Description Fields Methods See Also
StatMixRHLP contains all the statistics associated to a MixRHLP model, in particular the E-Step (and C-Step) of the (C)EM algorithm.
pi_jkr
Array of size (nm, R, K) representing the logistic proportion for cluster k.
tau_ik
Matrix of size (n, K) giving the posterior probabilities (fuzzy segmentation matrix) that the curve y_{i} originates from the k-th RHLP model.
z_ik
Hard segmentation logical matrix of dimension (n, K) obtained by the Maximum a posteriori (MAP) rule: z_ik = 1 if z_i = arg max_k tau_ik; 0 otherwise.
klas
Column matrix of the labels issued from z_ik
. Its elements are
klas[i] = z_i, i = 1,…,n.
gamma_ijkr
Array of size (nm, R, K) giving the posterior probabilities that the observation y_{ij} originates from the r-th regime of the k-th RHLP model.
polynomials
Array of size (m, R, K) giving the values of the estimated polynomial regression components.
weighted_polynomials
Array of size (m, R, K) giving the values
of the estimated polynomial regression components weighted by the prior
probabilities pi_jkr
.
Ey
Matrix of size (m, K). Ey
is the curve expectation
(estimated signal): sum of the polynomial components weighted by the
logistic probabilities pi_jkr
.
loglik
Numeric. Observed-data log-likelihood of the MixRHLP model.
com_loglik
Numeric. Complete-data log-likelihood of the MixRHLP model.
stored_loglik
Numeric vector. Stored values of the log-likelihood at each EM iteration.
stored_com_loglik
Numeric vector. Stored values of the Complete log-likelihood at each EM iteration.
BIC
Numeric. Value of BIC (Bayesian Information Criterion).
ICL
Numeric. Value of ICL (Integrated Completed Likelihood).
AIC
Numeric. Value of AIC (Akaike Information Criterion).
log_fk_yij
Matrix of size (n, K) giving the values of the probability density function f(y_{i} | z_i = k, x, Ψ), i = 1,…,n.
log_alphak_fk_yij
Matrix of size (n, K) giving the values of the logarithm of the joint probability density function f(y_{i}, z_{i} = k | x, Ψ), i = 1,…,n.
log_gamma_ijkr
Array of size (nm, R, K) giving the logarithm of
gamma_ijkr
.
computeStats(paramMixRHLP)
Method used in the EM algorithm to compute statistics based on
parameters provided by the object paramMixRHLP
of class
ParamMixRHLP.
CStep(reg_irls)
Method used in the CEM algorithm to update statistics.
EStep(paramMixRHLP)
Method used in the EM algorithm to update statistics based on parameters
provided by the object paramMixRHLP
of class ParamMixRHLP
(prior and posterior probabilities).
MAP()
MAP calculates values of the fields z_ik
and klas
by applying the Maximum A Posteriori Bayes allocation rule.
z_ik = 1 if z_i = arg max_k tau_ik; 0 otherwise.
ParamMixRHLP
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.