep(1/nbStates,nbStates). If formulaDelta includes a formula, then delta must be specified as a k x (nbStates-1) matrix, where k is the number of covariates and the columns correspond to states 2:nbStates.

formula

Regression formula for the transition rate covariates. Default: ~1 (no covariate effect). In addition to allowing standard functions in R formulas (e.g., cos(cov), cov1*cov2, I(cov^2)), special functions include cosinor(cov,period) for modeling cyclical patterns, spline functions (bs, ns, bSpline, cSpline, iSpline, and mSpline), and state- or parameter-specific formulas (see details). Any formula terms that are not state- or parameter-specific are included on all of the transition rates.

formulaDelta

Regression formula for the initial distribution. Default: NULL (no covariate effects and delta is specified on the real scale). Standard functions in R formulas are allowed (e.g., cos(cov), cov1*cov2, I(cov^2)). When any formula is provided, then delta must be specified on the working scale.

mixtures

Number of mixtures for the state transition probabilities (i.e. discrete random effects *sensu* DeRuiter et al. 2017). Default: mixtures=1.

formulaPi

Regression formula for the mixture distribution probabilities. Default: NULL (no covariate effects; both beta$pi and fixPar$pi are specified on the real scale). Standard functions in R formulas are allowed (e.g., cos(cov), cov1*cov2, I(cov^2)). When any formula is provided, then both beta$pi and fixPar$pi are specified on the working scale. Note that only the covariate values corresponding to the first time step for each individual ID are used (i.e. time-varying covariates cannot be used for the mixture probabilties).

covs

Covariate values to include in the simulated data, as a dataframe. The names of any covariates specified by covs can be included in formula and/or DM. Covariates can also be simulated according to a standard normal distribution, by setting covs to NULL (the default), and specifying nbCovs>0.

nbCovs

Number of covariates to simulate (0 by default). Does not need to be specified if covs is specified. Simulated covariates are provided generic names (e.g., 'cov1' and 'cov2' for nbCovs=2) and can be included in formula and/or DM.

spatialCovs

List of raster objects for spatio-temporally referenced covariates. Covariates specified by spatialCovs are extracted from the raster layer(s) based on any simulated location data (and the z values for a raster stack or brick) for each time step. If an element of spatialCovs is a raster stack or brick, then z values must be set using raster::setZ and covs must include column(s) of the corresponding z value(s) for each observation (e.g., 'time'). The names of the raster layer(s) can be included in formula and/or DM. Note that simCTHMM usually takes longer to generate simulated data when spatialCovs is specified.

obsPerAnimal

Either the number of observations per animal (if single value) or the bounds of the number of observations per animal (if vector of two values). In the latter case, the numbers of obervations generated for each animal are uniformously picked from this interval. Alternatively, obsPerAnimal can be specified as a list of length nbAnimals with each element providing the number of observations (if single value) or the bounds (if vector of two values) for each individual. Default: c(500,1500).

initialPosition

2-vector providing the x- and y-coordinates of the initial position for all animals. Alternatively, initialPosition can be specified as a list of length nbAnimals with each element a 2-vector providing the x- and y-coordinates of the initial position for each individual. Default: c(0,0). If mvnCoord corresponds to a data stream with “mvnorm3” or ”rw_mvnorm3” probability distributions, then initialPosition must be composed of 3-vector(s) for the x-, y-, and z-coordinates.

DM

An optional named list indicating the design matrices to be used for the probability distribution parameters of each data stream. Each element of DM can either be a named list of regression formulas or a “pseudo” design matrix.

userBounds

An optional named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream.

workBounds

An optional named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters. For each matrix, the first column pertains to the lower bound and the second column the upper bound. For data streams, each element of workBounds should be a k x 2 matrix with the same name of the corresponding element of Par, where k is the number of parameters. For transition rate parameters, the corresponding element of workBounds must be a k x 2 matrix named “beta”, where k=length(beta). For initial distribution parameters, the corresponding element of workBounds must be a k x 2 matrix named “delta”, where k=length(delta). workBounds is ignored for any given data stream unless DM is also specified.

betaRef

Numeric vector of length nbStates indicating the reference elements for the state transition rate matrix. Default: NULL, in which case the diagonal elements of the transition rate matrix are the reference.

mvnCoords

Character string indicating the name of location data that are to be simulated using a multivariate normal distribution. For example, if mu="rw_mvnorm2" was included in dist and (mu.x, mu.y) are intended to be location data, then mvnCoords="mu" needs to be specified in order for these data to be treated as such.

stateNames

Optional character vector of length nbStates indicating state names.

model

A momentuHMM, miHMM, or miSum object. This option can be used to simulate from a fitted model. Default: NULL. Note that, if this argument is specified, most other arguments will be ignored – except for nbAnimals, obsPerAnimal, states, initialPosition, lambda, errorEllipse, and, if covariate values different from those in the data should be specified, covs, and spatialCovs. It is not appropriate to simulate movement data from a model that was fitted to latitude/longitude data (because simCTHMM assumes Cartesian coordinates).

matchModelObs

If model is provided, logical indicating whether to match nbAnimals, obsPerAnimal, and observation times to the fitted model data. If TRUE, then nbAnimals, obsPerAnimal, and lambda are ignored. Furthermore, if TRUE and initialPosition is not compatible with any spatialCovs, then the initial position for each animal from the fitted model data is used. Default: FALSE.

states

TRUE if the simulated states should be returned, FALSE otherwise (default).

retrySims

Number of times to attempt to simulate data within the spatial extent of spatialCovs. If retrySims=0 (the default), an error is returned if the simulated tracks(s) move beyond the extent(s) of the raster layer(s). Instead of relying on retrySims, in many cases it might be better to simply expand the extent of the raster layer(s) and/or adjust the movement parameters. Ignored if spatialCovs=NULL.

lambda

Observation rate. lambda is the rate parameter of the exponential distribution for the waiting times between successive observations, i.e., 1/lambda is the expected time between successive location observations. If model is specified and model$data time column is of class date-time or date, lambda has the same units as the Time.unit argument in prepData. Default: 1. Alternatively lambda can be specified as a list of length nbAnimals providing the exact observation times for each individual.

errorEllipse

List providing the upper bound for the semi-major axis (M; on scale of x- and y-coordinates), semi-minor axis (m; on scale of x- and y-coordinates), and orientation (r; in degrees) of location error ellipses. If NULL (the default), no location measurement error is simulated. If errorEllipse is specified, then each observed location is subject to bivariate normal errors as described in McClintock et al. (2015), where the components of the error ellipse for each location are randomly drawn from runif(1,min(errorEllipse$M),max(errorEllipse$M)), runif(1,min(errorEllipse$m),max(errorEllipse$m)), and runif(1,min(errorEllipse$r),max(errorEllipse$r)). If only a single value is provided for any of the error ellipse elements, then the corresponding component is fixed to this value for each location. Only coordinate data streams are subject to location measurement error; any other data streams are observed without error.

ncores

Number of cores to use for parallel processing. Default: 1 (no parallel processing).

export

Character vector of the names of any additional objects or functions in the global environment that are used in DM, formula, formulaDelta, and/or formulaPi. Only necessary if ncores>1 so that the needed items will be exported to the workers.

gradient

Logical indicating whether or not to calculate gradients of spatialCovs using bilinear interpolation (e.g. for inclusion in potential functions). Default: FALSE. If TRUE, the gradients are returned with “.x” (easting gradient) and “.y” (northing gradient) suffixes added to the names of spatialCovs. For example, if cov1 is the name of a spatial covariate, then the returned momentuHMMData object will include the fields “cov1.x” and “cov1.y”.

keepSwitch

Logical indicating whether or not to return the (typically unobserved) data at the times when potential state switches could have occurred. Default: FALSE. If set to TRUE, an additional logical field named isObs is returned, where TRUE indicates observations and FALSE indicates state switches.

kappa

List of the form list(method=c("all","random","quantile"),nspCov=NA,spCov=NA) defining the method for obtaining the upper bound for the transition rate out of the current state (see Blackwell et al. 2016). The list can include up to three named objects: 1) method, a character string indicating the method for calculating the upper bound based on the covariates in the model ("all", "random", or "quantile"); 2) nspCov, a positive scalar for subsampling the non-spatial covariates (when method="random" or method="quantile"); and spCov, a positive scalar for subsampling the spatial covariates (when method="random" or method="quantile"). Default method is "all", in which case kappa is calculated based on all of the observed covariate values (note this can be slow and/or memory could become an issue for large datasets and/or rasters). For method="random", the observed covariates are subsampled with up to nspCov samples of any non-spatial covariates and up to spCov samples of any spatial covariates (defaults are 1000 for nspCov and 10000 for spCov). For method="quantile", all combinations of 100-length sequences spanning the (nspCov/2, 1-nspCov/2) and (spCov/2, 1-spCov/2) quantiles of the covariates are used (defaults are 0.05 for both nspCov and spCov). Ignored unless covariates are included in formula.

Alternatively, kappa can be manually specified as a finite positive scalar (instead of a list) indicating the maximum allowed value for the row sums of the off-diagonal elements in the state transition rate matrix, such that the minimum value for the diagonal elements is -kappa. In this case, the transition rate parameters (beta) are specified on the logit scale (instead of the log scale).

If model is provided and kappa is NULL, then kappa is set to model$conditions$kappa (see fitCTHMM).

TMB

Logical indicating whether or not data should be simulated based on TMB model specifications. Default: FALSE. See optMethod argument in fitCTHMM. Ignored if model is specified.

Details

  • simCTHMM assumes the snapshot property applies to all data stream distributions (i.e. observations are "instantaneous") except for the (multivariate) normal random walk (rw_norm, rw_mvnorm2, rw_mvnorm3) and Poisson (pois) distributions. For these particular distributions, the observed data are not "instantaneous"; they depend on the time interval between observations (Δt)(\Delta_t) and, hence, the state sequence during the entire interval. If fitting with fitCTHMM (or MIfitCTHMM), it is critical that the frequency of observations (specified by lambda) is high relative to the serial correlation in the hidden state process (specified by beta) in order for the discrete-time approximation of fitCTHMM to be reasonably accurate for these distributions.

  • If the length of covariate values passed (either through 'covs', or 'model') is not the same as the number of observations suggested by 'nbAnimals' and 'obsPerAnimal', then the series of covariates is either shortened (removing last values - if too long) or extended (starting over from the first values - if too short).

