mixture: Estimate mixture latent variable model.

In lava: Latent Variable Models

Estimate mixture latent variable model.

Description

Estimate mixture latent variable model

Usage

mixture(
  x,
  data,
  k = length(x),
  control = list(),
  vcov = "observed",
  names = FALSE,
  ...
)

Arguments

x	List of lvm objects. If only a single lvm object is given, then a k-mixture of this model is fitted (free parameters varying between mixture components).
data	data.frame
k	Number of mixture components
control	Optimization parameters (see details) #type Type of EM algorithm (standard, classification, stochastic)
vcov	of asymptotic covariance matrix (NULL to omit)
names	If TRUE returns the names of the parameters (for defining starting values)
...	Additional arguments parsed to lower-level functions

Details

Estimate parameters in a mixture of latent variable models via the EM algorithm.

The performance of the EM algorithm can be tuned via the control argument, a list where a subset of the following members can be altered:

start

Optional starting values

nstart

Evaluate nstart different starting values and run the EM-algorithm on the parameters with largest likelihood

tol

Convergence tolerance of the EM-algorithm. The algorithm is stopped when the absolute change in likelihood and parameter (2-norm) between successive iterations is less than tol

iter.max

Maximum number of iterations of the EM-algorithm

gamma

Scale-down (i.e. number between 0 and 1) of the step-size of the Newton-Raphson algorithm in the M-step

trace

Trace information on the EM-algorithm is printed on every traceth iteration

Note that the algorithm can be aborted any time (C-c) and still be saved (via on.exit call).

Author(s)

Klaus K. Holst

See Also

mvnmix

Examples

m0 <- lvm(list(y~x+z,x~z))
distribution(m0,~z) <- binomial.lvm()
d <- sim(m0,2000,p=c("y~z"=2,"y~x"=1),seed=1)

## unmeasured confounder example
m <- baptize(lvm(y~x, x~1));
intercept(m,~x+y) <- NA

if (requireNamespace('mets', quietly=TRUE)) {
  set.seed(42)
  M <- mixture(m,k=2,data=d,control=list(trace=1,tol=1e-6))
  summary(M)
  lm(y~x,d)
  estimate(M,"y~x")
  ## True slope := 1
}

lava documentation built on May 29, 2024, 3:10 a.m.