RPEClust: Random Projection Ensemble Clustering Algorithm

Implements the methodology proposed by Anderlucci, Fortunato and Montanari (2019) <arXiv:1909.10832> for high-dimensional unsupervised classification. The random projection ensemble clustering algorithm applies a Gaussian Mixture Model to different random projections of the high-dimensional data and selects a subset of solutions accordingly to the Bayesian Information Criterion, computed here as discussed in Raftery and Dean (2006) <doi:10.1198/016214506000000113>. The clustering results obtained on the selected projections are then aggregated via consensus to derive the final partition.

install.packages("RPEClust")

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