  • When covariates are not included in formulaDelta (i.e. formulaDelta=NULL), then delta is specified as a vector of length nbStates that sums to 1. When covariates are included in formulaDelta, then delta must be specified as a k x (nbStates-1) matrix of working parameters, where k is the number of regression coefficients and the columns correspond to states 2:nbStates. For example, in a 3-state HMM with formulaDelta=~cov1+cov2, the matrix delta has three rows (intercept + two covariates) and 2 columns (corresponding to states 2 and 3). The initial distribution working parameters are transformed to the real scale as exp(covsDelta*Delta)/rowSums(exp(covsDelta*Delta)), where covsDelta is the N x k design matrix, Delta=cbind(rep(0,k),delta) is a k x nbStates matrix of working parameters, and N=length(unique(data$ID)).

Value

If the simulated data have no measurement error (i.e., errorEllipse=NULL), a momentuHMMData object, i.e., a dataframe of:

ID

The ID(s) of the observed animal(s)

time

Numeric time of each observed observation

...

Data streams as specified by dist

x

Either easting or longitude (if data streams include valid non-negative distribution for 'step')

y

Either norting or latitude (if data streams include valid non-negative distribution for 'step')

...

Covariates (if any)

If simulated location data include measurement error (i.e., errorEllipse!=NULL), a dataframe of:

ID

The ID(s) of the observed animal(s)

time

Numeric time of each observed (and missing) observation

x

Either easting or longitude observed location

y

Either norting or latitude observed location

...

Data streams that are not derived from location (if applicable)

...

Covariates at true (mux,muy) locations (if any)

mux

Either easting or longitude true location

muy

Either norting or latitude true location

error_semimajor_axis

error ellipse semi-major axis (if applicable)

error_semiminor_axis

error ellipse semi-minor axis (if applicable)

error_ellipse_orientation

error ellipse orientation (if applicable)

ln.sd.x

log of the square root of the x-variance of bivariate normal error (if applicable; required for error ellipse models in crawlWrap)

ln.sd.y

log of the square root of the y-variance of bivariate normal error (if applicable; required for error ellipse models in crawlWrap)

error.corr

correlation term of bivariate normal error (if applicable; required for error ellipse models in crawlWrap)

References

Blackwell, P.G., Niu, M., Lambert, M.S. and LaPoint, S.D., 2016. Exact Bayesian inference for animal movement in continuous time. Methods in Ecology and Evolution, 7 (2), 184-195.


Simulation tool

Description

Simulates data from a (multivariate) hidden Markov model. Movement data are assumed to be in Cartesian coordinates (not longitude/latitude) and can be generated with or without observation error attributable to temporal irregularity or location measurement error.

Usage

simData(
  nbAnimals = 1,
  nbStates = 2,
  dist,
  Par,
  beta = NULL,
  delta = NULL,
  formula = ~1,
  formulaDelta = NULL,
  mixtures = 1,
  formulaPi = NULL,
  covs = NULL,
  nbCovs = 0,
  spatialCovs = NULL,
  zeroInflation = NULL,
  oneInflation = NULL,
  circularAngleMean = NULL,
  centers = NULL,
  centroids = NULL,
  angleCovs = NULL,
  obsPerAnimal = c(500, 1500),
  initialPosition = c(0, 0),
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  betaRef = NULL,
  mvnCoords = NULL,
  stateNames = NULL,
  model = NULL,
  matchModelObs = FALSE,
  states = FALSE,
  retrySims = 0,
  lambda = NULL,
  errorEllipse = NULL,
  ncores = 1,
  export = NULL,
  gradient = FALSE,
  TMB = FALSE,
  ...
)

simHierData(
  nbAnimals = 1,
  hierStates,
  hierDist,
  Par,
  hierBeta = NULL,
  hierDelta = NULL,
  hierFormula = NULL,
  hierFormulaDelta = NULL,
  mixtures = 1,
  formulaPi = NULL,
  covs = NULL,
  nbHierCovs = NULL,
  spatialCovs = NULL,
  zeroInflation = NULL,
  oneInflation = NULL,
  circularAngleMean = NULL,
  centers = NULL,
  centroids = NULL,
  angleCovs = NULL,
  obsPerLevel,
  initialPosition = c(0, 0),
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  mvnCoords = NULL,
  model = NULL,
  matchModelObs = FALSE,
  states = FALSE,
  retrySims = 0,
  lambda = NULL,
  errorEllipse = NULL,
  ncores = 1,
  export = NULL,
  gradient = FALSE,
  TMB = FALSE,
  ...
)

Arguments

nbAnimals

Number of observed individuals to simulate.

nbStates

Number of behavioural states to simulate.

dist

A named list indicating the probability distributions of the data streams. Currently supported distributions are 'bern', 'beta', 'cat', 'exp', 'gamma', 'lnorm', 'logis', 'negbinom', 'norm', 'mvnorm2' (bivariate normal distribution), 'mvnorm3' (trivariate normal distribution), 'pois', 'rw_norm' (normal random walk), 'rw_mvnorm2' (bivariate normal random walk), 'rw_mvnorm3' (trivariate normal random walk), 'vm', 'vmConsensus', 'weibull', and 'wrpcauchy'. For example, dist=list(step='gamma', angle='vm', dives='pois') indicates 3 data streams ('step', 'angle', and 'dives') and their respective probability distributions ('gamma', 'vm', and 'pois').

Par

A named list containing vectors of initial state-dependent probability distribution parameters for each data stream specified in dist. The parameters should be in the order expected by the pdfs of dist, and any zero-mass and/or one-mass parameters should be the last (if both are present, then zero-mass parameters must preceed one-mass parameters).

If DM is not specified for a given data stream, then Par is on the natural (i.e., real) scale of the parameters. However, if DM is specified for a given data stream, then Par must be on the working (i.e., beta) scale of the parameters, and the length of Par must match the number of columns in the design matrix. See details below.

beta

Matrix of regression parameters for the transition probabilities (more information in "Details").

delta

Initial distribution of the HMM. Default: rep(1/nbStates,nbStates). If formulaDelta includes a formula, then delta must be specified as a k x (nbStates-1) matrix, where k is the number of covariates and the columns correspond to states 2:nbStates. See details below.

formula

Regression formula for the transition probability covariates. Default: ~1 (no covariate effect). In addition to allowing standard functions in R formulas (e.g., cos(cov), cov1*cov2, I(cov^2)), special functions include cosinor(cov,period) for modeling cyclical patterns, spline functions (bs, ns, bSpline, cSpline, iSpline, and mSpline), and state- or parameter-specific formulas (see details). Any formula terms that are not state- or parameter-specific are included on all of the transition probabilities.

formulaDelta

Regression formula for the initial distribution. Default: NULL (no covariate effects and delta is specified on the real scale). Standard functions in R formulas are allowed (e.g., cos(cov), cov1*cov2, I(cov^2)). When any formula is provided, then delta must be specified on the working scale.

mixtures

Number of mixtures for the state transition probabilities (i.e. discrete random effects *sensu* DeRuiter et al. 2017). Default: mixtures=1.

formulaPi

Regression formula for the mixture distribution probabilities. Default: NULL (no covariate effects; both beta$pi and fixPar$pi are specified on the real scale). Standard functions in R formulas are allowed (e.g., cos(cov), cov1*cov2, I(cov^2)). When any formula is provided, then both beta$pi and fixPar$pi are specified on the working scale. Note that only the covariate values corresponding to the first time step for each individual ID are used (i.e. time-varying covariates cannot be used for the mixture probabilties).

covs

Covariate values to include in the simulated data, as a dataframe. The names of any covariates specified by covs can be included in formula and/or DM. Covariates can also be simulated according to a standard normal distribution, by setting covs to NULL (the default), and specifying nbCovs>0.

nbCovs

Number of covariates to simulate (0 by default). Does not need to be specified if covs is specified. Simulated covariates are provided generic names (e.g., 'cov1' and 'cov2' for nbCovs=2) and can be included in formula and/or DM.

spatialCovs

List of raster objects for spatio-temporally referenced covariates. Covariates specified by spatialCovs are extracted from the raster layer(s) based on any simulated location data (and the z values for a raster stack or brick) for each time step. If an element of spatialCovs is a raster stack or brick, then z values must be set using raster::setZ and covs must include column(s) of the corresponding z value(s) for each observation (e.g., 'time'). The names of the raster layer(s) can be included in formula and/or DM. Note that simData usually takes longer to generate simulated data when spatialCovs is specified.

zeroInflation

A named list of logicals indicating whether the probability distributions of the data streams should be zero-inflated. If zeroInflation is TRUE for a given data stream, then values for the zero-mass parameters should be included in the corresponding element of Par.

oneInflation

A named list of logicals indicating whether the probability distributions of the data streams should be one-inflated. If oneInflation is TRUE for a given data stream, then values for the one-mass parameters should be included in the corresponding element of Par.

circularAngleMean

An optional named list indicating whether to use circular-linear (FALSE) or circular-circular (TRUE) regression on the mean of circular distributions ('vm' and 'wrpcauchy') for turning angles. For example, circularAngleMean=list(angle=TRUE) indicates the angle mean is be estimated for 'angle' using circular-circular regression. Whenever circular-circular regression is used for an angular data stream, a corresponding design matrix (DM) must be specified for the data stream, and the previous movement direction (i.e., a turning angle of zero) is automatically used as the reference angle (i.e., the intercept). Default is NULL, which assumes circular-linear regression is used for any angular distributions. Any circularAngleMean elements corresponding to data streams that do not have angular distributions are ignored. circularAngleMean is also ignored for any 'vmConsensus' data streams (because the consensus model is a circular-circular regression model).

