estim_PS | R Documentation |
Estimation of both the weight and the distribution of the unknown component in an admixture model, by Patra and Sen approach. Remind that the admixture probability density function (pdf) l is given by l = p*f + (1-p)*g, where g is the known component of the two-component mixture, p is the unknown proportion of the unknown component distribution f. More information in 'Details' below concerning the estimation method.
estim_PS(
samples,
admixMod,
method = c("fixed", "lwr.bnd", "cv"),
c.n = 0.1 * log(log(length(samples))),
folds = 10,
reps = 1,
cn.s = NULL,
cn.length = 100,
gridsize = 1200
)
samples |
Sample to be studied. |
admixMod |
An object of class admix_model, containing information about the known component distribution and its parameter(s). |
method |
One of 'lwr.bnd', fixed' or 'cv': depending on whether compute some lower bound of the mixing proportion, the estimate based on the value of 'c.n' or use cross-validation for choosing 'c.n' (tuning parameter). |
c.n |
(default to NULL) A positive number for the penalization, see reference below. If NULL, equals to 0.1*log(log(n)). |
folds |
(optional, default to 10) Number of folds used for cross-validation. |
reps |
(optional, default to 1) Number of replications for cross-validation. |
cn.s |
(optional) A sequence of 'c.n' to be used for cross-validation (vector of values). Default is equally spaced grid of 100 values between .001 x log(log(n)) and 0.2 x log(log(n)). |
cn.length |
(optional, default to 100) Number of equally spaced tuning parameter (between .001 x log(log(n)) and 0.2 x log(log(n))). Values to search from. |
gridsize |
(default to 600) Number of equally spaced points (between 0 and 1) to evaluate the distance function. Larger values are more computationally intensive but also lead to more accurate estimates. |
An object of class estim_PS, containing 10 attributes: 1) the number of samples studied (1 in this case); 2) the sample size; 3) the information about component distributions of the admixture model; 4) the estimation method 5patra and Sen here); 5) the estimated mixing weight (estimate of the unknown component proportion); 6) the estimated decontaminated CDF; 7) an object of the class 'dist.fun' (that gives the distance); 8) the tuning parameter 'c.n'; 9) the lower bound of the estimated mixing proportion (if such an option has been chosen); 10) the number of observations.
Xavier Milhaud xavier.milhaud.research@gmail.com
PatraSen2016admix
print.estim_PS()
for printing a short version of the results from this estimation method,
and summary.estim_PS()
for more comprehensive results.
## Not run:
## Simulate mixture data:
mixt1 <- twoComp_mixt(n = 800, weight = 0.33,
comp.dist = list("gamma", "exp"),
comp.param = list(list("shape" = 2, "scale" = 0.5),
list("rate" = 0.25)))
data1 <- getmixtData(mixt1)
## Define the admixture model:
admixMod1 <- admix_model(knownComp_dist = mixt1$comp.dist[[2]],
knownComp_param = mixt1$comp.param[[2]])
## Estimation step:
estim_PS(samples = data1, admixMod = admixMod1, method = 'fixed')
## End(Not run)
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