Alternatively, circularAngleMean can be specified as a numeric scalar, where the value specifies the coefficient for the reference angle (i.e., directional persistence) term in the circular-circular regression model. For example, setting circularAngleMean to 0 specifies a circular-circular regression model with no directional persistence term (thus specifying a biased random walk instead of a biased correlated random walk). Setting circularAngleMean to 1 is equivalent to setting it to TRUE, i.e., a circular-circular regression model with a coefficient of 1 for the directional persistence reference angle.

centers

2-column matrix providing the x-coordinates (column 1) and y-coordinates (column 2) for any activity centers (e.g., potential centers of attraction or repulsion) from which distance and angle covariates will be calculated based on the simulated location data. These distance and angle covariates can be included in formula and DM using the row names of centers. If no row names are provided, then generic names are generated for the distance and angle covariates (e.g., 'center1.dist', 'center1.angle', 'center2.dist', 'center2.angle'); otherwise the covariate names are derived from the row names of centers as paste0(rep(rownames(centers),each=2),c(".dist",".angle")). Note that the angle covariates for each activity center are calculated relative to the previous movement direction instead of standard directions relative to the x-axis; this is to allow turning angles to be simulated as a function of these covariates using circular-circular regression.

centroids

List where each element is a data frame consisting of at least max(unlist(obsPerAnimal)) rows that provides the x-coordinates ('x') and y-coordinates ('y) for centroids (i.e., dynamic activity centers where the coordinates can change for each time step) from which distance and angle covariates will be calculated based on the simulated location data. These distance and angle covariates can be included in formula and DM using the names of centroids. If no list names are provided, then generic names are generated for the distance and angle covariates (e.g., 'centroid1.dist', 'centroid1.angle', 'centroid2.dist', 'centroid2.angle'); otherwise the covariate names are derived from the list names of centroids as paste0(rep(names(centroids),each=2),c(".dist",".angle")). Note that the angle covariates for each centroid are calculated relative to the previous movement direction instead of standard directions relative to the x-axis; this is to allow turning angles to be simulated as a function of these covariates using circular-circular regression.

angleCovs

Character vector indicating the names of any circular-circular regression angular covariates in covs or spatialCovs that need conversion from standard direction (in radians relative to the x-axis) to turning angle (relative to previous movement direction) using circAngles.

obsPerAnimal

Either the number of observations per animal (if single value) or the bounds of the number of observations per animal (if vector of two values). In the latter case, the numbers of obervations generated for each animal are uniformously picked from this interval. Alternatively, obsPerAnimal can be specified as a list of length nbAnimals with each element providing the number of observations (if single value) or the bounds (if vector of two values) for each individual. Default: c(500,1500).

initialPosition

2-vector providing the x- and y-coordinates of the initial position for all animals. Alternatively, initialPosition can be specified as a list of length nbAnimals with each element a 2-vector providing the x- and y-coordinates of the initial position for each individual. Default: c(0,0). If mvnCoord corresponds to a data stream with “mvnorm3” or ”rw_mvnorm3” probability distributions, then initialPosition must be composed of 3-vector(s) for the x-, y-, and z-coordinates.

DM

An optional named list indicating the design matrices to be used for the probability distribution parameters of each data stream. Each element of DM can either be a named list of regression formulas or a “pseudo” design matrix. For example, for a 2-state model using the gamma distribution for a data stream named 'step', DM=list(step=list(mean=~cov1, sd=~1)) specifies the mean parameters as a function of the covariate 'cov1' for each state. This model could equivalently be specified as a 4x6 “pseudo” design matrix using character strings for the covariate: DM=list(step=matrix(c(1,0,0,0,'cov1',0,0,0,0,1,0,0,0,'cov1',0,0,0,0,1,0,0,0,0,1),4,6)) where the 4 rows correspond to the state-dependent paramaters (mean_1,mean_2,sd_1,sd_2) and the 6 columns correspond to the regression coefficients.

Design matrices specified using formulas allow standard functions in R formulas (e.g., cos(cov), cov1*cov2, I(cov^2)). Special formula functions include cosinor(cov,period) for modeling cyclical patterns, spline functions (bs, ns, bSpline, cSpline, iSpline, and mSpline), angleFormula(cov,strength,by) for the angle mean of circular-circular regression models, and state-specific formulas (see details). Any formula terms that are not state-specific are included on the parameters for all nbStates states.

userBounds

An optional named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream. For example, for a 2-state model using the wrapped Cauchy ('wrpcauchy') distribution for a data stream named 'angle' with estAngleMean$angle=TRUE), userBounds=list(angle=matrix(c(-pi,-pi,-1,-1,pi,pi,1,1),4,2,dimnames=list(c("mean_1", "mean_2","concentration_1","concentration_2")))) specifies (-1,1) bounds for the concentration parameters instead of the default [0,1) bounds.

workBounds

An optional named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters. For each matrix, the first column pertains to the lower bound and the second column the upper bound. For data streams, each element of workBounds should be a k x 2 matrix with the same name of the corresponding element of Par, where k is the number of parameters. For transition probability parameters, the corresponding element of workBounds must be a k x 2 matrix named “beta”, where k=length(beta). For initial distribution parameters, the corresponding element of workBounds must be a k x 2 matrix named “delta”, where k=length(delta). workBounds is ignored for any given data stream unless DM is also specified.

betaRef

Numeric vector of length nbStates indicating the reference elements for the t.p.m. multinomial logit link. Default: NULL, in which case the diagonal elements of the t.p.m. are the reference. See fitHMM.

mvnCoords

Character string indicating the name of location data that are to be simulated using a multivariate normal distribution. For example, if mu="rw_mvnorm2" was included in dist and (mu.x, mu.y) are intended to be location data, then mvnCoords="mu" needs to be specified in order for these data to be treated as such.

stateNames

Optional character vector of length nbStates indicating state names.

model

A momentuHMM, momentuHierHMM, miHMM, or miSum object. This option can be used to simulate from a fitted model. Default: NULL. Note that, if this argument is specified, most other arguments will be ignored – except for nbAnimals, obsPerAnimal, states, initialPosition, lambda, errorEllipse, and, if covariate values different from those in the data should be specified, covs, spatialCovs, centers, and centroids. It is not appropriate to simulate movement data from a model that was fitted to latitude/longitude data (because simData assumes Cartesian coordinates).

matchModelObs

If model is provided, logical indicating whether to match nbAnimals and obsPerAnimal to the fitted model data. If TRUE, then nbAnimals and obsPerAnimal are ignored. Furthermore, if TRUE and initialPosition is not compatible with any spatialCovs, then the initial position for each animal from the fitted model data is used. Default: FALSE.

states

TRUE if the simulated states should be returned, FALSE otherwise (default).

retrySims

Number of times to attempt to simulate data within the spatial extent of spatialCovs. If retrySims=0 (the default), an error is returned if the simulated tracks(s) move beyond the extent(s) of the raster layer(s). Instead of relying on retrySims, in many cases it might be better to simply expand the extent of the raster layer(s) and/or adjust the step length and turning angle probability distributions. Ignored if spatialCovs=NULL.

lambda

Observation rate for location data. If NULL (the default), location data are obtained at regular intervals. Otherwise lambda is the rate parameter of the exponential distribution for the waiting times between successive location observations, i.e., 1/lambda is the expected time between successive location observations. Only the 'step' and 'angle' data streams are subject to temporal irregularity; any other data streams are observed at temporally-regular intervals. Ignored unless a valid distribution for the 'step' data stream is specified.

errorEllipse

List providing the upper bound for the semi-major axis (M; on scale of x- and y-coordinates), semi-minor axis (m; on scale of x- and y-coordinates), and orientation (r; in degrees) of location error ellipses. If NULL (the default), no location measurement error is simulated. If errorEllipse is specified, then each observed location is subject to bivariate normal errors as described in McClintock et al. (2015), where the components of the error ellipse for each location are randomly drawn from runif(1,min(errorEllipse$M),max(errorEllipse$M)), runif(1,min(errorEllipse$m),max(errorEllipse$m)), and runif(1,min(errorEllipse$r),max(errorEllipse$r)). If only a single value is provided for any of the error ellipse elements, then the corresponding component is fixed to this value for each location. Only the 'step' and 'angle' data streams are subject to location measurement error; any other data streams are observed without error. Ignored unless a valid distribution for the 'step' data stream is specified.

ncores

Number of cores to use for parallel processing. Default: 1 (no parallel processing).

export

Character vector of the names of any additional objects or functions in the global environment that are used in DM, formula, formulaDelta, and/or formulaPi. Only necessary if ncores>1 so that the needed items will be exported to the workers.

gradient

Logical indicating whether or not to calculate gradients of spatialCovs using bilinear interpolation (e.g. for inclusion in potential functions). Default: FALSE. If TRUE, the gradients are returned with “.x” (easting gradient) and “.y” (northing gradient) suffixes added to the names of spatialCovs. For example, if cov1 is the name of a spatial covariate, then the returned momentuHMMData object will include the fields “cov1.x” and “cov1.y”.

TMB

Logical indicating whether or not data should be simulated based on TMB model specifications. Default: FALSE. See optMethod argument in fitHMM. Ignored if model is specified.

...

further arguments passed to or from other methods

hierStates

A hierarchical model structure Node for the states ('state'). See details.

hierDist

A hierarchical data structure Node for the data streams ('dist'). Currently supported distributions are 'bern', 'beta', 'exp', 'gamma', 'lnorm', 'norm', 'mvnorm2' (bivariate normal distribution), 'mvnorm3' (trivariate normal distribution), 'pois', 'rw_norm' (normal random walk), 'rw_mvnorm2' (bivariate normal random walk), 'rw_mvnorm3' (trivariate normal random walk), 'vm', 'vmConsensus', 'weibull', and 'wrpcauchy'. See details.

hierBeta

A hierarchical data structure Node for the matrix of regression coefficients for the transition probabilities at each level of the hierarchy ('beta'). See fitHMM.

hierDelta

A hierarchical data structure Node for the initial distribution at each level of the hierarchy ('delta'). See fitHMM.

hierFormula

A hierarchical formula structure for the transition probability covariates for each level of the hierarchy ('formula'). Default: NULL (only hierarchical-level effects, with no covariate effects). Any formula terms that are not state- or parameter-specific are included on all of the transition probabilities within a given level of the hierarchy. See details.

hierFormulaDelta

A hierarchical formula structure for the initial distribution covariates for each level of the hierarchy ('formulaDelta'). Default: NULL (no covariate effects and fixPar$delta is specified on the working scale).

nbHierCovs

A hierarchical data structure Node for the number of covariates ('nbCovs') to simulate for each level of the hierarchy (0 by default). Does not need to be specified if covs is specified. Simulated covariates are provided generic names (e.g., 'cov1.1' and 'cov1.2' for nbHierCovs$level1$nbCovs=2) and can be included in hierFormula and/or DM.

obsPerLevel

A hierarchical data structure Node indicating the number of observations for each level of the hierarchy ('obs'). For each level, the 'obs' field can either be the number of observations per animal (if single value) or the bounds of the number of observations per animal (if vector of two values). In the latter case, the numbers of obervations generated per level for each animal are uniformously picked from this interval. Alternatively, obsPerLevel can be specified as a list of length nbAnimals with each element providing the hierarchical data structure for the number of observations for each level of the hierarchy for each animal, where the 'obs' field can either be the number of observations (if single value) or the bounds of the number of observations (if vector of two values) for each individual.

Details

  • simHierData is very similar to simData except that instead of simply specifying the number of states (nbStates), distributions (dist), observations (obsPerAnimal), covariates (nbCovs), and a single t.p.m. formula (formula), the hierStates argument specifies the hierarchical nature of the states, the hierDist argument specifies the hierarchical nature of the data streams, the obsPerLevel argument specifies the number of observations for each level of the hierarchy, the nbHierCovs argument specifies the number of covariates for each level of the hierarchy, and the hierFormula argument specifies a t.p.m. formula for each level of the hierarchy. All of the hierarchical arguments in simHierData are specified as Node objects from the data.tree package.

  • x- and y-coordinate location data are generated only if valid 'step' and 'angle' data streams are specified. Vaild distributions for 'step' include 'gamma', 'weibull', 'exp', and 'lnorm'. Valid distributions for 'angle' include 'vm' and 'wrpcauchy'. If only a valid 'step' data stream is specified, then only x-coordinates are generated.

  • If DM is specified for a particular data stream, then the initial values are specified on the working (i.e., beta) scale of the parameters. The working scale of each parameter is determined by the link function used. The function getParDM is intended to help with obtaining initial values on the working scale when specifying a design matrix and other parameter constraints.

  • Simulated data that are temporally regular (i.e., lambda=NULL) and without location measurement error (i.e., errorEllipse=NULL) are returned as a momentuHMMData (or momentuHierHMMData) object suitable for analysis using fitHMM.

  • Simulated location data that are temporally-irregular (i.e., lambda>0) and/or with location measurement error (i.e., errorEllipse!=NULL) are returned as a data frame suitable for analysis using crawlWrap.

  • The matrix beta of regression coefficients for the transition probabilities has one row for the intercept, plus one row for each covariate, and one column for each non-diagonal element of the transition probability matrix. For example, in a 3-state HMM with 2 formula covariates, the matrix beta has three rows (intercept + two covariates) and six columns (six non-diagonal elements in the 3x3 transition probability matrix - filled in row-wise). In a covariate-free model (default), beta has one row, for the intercept.

  • State-specific formulas can be specified in DM using special formula functions. These special functions can take the names paste0("state",1:nbStates) (where the integer indicates the state-specific formula). For example, DM=list(step=list(mean=~cov1+state1(cov2),sd=~cov2+state2(cov1))) includes cov1 on the mean parameter for all states, cov2 on the mean parameter for state 1, cov2 on the sd parameter for all states, and cov1 on the sd parameter for state 2.

  • State- and parameter-specific formulas can be specified for transition probabilities in formula using special formula functions. These special functions can take the names paste0("state",1:nbStates) (where the integer indicates the current state from which transitions occur), paste0("toState",1:nbStates) (where the integer indicates the state to which transitions occur), or paste0("betaCol",nbStates*(nbStates-1)) (where the integer indicates the column of the beta matrix). For example with nbStates=3, formula=~cov1+betaCol1(cov2)+state3(cov3)+toState1(cov4) includes cov1 on all transition probability parameters, cov2 on the beta column corresponding to the transition from state 1->2, cov3 on transition probabilities from state 3 (i.e., beta columns corresponding to state transitions 3->1 and 3->2), and cov4 on transition probabilities to state 1 (i.e., beta columns corresponding to state transitions 2->1 and 3->1).

  • Cyclical relationships (e.g., hourly, monthly) may be simulated using the consinor(x,period) special formula function for covariate x and sine curve period of time length period. For example, if the data are hourly, a 24-hour cycle can be simulated using ~cosinor(cov1,24), where the covariate cov1 is a repeating series of integers 0,1,...,23,0,1,...,23,0,1,... (note that simData will not do this for you, the appropriate covariate must be specified using the covs argument; see example below). The cosinor(x,period) function converts x to 2 covariates cosinorCos(x)=cos(2*pi*x/period) and consinorSin(x)=sin(2*pi*x/period for inclusion in the model (i.e., 2 additional parameters per state). The amplitude of the sine wave is thus sqrt(B_cos^2 + B_sin^2), where B_cos and B_sin are the working parameters correponding to cosinorCos(x) and cosinorSin(x), respectively (e.g., see Cornelissen 2014).

    When the circular-circular regression model is used, the special function angleFormula(cov,strength,by) can be used in DM for the mean of angular distributions (i.e. 'vm', 'vmConsensus', and 'wrpcauchy'), where cov is an angle covariate (e.g. wind direction), strength is a positive real covariate (e.g. wind speed), and by is an optional factor variable for individual- or group-level effects (e.g. ID, sex). This allows angle covariates to be weighted based on their strength or importance at time step t as in Rivest et al. (2016).

  • If the length of covariate values passed (either through 'covs', or 'model') is not the same as the number of observations suggested by 'nbAnimals' and 'obsPerAnimal' (or 'obsPerLevel' for simHierData), then the series of covariates is either shortened (removing last values - if too long) or extended (starting over from the first values - if too short).

  • For simData, when covariates are not included in formulaDelta (i.e. formulaDelta=NULL), then delta is specified as a vector of length nbStates that sums to 1. When covariates are included in formulaDelta, then delta must be specified as a k x (nbStates-1) matrix of working parameters, where k is the number of regression coefficients and the columns correspond to states 2:nbStates. For example, in a 3-state HMM with formulaDelta=~cov1+cov2, the matrix delta has three rows (intercept + two covariates) and 2 columns (corresponding to states 2 and 3). The initial distribution working parameters are transformed to the real scale as exp(covsDelta*Delta)/rowSums(exp(covsDelta*Delta)), where covsDelta is the N x k design matrix, Delta=cbind(rep(0,k),delta) is a k x nbStates matrix of working parameters, and N=length(unique(data$ID)).

  • For simHierData, 'delta' in hierDelta must be specified as a k x (nbStates-1) matrix of working parameters, where k is the number of regression coefficients and the columns correspond to states 2:nbStates.

Value

If the simulated data are temporally regular (i.e., lambda=NULL) with no measurement error (i.e., errorEllipse=NULL), an object momentuHMMData (or momentuHierHMMData), i.e., a dataframe of:

ID

The ID(s) of the observed animal(s)

...

Data streams as specified by dist (or hierDist)

x

Either easting or longitude (if data streams include valid non-negative distribution for 'step')

y

Either northing or latitude (if data streams include valid non-negative distribution for 'step')

...

Covariates (if any)

If simulated location data are temporally irregular (i.e., lambda>0) and/or include measurement error (i.e., errorEllipse!=NULL), a dataframe of:

time

Numeric time of each observed (and missing) observation

ID

The ID(s) of the observed animal(s)

x

Either easting or longitude observed location

y

Either northing or latitude observed location

...

Data streams that are not derived from location (if applicable)

...

Covariates at temporally-regular true (mux,muy) locations (if any)

mux

Either easting or longitude true location

muy

Either northing or latitude true location

error_semimajor_axis

error ellipse semi-major axis (if applicable)

error_semiminor_axis

error ellipse semi-minor axis (if applicable)

error_ellipse_orientation

error ellipse orientation (if applicable)

ln.sd.x

log of the square root of the x-variance of bivariate normal error (if applicable; required for error ellipse models in crawlWrap)

ln.sd.y

log of the square root of the y-variance of bivariate normal error (if applicable; required for error ellipse models in crawlWrap)

error.corr

correlation term of bivariate normal error (if applicable; required for error ellipse models in crawlWrap)

References

Cornelissen, G. 2014. Cosinor-based rhythmometry. Theoretical Biology and Medical Modelling 11:16.

McClintock BT, London JM, Cameron MF, Boveng PL. 2015. Modelling animal movement using the Argos satellite telemetry location error ellipse. Methods in Ecology and Evolution 6(3):266-277.

Rivest, LP, Duchesne, T, Nicosia, A, Fortin, D, 2016. A general angular regression model for the analysis of data on animal movement in ecology. Journal of the Royal Statistical Society: Series C (Applied Statistics), 65(3):445-463.

Leos-Barajas, V., Gangloff, E.J., Adam, T., Langrock, R., van Beest, F.M., Nabe-Nielsen, J. and Morales, J.M. 2017. Multi-scale modeling of animal movement and general behavior data using hidden Markov models with hierarchical structures. Journal of Agricultural, Biological and Environmental Statistics, 22 (3), 232-248.

See Also

prepData, simObsData

Examples

# 1. Pass a fitted model to simulate from
# (m is a momentuHMM object - as returned by fitHMM - automatically loaded with the package)
# We keep the default nbAnimals=1.
m <- example$m
obsPerAnimal=c(50,100)
data <- simData(model=m,obsPerAnimal=obsPerAnimal)

## Not run: 
# 2. Pass the parameters of the model to simulate from
stepPar <- c(1,10,1,5,0.2,0.3) # mean_1, mean_2, sd_1, sd_2, zeromass_1, zeromass_2
anglePar <- c(pi,0,0.5,2) # mean_1, mean_2, concentration_1, concentration_2
omegaPar <- c(1,10,10,1) # shape1_1, shape1_2, shape2_1, shape2_2
stepDist <- "gamma"
angleDist <- "vm"
omegaDist <- "beta"
data <- simData(nbAnimals=4,nbStates=2,dist=list(step=stepDist,angle=angleDist,omega=omegaDist),
                Par=list(step=stepPar,angle=anglePar,omega=omegaPar),nbCovs=2,
                zeroInflation=list(step=TRUE),
                obsPerAnimal=obsPerAnimal)

# 3. Include covariates
# (note that it is useless to specify "nbCovs", which are overruled
# by the number of columns of "cov")
cov <- data.frame(temp=log(rnorm(500,20,5)))
stepPar <- c(log(10),0.1,log(100),-0.1,log(5),log(25)) # working scale parameters for step DM
anglePar <- c(pi,0,0.5,2) # mean_1, mean_2, concentration_1, concentration_2
stepDist <- "gamma"
angleDist <- "vm"
data <- simData(nbAnimals=2,nbStates=2,dist=list(step=stepDist,angle=angleDist),
                Par=list(step=stepPar,angle=anglePar),
                DM=list(step=list(mean=~temp,sd=~1)),
                covs=cov,
                obsPerAnimal=obsPerAnimal)
                
# 4. Include example 'forest' spatial covariate raster layer
# nbAnimals and obsPerAnimal kept small to reduce example run time
spatialCov<-list(forest=forest)
data <- simData(nbAnimals=1,nbStates=2,dist=list(step=stepDist,angle=angleDist),
                Par=list(step=c(100,1000,50,100),angle=c(0,0,0.1,5)),
                beta=matrix(c(5,-10,-25,50),nrow=2,ncol=2,byrow=TRUE),
                formula=~forest,spatialCovs=spatialCov,
                obsPerAnimal=250,states=TRUE,
                retrySims=100)
                
# 5. Specify design matrix for 'omega' data stream
# natural scale parameters for step and angle
stepPar <- c(1,10,1,5) # shape_1, shape_2, scale_1, scale_2
anglePar <- c(pi,0,0.5,0.7) # mean_1, mean_2, concentration_1, concentration_2

# working scale parameters for omega DM
omegaPar <- c(log(1),0.1,log(10),-0.1,log(10),-0.1,log(1),0.1)

stepDist <- "weibull"
angleDist <- "wrpcauchy"
omegaDist <- "beta"

data <- simData(nbStates=2,dist=list(step=stepDist,angle=angleDist,omega=omegaDist),
                Par=list(step=stepPar,angle=anglePar,omega=omegaPar),nbCovs=2,
                DM=list(omega=list(shape1=~cov1,shape2=~cov2)),
                obsPerAnimal=obsPerAnimal,states=TRUE)
                
# 6. Include temporal irregularity and location measurement error
lambda <- 2 # expect 2 observations per time step
errorEllipse <- list(M=50,m=25,r=180)
obsData <- simData(model=m,obsPerAnimal=obsPerAnimal,
                   lambda=lambda, errorEllipse=errorEllipse)
                   
# 7. Cosinor and state-dependent formulas
nbStates<-2
dist<-list(step="gamma")
Par<-list(step=c(100,1000,50,100))

# include 24-hour cycle on all transition probabilities
# include 12-hour cycle on transitions from state 2
formula=~cosinor(hour24,24)+state2(cosinor(hour12,12))

# specify appropriate covariates
covs<-data.frame(hour24=0:23,hour12=0:11)

beta<-matrix(c(-1.5,1,1,NA,NA,-1.5,-1,-1,1,1),5,2)
# row names for beta not required but can be helpful
rownames(beta)<-c("(Intercept)",
                  "cosinorCos(hour24, 24)",
                  "cosinorSin(hour24, 24)",
                  "cosinorCos(hour12, 12)",
                  "cosinorSin(hour12, 12)")
data.cos<-simData(nbStates=nbStates,dist=dist,Par=Par,
                  beta=beta,formula=formula,covs=covs)     
                  
# 8. Piecewise constant B-spline on step length mean and angle concentration
nObs <- 1000 # length of simulated track
cov <- data.frame(time=1:nObs) # time covariate for splines
dist <- list(step="gamma",angle="vm")
stepDM <- list(mean=~splines2::bSpline(time,df=2,degree=0),sd=~1)
angleDM <- list(mean=~1,concentration=~splines2::bSpline(time,df=2,degree=0))
DM <- list(step=stepDM,angle=angleDM)
Par <- list(step=c(log(1000),1,-1,log(100)),angle=c(0,log(10),2,-5))

data.spline<-simData(obsPerAnimal=nObs,nbStates=1,dist=dist,Par=Par,DM=DM,covs=cov)        

# 9. Initial state (delta) based on covariate
nObs <- 100
dist <- list(step="gamma",angle="vm")
Par <- list(step=c(100,1000,50,100),angle=c(0,0,0.01,0.75))

# create sex covariate
cov <- data.frame(sex=factor(rep(c("F","M"),each=nObs))) # sex covariate
formulaDelta <- ~ sex + 0

# Female begins in state 1, male begins in state 2
delta <- matrix(c(-100,100),2,1,dimnames=list(c("sexF","sexM"),"state 2")) 

data.delta<-simData(nbAnimals=2,obsPerAnimal=nObs,nbStates=2,dist=dist,Par=Par,
                    delta=delta,formulaDelta=formulaDelta,covs=cov,
                    beta=matrix(-1.5,1,2),states=TRUE)        

## End(Not run)

Simulation tool

Description

Simulates data from an approximate (multivariate) hierarchical continuous-time discrete-space hidden Markov model. Note that the state active at observation time t determines the (state-dependent) observation distribution from observation time t to time t+1 (see Details) and time-varying covariates are assumed piece-wise constant between observations. Movement data are assumed to be in Cartesian coordinates (not longitude/latitude) and can be generated with or without observation error attributable to location measurement error.

Usage

simHierCTDS(
  nbAnimals = 1,
  hierStates,
  hierDist,
  Par,
  hierBeta = NULL,
  hierDelta = NULL,
  hierFormula = NULL,
  hierFormulaDelta = NULL,
  mixtures = 1,
  formulaPi = NULL,
  covs = NULL,
  nbHierCovs = NULL,
  rast,
  spatialCovs = NULL,
  spatialCovs.grad = NULL,
  directions = 4,
  normalize.gradients = FALSE,
  grad.point.decreasing = FALSE,
  zero.idx = integer(),
  moveState = FALSE,
  obsPerLevel,
  initialPosition = c(0, 0),
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  model = NULL,
  matchModelObs = TRUE,
  states = FALSE,
  lambda = 1,
  errorEllipse = NULL,
  ncores = 1,
  export = NULL
)

Arguments

nbAnimals

Number of observed individuals to simulate.

hierStates

A hierarchical model structure Node for the states ('state'). See details.

hierDist

A hierarchical data structure Node for the data streams ('dist'). A data stream named z must be included in one level, and it must be assigned the "ctds" distribution.

Par

A named list containing vectors of initial state-dependent probability distribution parameters for each data stream specified in dist. The parameters should be in the order expected by the pdfs of dist.

If DM is not specified for a given data stream, then Par is on the natural (i.e., real) scale of the parameters. However, if DM is specified for a given data stream, then Par must be on the working (i.e., beta) scale of the parameters, and the length of Par must match the number of columns in the design matrix. See details below.

hierBeta

A hierarchical data structure Node for the matrix of initial values for the regression coefficients of the transition probabilities at each level of the hierarchy ('beta'). See fitHMM.

hierDelta

A hierarchical data structure Node for the matrix of initial values for the regression coefficients of the initial distribution at each level of the hierarchy ('delta'). See fitHMM.

hierFormula

A hierarchical formula structure for the transition probability covariates for each level of the hierarchy ('formula'). Default: NULL (only hierarchical-level effects, with no covariate effects). Any formula terms that are not state- or parameter-specific are included on all of the transition probabilities within a given level of the hierarchy. See details.

hierFormulaDelta

A hierarchical formula structure for the initial distribution covariates for each level of the hierarchy ('formulaDelta'). Default: NULL (no covariate effects and fixPar$delta is specified on the working scale).

mixtures

Number of mixtures for the state transition probabilities (i.e. discrete random effects *sensu* DeRuiter et al. 2017). Default: mixtures=1.

formulaPi

Regression formula for the mixture distribution probabilities. Default: NULL (no covariate effects; both beta$pi and fixPar$pi are specified on the real scale). Standard functions in R formulas are allowed (e.g., cos(cov), cov1*cov2, I(cov^2)). When any formula is provided, then both beta$pi and fixPar$pi are specified on the working scale. Note that only the covariate values corresponding to the first time step for each individual ID are used (i.e. time-varying covariates cannot be used for the mixture probabilties).

covs

Covariate values to include in the simulated data, as a dataframe. The names of any covariates specified by covs can be included in formula and/or DM. Covariates can also be simulated according to a standard normal distribution, by setting covs to NULL (the default), and specifying nbCovs>0.

nbHierCovs

A hierarchical data structure Node for the number of covariates ('nbCovs') to simulate for each level of the hierarchy (0 by default). Does not need to be specified if covs is specified. Simulated covariates are provided generic names (e.g., 'cov1.1' and 'cov1.2' for nbHierCovs$level1$nbCovs=2) and can be included in hierFormula and/or DM.

rast

A raster object or raster stack object that will define the discrete-space grid cells for the CTMC movement path. spatialCovs and spatialCovs.grad must have the same extent, number of rows and columns, projection, resolution, and origin as rast.

spatialCovs

List of raster objects for spatio-temporally referenced covariates. Covariates specified by spatialCovs are extracted from the raster layer(s) based on the location data (and the z values for a raster stack or brick) for each time step. If an element of spatialCovs is a raster stack or brick, then z values must be set using raster::setZ and data must include column(s) of the corresponding z value(s) for each observation (e.g., 'Date'). In the momentuHMMData object returned by prepCTDS, covariates for the current position (e.g.\ for use in formula or DM) are named with a .cur suffix (e.g. cov1.cur).

spatialCovs.grad

List of raster objects for spatio-temporally referenced covariates, where a directional gradient is to be calculated internally using rast.grad. Gradient-based covariates specified by spatialCovs.grad are extracted from the raster layer(s) based on the location data (and the z values for a raster stack or brick) for each time step. If an element of spatialCovs.grad is a raster stack or brick, then z values must be set using raster::setZ and data must include column(s) of the corresponding z value(s) for each observation (e.g., 'Date').

directions

Integer. Either 4 (indicating a "Rook's neighborhood" of 4 neighboring grid cells) or 8 (indicating a "King's neighborhood" of 8 neighboring grid cells).

normalize.gradients

Logical. Default is FALSE. If TRUE, then all gradient covariates for spatialCovs.grad are normalized by dividing by the length of the gradient vector at each point.

grad.point.decreasing

Logical. If TRUE, then the gradient covariates are positive in the direction of decreasing values of the covariate. If FALSE, then the gradient covariates are positive in the direction of increasing values of the covariate (like a true gradient).

zero.idx

Integer vector of the indices of raster cells that are not passable and should be excluded. These are cells where movement should be impossible. Default is zero.idx=integer().

moveState

Logical indicating whether or not transitions out of the current state are forbidden when the animal does not move out of the current cell. Default: FALSE. Note that if moveState is TRUE, then the realized state transition rates will not accurately reflect beta.

obsPerLevel

A hierarchical data structure Node indicating the number of observations for each level of the hierarchy ('obs'). For each level, the 'obs' field can either be the number of observations per animal (if single value) or the bounds of the number of observations per animal (if vector of two values). In the latter case, the numbers of obervations generated per level for each animal are uniformously picked from this interval. Alternatively, obsPerLevel can be specified as a list of length nbAnimals with each element providing the hierarchical data structure for the number of observations for each level of the hierarchy for each animal, where the 'obs' field can either be the number of observations (if single value) or the bounds of the number of observations (if vector of two values) for each individual.

initialPosition

2-vector providing the x- and y-coordinates of the initial position for all animals. Alternatively, initialPosition can be specified as a list of length nbAnimals with each element a 2-vector providing the x- and y-coordinates of the initial position for each individual. Default: c(0,0). If mvnCoord corresponds to a data stream with “mvnorm3” or ”rw_mvnorm3” probability distributions, then initialPosition must be composed of 3-vector(s) for the x-, y-, and z-coordinates.

DM

An optional named list indicating the design matrices to be used for the probability distribution parameters of each data stream. Each element of DM can either be a named list of regression formulas or a “pseudo” design matrix.

userBounds

An optional named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream.

workBounds

An optional named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters. For each matrix, the first column pertains to the lower bound and the second column the upper bound. For data streams, each element of workBounds should be a k x 2 matrix with the same name of the corresponding element of Par, where k is the number of parameters. For transition rate parameters, the corresponding element of workBounds must be a k x 2 matrix named “beta”, where k=length(beta). For initial distribution parameters, the corresponding element of workBounds must be a k x 2 matrix named “delta”, where k=length(delta). workBounds is ignored for any given data stream unless DM is also specified.

model

A momentuHMM, miHMM, or miSum object. This option can be used to simulate from a fitted model. Default: NULL. Note that, if this argument is specified, most other arguments will be ignored – except for nbAnimals, obsPerAnimal, states, initialPosition, lambda, errorEllipse, and, if covariate values different from those in the data should be specified, covs, and spatialCovs. It is not appropriate to simulate movement data from a model that was fitted to latitude/longitude data (because simData assumes Cartesian coordinates).

matchModelObs

If model is provided, logical indicating whether to match nbAnimals, obsPerAnimal, and observation times to the fitted model data. If TRUE, then nbAnimals, obsPerAnimal, and lambda are ignored. Default: TRUE.

states

TRUE if the simulated states should be returned, FALSE otherwise (default).

lambda

Observation rate. lambda is the rate parameter of the exponential distribution for the waiting times between successive observations, i.e., 1/lambda is the expected time between successive location observations. Note that only a single state transition can occur between observations. If model is specified and model$data time column is of class date-time or date, lambda has the same units as the Time.unit argument in fitCTHMM. Default: 1.

errorEllipse

List providing the upper bound for the semi-major axis (M; on scale of x- and y-coordinates), semi-minor axis (m; on scale of x- and y-coordinates), and orientation (r; in degrees) of location error ellipses. If NULL (the default), no location measurement error is simulated. If errorEllipse is specified, then each observed location is subject to bivariate normal errors as described in McClintock et al. (2015), where the components of the error ellipse for each location are randomly drawn from runif(1,min(errorEllipse$M),max(errorEllipse$M)), runif(1,min(errorEllipse$m),max(errorEllipse$m)), and runif(1,min(errorEllipse$r),max(errorEllipse$r)). If only a single value is provided for any of the error ellipse elements, then the corresponding component is fixed to this value for each location. Only coordinate data streams are subject to location measurement error; any other data streams are observed without error.

ncores

Number of cores to use for parallel processing. Default: 1 (no parallel processing).

export

Character vector of the names of any additional objects or functions in the global environment that are used in DM, formula, formulaDelta, and/or formulaPi. Only necessary if ncores>1 so that the needed items will be exported to the workers.

Details

  • Importantly, simHierCTDS assumes the state active at observation time t determines the (state-dependent) observation distribution from observation time t to time t+1 (i.e. state switches only occur at the times of observations). The snapshot property applies to all data stream distributions (i.e. observations are "instantaneous") except for the continuous-time discrete space (ctds), (multivariate) normal random walk (rw_norm, rw_mvnorm2, rw_mvnorm3), and Poisson (pois) distributions. For these particular distributions, the observed data are not "instantaneous"; they depend on the time interval between observations (Δt)(\Delta_t). It is critical that the frequency of observations (specified by lambda) is high relative to the serial correlation in the hidden state process (specified by hierBeta) in order for this discrete-time approximation to be reasonably accurate.

  • Model specification in simHierCTDS is similar to simCTDS except that instead of simply specifying the number of states (nbStates), distributions (dist), observations (obsPerAnimal), covariates (nbCovs), and a single t.p.m. formula (formula), the hierStates argument specifies the hierarchical nature of the states, the hierDist argument specifies the hierarchical nature of the data streams, the obsPerLevel argument specifies the number of observations for each level of the hierarchy, the nbHierCovs argument specifies the number of covariates for each level of the hierarchy, and the hierFormula argument specifies a t.p.m. formula for each level of the hierarchy. All of the hierarchical arguments in simHierCTDS are specified as Node objects from the data.tree package.

  • If the length of covariate values passed (either through 'covs', or 'model') is not the same as the number of observations suggested by 'nbAnimals' and 'obsPerLevel', then the series of covariates is either shortened (removing last values - if too long) or extended (starting over from the first values - if too short).

  • In hierDelta, 'delta' must be specified as a k x (nbStates-1) matrix of working parameters, where k is the number of regression coefficients and the columns correspond to states 2:nbStates.


Simulation tool

Description

Simulates data from an approximate (multivariate) hierarchical continuous-time hidden Markov model. Note that the state active at observation time t determines the (state-dependent) observation distribution from observation time t to time t+1 (see Details) and time-varying covariates are assumed piece-wise constant between observations. Movement data are assumed to be in Cartesian coordinates (not longitude/latitude) and can be generated with or without observation error attributable to location measurement error.

Usage

simHierCTHMM(
  nbAnimals = 1,
  hierStates,
  hierDist,
  Par,
  hierBeta = NULL,
  hierDelta = NULL,
  hierFormula = NULL,
  hierFormulaDelta = NULL,
  mixtures = 1,
  formulaPi = NULL,
  covs = NULL,
  nbHierCovs = NULL,
  spatialCovs = NULL,
  obsPerLevel,
  initialPosition = c(0, 0),
  DM = NULL,
  userBounds = NULL,
  workBounds = NULL,
  mvnCoords = NULL,
  model = NULL,
  matchModelObs = FALSE,
  states = FALSE,
  retrySims = 0,
  lambda = 1,
  errorEllipse = NULL,
  ncores = 1,
  export = NULL,
  gradient = FALSE,
  TMB = FALSE
)

Arguments

nbAnimals

Number of observed individuals to simulate.

hierStates

A hierarchical model structure Node for the states ('state'). See details.

hierDist

A hierarchical data structure Node for the data streams ('dist'). Currently supported distributions are 'bern', 'beta', 'exp', 'gamma', 'lnorm', 'norm', 'mvnorm2' (bivariate normal distribution), 'mvnorm3' (trivariate normal distribution), 'pois', 'rw_norm' (normal random walk), 'rw_mvnorm2' (bivariate normal random walk), 'rw_mvnorm3' (trivariate normal random walk), 'vm', 'vmConsensus', 'weibull', and 'wrpcauchy'. See details.

Par

A named list containing vectors of initial state-dependent probability distribution parameters for each data stream specified in dist. The parameters should be in the order expected by the pdfs of dist.

If DM is not specified for a given data stream, then Par is on the natural (i.e., real) scale of the parameters. However, if DM is specified for a given data stream, then Par must be on the working (i.e., beta) scale of the parameters, and the length of Par must match the number of columns in the design matrix. See details below.

hierBeta

A hierarchical data structure Node for the matrix of regression coefficients for the transition rates at each level of the hierarchy ('beta'). See fitCTHMM.

hierDelta

A hierarchical data structure Node for the initial distribution at each level of the hierarchy ('delta'). See fitCTHMM.

hierFormula

A hierarchical formula structure for the transition probability covariates for each level of the hierarchy ('formula'). Default: NULL (only hierarchical-level effects, with no covariate effects). Any formula terms that are not state- or parameter-specific are included on all of the transition probabilities within a given level of the hierarchy. See details.

hierFormulaDelta

A hierarchical formula structure for the initial distribution covariates for each level of the hierarchy ('formulaDelta'). Default: NULL (no covariate effects and fixPar$delta is specified on the working scale).

mixtures

Number of mixtures for the state transition probabilities (i.e. discrete random effects *sensu* DeRuiter et al. 2017). Default: mixtures=1.

formulaPi

Regression formula for the mixture distribution probabilities. Default: NULL (no covariate effects; both beta$pi and fixPar$pi are specified on the real scale). Standard functions in R formulas are allowed (e.g., cos(cov), cov1*cov2, I(cov^2)). When any formula is provided, then both beta$pi and fixPar$pi are specified on the working scale. Note that only the covariate values corresponding to the first time step for each individual ID are used (i.e. time-varying covariates cannot be used for the mixture probabilties).

covs

Covariate values to include in the simulated data, as a dataframe. The names of any covariates specified by covs can be included in formula and/or DM. Covariates can also be simulated according to a standard normal distribution, by setting covs to NULL (the default), and specifying nbCovs>0.

nbHierCovs

A hierarchical data structure Node for the number of covariates ('nbCovs') to simulate for each level of the hierarchy (0 by default). Does not need to be specified if covs is specified. Simulated covariates are provided generic names (e.g., 'cov1.1' and 'cov1.2' for nbHierCovs$level1$nbCovs=2) and can be included in hierFormula and/or DM.

spatialCovs

List of raster objects for spatio-temporally referenced covariates. Covariates specified by spatialCovs are extracted from the raster layer(s) based on any simulated location data (and the z values for a raster stack or brick) for each time step. If an element of spatialCovs is a raster stack or brick, then z values must be set using raster::setZ and covs must include column(s) of the corresponding z value(s) for each observation (e.g., 'time'). The names of the raster layer(s) can be included in formula and/or DM. Note that simHierCTHMM usually takes longer to generate simulated data when spatialCovs is specified.

obsPerLevel

A hierarchical data structure Node indicating the number of observations for each level of the hierarchy ('obs'). For each level, the 'obs' field can either be the number of observations per animal (if single value) or the bounds of the number of observations per animal (if vector of two values). In the latter case, the numbers of obervations generated per level for each animal are uniformously picked from this interval. Alternatively, obsPerLevel can be specified as a list of length nbAnimals with each element providing the hierarchical data structure for the number of observations for each level of the hierarchy for each animal, where the 'obs' field can either be the number of observations (if single value) or the bounds of the number of observations (if vector of two values) for each individual.

initialPosition

2-vector providing the x- and y-coordinates of the initial position for all animals. Alternatively, initialPosition can be specified as a list of length nbAnimals with each element a 2-vector providing the x- and y-coordinates of the initial position for each individual. Default: c(0,0). If mvnCoord corresponds to a data stream with “mvnorm3” or ”rw_mvnorm3” probability distributions, then initialPosition must be composed of 3-vector(s) for the x-, y-, and z-coordinates.

DM

An optional named list indicating the design matrices to be used for the probability distribution parameters of each data stream. Each element of DM can either be a named list of regression formulas or a “pseudo” design matrix.

userBounds

An optional named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream.

workBounds

An optional named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters. For each matrix, the first column pertains to the lower bound and the second column the upper bound. For data streams, each element of workBounds should be a k x 2 matrix with the same name of the corresponding element of Par, where k is the number of parameters. For transition rate parameters, the corresponding element of workBounds must be a k x 2 matrix named “beta”, where k=length(beta). For initial distribution parameters, the corresponding element of workBounds must be a k x 2 matrix named “delta”, where k=length(delta). workBounds is ignored for any given data stream unless DM is also specified.

mvnCoords

Character string indicating the name of location data that are to be simulated using a multivariate normal distribution. For example, if mu="rw_mvnorm2" was included in dist and (mu.x, mu.y) are intended to be location data, then mvnCoords="mu" needs to be specified in order for these data to be treated as such.

model

A momentuHMM, miHMM, or miSum object. This option can be used to simulate from a fitted model. Default: NULL. Note that, if this argument is specified, most other arguments will be ignored – except for nbAnimals, obsPerLevel, states, initialPosition, lambda, errorEllipse, and, if covariate values different from those in the data should be specified, covs, and spatialCovs. It is not appropriate to simulate movement data from a model that was fitted to latitude/longitude data (because simHierCTHMM assumes Cartesian coordinates).

matchModelObs

If model is provided, logical indicating whether to match nbAnimals, obsPerAnimal, and observation times to the fitted model data. If TRUE, then nbAnimals, obsPerAnimal, and lambda are ignored. Furthermore, if TRUE and initialPosition is not compatible with any spatialCovs, then the initial position for each animal from the fitted model data is used. Default: FALSE.

states

TRUE if the simulated states should be returned, FALSE otherwise (default).

retrySims

Number of times to attempt to simulate data within the spatial extent of spatialCovs. If retrySims=0 (the default), an error is returned if the simulated tracks(s) move beyond the extent(s) of the raster layer(s). Instead of relying on retrySims, in many cases it might be better to simply expand the extent of the raster layer(s) and/or adjust the movement parameters. Ignored if spatialCovs=NULL.

lambda

Observation rate. lambda is the rate parameter of the exponential distribution for the waiting times between successive observations, i.e., 1/lambda is the expected time between successive location observations. Note that only a single state transition can occur between observations. If model is specified and model$data time column is of class date-time or date, lambda has the same units as the Time.unit argument in prepData. Default: 1.

errorEllipse

List providing the upper bound for the semi-major axis (M; on scale of x- and y-coordinates), semi-minor axis (m; on scale of x- and y-coordinates), and orientation (r; in degrees) of location error ellipses. If NULL (the default), no location measurement error is simulated. If errorEllipse is specified, then each observed location is subject to bivariate normal errors as described in McClintock et al. (2015), where the components of the error ellipse for each location are randomly drawn from runif(1,min(errorEllipse$M),max(errorEllipse$M)), runif(1,min(errorEllipse$m),max(errorEllipse$m)), and runif(1,min(errorEllipse$r),max(errorEllipse$r)). If only a single value is provided for any of the error ellipse elements, then the corresponding component is fixed to this value for each location. Only coordinate data streams are subject to location measurement error; any other data streams are observed without error.

ncores

Number of cores to use for parallel processing. Default: 1 (no parallel processing).

export

Character vector of the names of any additional objects or functions in the global environment that are used in DM, formula, formulaDelta, and/or formulaPi. Only necessary if ncores>1 so that the needed items will be exported to the workers.

gradient

Logical indicating whether or not to calculate gradients of spatialCovs using bilinear interpolation (e.g. for inclusion in potential functions). Default: FALSE. If TRUE, the gradients are returned with “.x” (easting gradient) and “.y” (northing gradient) suffixes added to the names of spatialCovs. For example, if cov1 is the name of a spatial covariate, then the returned momentuHMMData object will include the fields “cov1.x” and “cov1.y”.

TMB

Logical indicating whether or not data should be simulated based on TMB model specifications. Default: FALSE. See optMethod argument in fitCTHMM. Ignored if model is specified.

Details

  • Importantly, simHierCTHMM assumes the state active at observation time t determines the (state-dependent) observation distribution from observation time t to time t+1 (i.e. state switches only occur at the times of observations). The snapshot property applies to all data stream distributions (i.e. observations are "instantaneous") except for the (multivariate) normal random walk (rw_norm, rw_mvnorm2, rw_mvnorm3) and Poisson (pois) distributions. For these particular distributions, the observed data are not "instantaneous"; they depend on the time interval between observations (Δt)(\Delta_t). It is critical that the frequency of observations (specified by lambda) is high relative to the serial correlation in the hidden state process (specified by hierBeta) in order for this discrete-time approximation to be reasonably accurate.

  • Model specification in simHierCTHMM is similar to simCTHMM except that instead of simply specifying the number of states (nbStates), distributions (dist), observations (obsPerAnimal), covariates (nbCovs), and a single t.p.m. formula (formula), the hierStates argument specifies the hierarchical nature of the states, the hierDist argument specifies the hierarchical nature of the data streams, the obsPerLevel argument specifies the number of observations for each level of the hierarchy, the nbHierCovs argument specifies the number of covariates for each level of the hierarchy, and the hierFormula argument specifies a t.p.m. formula for each level of the hierarchy. All of the hierarchical arguments in simHierCTHMM are specified as Node objects from the data.tree package.

  • If the length of covariate values passed (either through 'covs', or 'model') is not the same as the number of observations suggested by 'nbAnimals' and 'obsPerLevel', then the series of covariates is either shortened (removing last values - if too long) or extended (starting over from the first values - if too short).

  • In hierDelta, 'delta' must be specified as a k x (nbStates-1) matrix of working parameters, where k is the number of regression coefficients and the columns correspond to states 2:nbStates.

References

Leos-Barajas, V., Gangloff, E.J., Adam, T., Langrock, R., van Beest, F.M., Nabe-Nielsen, J. and Morales, J.M. 2017. Multi-scale modeling of animal movement and general behavior data using hidden Markov models with hierarchical structures. Journal of Agricultural, Biological and Environmental Statistics, 22 (3), 232-248.


Observation error simulation tool

Description

Simulates observed location data subject to temporal irregularity and/or location measurement error

Usage

simObsData(data, lambda, errorEllipse, ...)

## S3 method for class 'momentuHMMData'
simObsData(data, lambda, errorEllipse, ...)

## S3 method for class 'momentuHierHMMData'
simObsData(data, lambda, errorEllipse, coordLevel, ...)

Arguments

data

A momentuHMMData or momentuHierHMMData object with necessary fields 'x' (easting/longitudinal coordinates) and 'y' (northing/latitudinal coordinates)

lambda

Observation rate for location data. If NULL, location data are kept at temporally-regular intervals. Otherwise lambda is the rate parameter of the exponential distribution for the waiting times between successive location observations, i.e., 1/lambda is the expected time between successive location observations. Only the 'step' and 'angle' data streams (or multivariate normal data streams identified by mvnCoords) are subject to temporal irregularity; any other data streams are kept at temporally-regular intervals. Ignored unless a valid distribution for the 'step' (or 'mvnCoord') data stream has been specified.

errorEllipse

List providing the bounds for the semi-major axis (M; on scale of x- and y-coordinates), semi-minor axis (m; on scale of x- and y-coordinates), and orientation (r; in degrees) of location error ellipses. If NULL, no location measurement error is simulated. If errorEllipse is specified, then each observed location is subject to bivariate normal errors as described in McClintock et al. (2015), where the components of the error ellipse for each location are randomly drawn from runif(1,min(errorEllipse$M),max(errorEllipse$M)), runif(1,min(errorEllipse$m),max(errorEllipse$m)), and runif(1,min(errorEllipse$r),max(errorEllipse$r)). If only a single value is provided for any of the error ellipse elements, then the corresponding component is fixed to this value for each location. Only the 'step' and 'angle' data streams are subject to location measurement error; any other data streams are observed without error. Ignored unless a valid distribution for the 'step' data stream is specified.

...

further arguments passed to or from other methods

coordLevel

Level of the hierarchy in which the location data are obtained

Details

Simulated location data that are temporally-irregular (i.e., lambda>0) and/or with location measurement error (i.e., errorEllipse!=NULL) are returned as a data frame suitable for analysis using crawlWrap.

Value

A dataframe of:

time

Numeric time of each observed (and missing) observation

ID

The ID(s) of the observed animal(s)

x

Either easting or longitude observed location

y

Either norting or latitude observed location

...

Data streams that are not derived from location (if applicable)

...

Covariates at temporally-regular true (mux,muy) locations (if any)

mux

Either easting or longitude true location

muy

Either norting or latitude true location

error_semimajor_axis

error ellipse semi-major axis (if applicable)

error_semiminor_axis

error ellipse semi-minor axis (if applicable)

error_ellipse_orientation

error ellipse orientation (if applicable)

ln.sd.x

log of the square root of the x-variance of bivariate normal error (if applicable; required for error ellipse models in crawlWrap)

ln.sd.y

log of the square root of the y-variance of bivariate normal error (if applicable; required for error ellipse models in crawlWrap)

error.corr

correlation term of bivariate normal error (if applicable; required for error ellipse models in crawlWrap)

References

McClintock BT, London JM, Cameron MF, Boveng PL. 2015. Modelling animal movement using the Argos satellite telemetry location error ellipse. Methods in Ecology and Evolution 6(3):266-277.

See Also

crawlWrap, prepData, simData

simHierData

Examples

# extract momentuHMMData example
data <- example$m$data
lambda <- 2 # expect 2 observations per time step
errorEllipse <- list(M=c(0,50),m=c(0,50),r=c(0,180))
obsData1 <- simObsData(data,lambda=lambda,errorEllipse=errorEllipse)

errorEllipse <- list(M=50,m=50,r=180)
obsData2 <- simObsData(data,lambda=lambda,errorEllipse=errorEllipse)

State probabilities

Description

For a given model, computes the probability of the process being in the different states at each time point.

Usage

stateProbs(m, hierarchical = FALSE)

Arguments

m

A momentuHMM or momentuHierHMM object.

hierarchical

Logical indicating whether or not to return a list of state probabilities for each level of a hierarchical HMM. Ignored unless m is a momentuHierHMM object.

Value

The matrix of state probabilities, with element [i,j] the probability of being in state j in observation i.

References

Zucchini, W. and MacDonald, I.L. 2009. Hidden Markov Models for Time Series: An Introduction Using R. Chapman & Hall (London).

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m

sp <- stateProbs(m)

Stationary state probabilities

Description

Calculates the stationary probabilities of each state based on covariate values.

Usage

stationary(model, covs, covIndex)

Arguments

model

momentuHMM, miHMM, or miSum object

covs

Either a data frame or a design matrix of covariates. If covs is not provided, then the stationary probabilties are calculated based on the covariate data for each time step.

covIndex

Integer vector indicating specific rows of the data to be used in the calculations. This can be useful for reducing unnecessarily long computation times, e.g., when formula includes factor covariates (such as ID) but no temporal covariates. Ignored unless covs is missing.

Value

A list of length model$conditions$mixtures where each element is a matrix of stationary state probabilities for each mixture. For each matrix, each row corresponds to a row of covs, and each column corresponds to a state.

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m

# data frame of covariates
stationary(m, covs = data.frame(cov1 = 0, cov2 = 0))

# design matrix (each column corresponds to row of m$mle$beta)
stationary(m, covs = matrix(c(1,0,cos(0)),1,3))

# get stationary distribution for first 3 observations
stationary(m, covIndex = c(1,2,3))

Stationary distribution for a continuous-time Markov chain

Description

Written in C++.

Usage

stationary_rcpp(A)

Arguments

A

transition rate matrix (of dimension nbStates x nbStates)

Value

row vector of stationary distribution probabilities


Summary momentuHMMData

Description

Summary momentuHMMData

Usage

## S3 method for class 'momentuHMMData'
summary(object, dataNames = c("step", "angle"), animals = NULL, ...)

## S3 method for class 'momentuHierHMMData'
summary(object, dataNames = c("step", "angle", "level"), animals = NULL, ...)

Arguments

object

A momentuHMMData or momentuHierHMMData object.

dataNames

Names of the variables to summarize. Default is dataNames=c("step","angle").

animals

Vector of indices or IDs of animals for which data will be summarized. Default: NULL ; data for all animals are summarized.

...

Currently unused. For compatibility with generic method.

Examples

# data is a momentuHMMData object (as returned by prepData), automatically loaded with the package
data <- example$m$data

summary(data,dataNames=c("step","angle","cov1","cov2"))

Calculate proportion of time steps assigned to each state (i.e. “activity budgets”)

Description

Calculate proportion of time steps assigned to each state (i.e. “activity budgets”)

Usage

timeInStates(m, by = NULL, alpha = 0.95, ncores = 1)

## S3 method for class 'momentuHMM'
timeInStates(m, by = NULL, alpha = 0.95, ncores = 1)

## S3 method for class 'HMMfits'
timeInStates(m, by = NULL, alpha = 0.95, ncores = 1)

## S3 method for class 'miHMM'
timeInStates(m, by = NULL, alpha = 0.95, ncores = 1)

Arguments

m

A momentuHMM, miHMM, or HMMfits object.

by

A character vector indicating any groupings by which to calculate the proportions, such as individual (“ID”) or group-level (e.g. sex or age class) covariates. Default is NULL (no groupings are used).

alpha

Significance level for calculating confidence intervals of pooled estimates. Default: 0.95. Ignored unless m is a miHMM or HMMfits object.

ncores

Number of cores to use for parallel processing. Default: 1 (no parallel processing). Ignored unless m is a miHMM or HMMfits object.

Details

If m is a continuous-time HMM, then the time in states is calculated based on the actual amount of time that was spent in each state (based on m$data$dt) instead of the proportion of time steps assigned to each state.

Value

If m is a momentuHMM object, a data frame containing the estimated activity budgets for each state (grouped according to by). If m is a miHMM or HMMfits object, a list containing the activity budget estimates, standard errors, lower bounds, and upper bounds across all imputations.

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m
timeInStates(m)
timeInStates(m, by = "ID")

Transition probability matrix

Description

Computation of the transition probability matrix, as a function of the covariates and the regression parameters. Written in C++. Used in viterbi.

Usage

trMatrix_rcpp(
  nbStates,
  beta,
  covs,
  betaRef,
  CT = FALSE,
  dt = as.numeric(c()),
  aInd = as.integer(c()),
  rateMatrix = FALSE,
  kappa = NA_real_,
  check = TRUE
)

Arguments

nbStates

Number of states

beta

Matrix of regression parameters

covs

Matrix of covariate values

betaRef

Indices of reference elements for t.p.m. multinomial logit link.

CT

logical indicating discrete-time approximation of a continuous-time model

dt

numeric vector of length nrow(covs) indicating the time difference between observations. Ignored unless CT=TRUE.

aInd

Vector of indices of the rows at which the data (i.e. covs) switches to another animal. Ignored unless CT=TRUE.

rateMatrix

logical indicating whether or not to return the transition rate matrix. Ignored unless CT=TRUE.

kappa

maximum allowed value for the row sums of the off-diagonal elements in the state transition rate matrix, such that the minimum value for the diagonal elements is -kappa. Default: Inf. Setting less than Inf can help avoid numerical issues during optimization, in which case the transition rate parameters beta are on the logit scale (instead of the log scale).

check

logical indicating whether or not to check transition probability matrix for issues. Ignored unless CT=TRUE.

Value

Three dimensional array trMat, such that trMat[,,t] is the transition matrix at time t.


Turning angle

Description

Used in prepData and simData.

Usage

turnAngle(x, y, z, type = "UTM", angleCov = FALSE)

Arguments

x

First point

y

Second point

z

Third point

type

'UTM' if easting/northing provided (the default), 'LL' if longitude/latitude. If type='LL' then the geosphere package must be installed.

angleCov

logical indicating to not return NA when x=y or y=z. Default: FALSE (i.e. NA is returned if x=y or y=z).

Value

The angle between vectors (x,y) and (y,z).

If type='LL' then turning angle is calculated based on initial bearings using bearing.

Examples

## Not run: 
x <- c(0,0)
y <- c(4,6)
z <- c(10,7)
momentuHMM:::turnAngle(x,y,z)

## End(Not run)

Viterbi algorithm

Description

For a given model, reconstructs the most probable states sequence, using the Viterbi algorithm.

Usage

viterbi(m, hierarchical = FALSE)

Arguments

m

An object momentuHMM or momentuHierHMM

hierarchical

Logical indicating whether or not to return a list of Viterbi-decoded states for each level of a hierarchical HMM. Ignored unless m is a momentuHierHMM object.

Value

The sequence of most probable states. If hierarchical is TRUE, then a list of the most probable states for each level of the hierarchy is returned.

References

Zucchini, W. and MacDonald, I.L. 2009. Hidden Markov Models for Time Series: An Introduction Using R. Chapman & Hall (London).

Examples

# m is a momentuHMM object (as returned by fitHMM), automatically loaded with the package
m <- example$m

# reconstruction of states sequence
states <- viterbi(m)

Scaling function: working to natural parameters

Description

Scales each parameter from the set of real numbers, back to its natural interval. Used during the optimization of the log-likelihood.

Usage

w2n(
  wpar,
  bounds,
  parSize,
  nbStates,
  nbCovs,
  estAngleMean,
  circularAngleMean,
  consensus,
  stationary,
  fullDM,
  DMind,
  nbObs,
  dist,
  Bndind,
  nc,
  meanind,
  covsDelta,
  workBounds,
  covsPi,
  TMB = FALSE
)

Arguments

wpar

Vector of working parameters.

bounds

Named list of 2-column matrices specifying bounds on the natural (i.e, real) scale of the probability distribution parameters for each data stream.

parSize

Named list indicating the number of natural parameters of the data stream probability distributions

nbStates

The number of states of the HMM.

nbCovs

The number of beta covariates.

estAngleMean

Named list indicating whether or not to estimate the angle mean for data streams with angular distributions ('vm' and 'wrpcauchy').

circularAngleMean

Named list indicating whether to use circular-linear or circular-circular regression on the mean of circular distributions ('vm' and 'wrpcauchy') for turning angles. See fitHMM.

consensus

Named list indicating whether to use the circular-circular regression consensus model

stationary

FALSE if there are time-varying covariates in formula or any covariates in formulaDelta. If TRUE, the initial distribution is considered equal to the stationary distribution. Default: FALSE.

fullDM

Named list containing the full (i.e. not shorthand) design matrix for each data stream.

DMind

Named list indicating whether fullDM includes individual- and/or temporal-covariates for each data stream specifies (-1,1) bounds for the concentration parameters instead of the default [0,1) bounds.

nbObs

Number of observations in the data.

dist

Named list indicating the probability distributions of the data streams.

Bndind

Named list indicating whether DM is NULL with default parameter bounds for each data stream.

nc

indicator for zeros in fullDM

meanind

index for circular-circular regression mean angles with at least one non-zero entry in fullDM

covsDelta

data frame containing the delta model covariates

workBounds

named list of 2-column matrices specifying bounds on the working scale of the probability distribution, transition probability, and initial distribution parameters

covsPi

data frame containing the pi model covariates

TMB

logical indicating whether or not optMethod='TMB'. Default: FALSE.

Value

A list of:

...

Matrices containing the natural parameters for each data stream (e.g., 'step', 'angle', etc.)

beta

Matrix of regression coefficients of the transition probabilities

delta

Initial distribution

Examples

## Not run: 
m<-example$m
nbStates <- 2
nbCovs <- 2
parSize <- list(step=2,angle=2)
par <- list(step=c(t(m$mle$step)),angle=c(t(m$mle$angle)))
bounds <- m$conditions$bounds
beta <- matrix(rnorm(6),ncol=2,nrow=3)
delta <- c(0.6,0.4)

#working parameters
wpar <- momentuHMM:::n2w(par,bounds,list(beta=beta),log(delta[-1]/delta[1]),nbStates,
m$conditions$estAngleMean,NULL,m$conditions$Bndind,
m$conditions$dist)

#natural parameter
p <-   momentuHMM:::w2n(wpar,bounds,parSize,nbStates,nbCovs,m$conditions$estAngleMean,
m$conditions$circularAngleMean,lapply(m$conditions$dist,function(x) x=="vmConsensus"),
m$conditions$stationary,m$conditions$fullDM,
m$conditions$DMind,1,m$conditions$dist,m$conditions$Bndind,
matrix(1,nrow=length(unique(m$data$ID)),ncol=1),covsDelta=m$covsDelta,
workBounds=m$conditions$workBounds)

## End(Not run)

Get XB

Description

Loop for computation of design matrix (X) times the working scale parameters (B). Written in C++. Used in w2n.

Usage

XBloop_rcpp(
  DM,
  Xvec,
  nbObs,
  nr,
  nc,
  circularAngleMean,
  consensus,
  rindex,
  cindex,
  nbStates,
  refCoeff = 1
)

Arguments

DM

design matrix

Xvec

working parameters

nbObs

number of observations

nr

number of rows in design matrix

nc

number of column in design matrix

circularAngleMean

indicator for whether or not circular-circular regression model

consensus

indicator for whether or not circular-circular regression consensus model

rindex

row index for design matrix

cindex

column index for design matrix

nbStates

number of states

refCoeff

intercept coefficient for circular-circular regression model

Value

XB matrix