epmeans: EP-means Algorithm for Clustering Empirical Distributions

In maotai: Tools for Matrix Algebra, Optimization and Inference

EP-means Algorithm for Clustering Empirical Distributions

Description

EP-means is a variant of k-means algorithm adapted to cluster multiple empirical cumulative distribution functions under metric structure induced by Earth Mover's Distance.

Usage

epmeans(elist, k = 2)

Arguments

elist	a length N list of either vector or ecdf objects.
k	the number of clusters.

Value

a named list containing

cluster

an integer vector indicating the cluster to which each ecdf is allocated.

centers

a length k list of centroid ecdf objects.

References

\insertRef

henderson_epmeans_2015maotai

Examples

## two sets of 1d samples, 10 each and add some noise
#    set 1 : mixture of two gaussians
#    set 2 : single gamma distribution

# generate data
elist = list()
for (i in 1:10){
   elist[[i]] = stats::ecdf(c(rnorm(100, mean=-2), rnorm(50, mean=2)))
}
for (j in 11:20){
   elist[[j]] = stats::ecdf(rgamma(100,1) + rnorm(100, sd=sqrt(0.5)))
}

# run EP-means with k clusters 
# change the value below to see different settings
myk   = 2
epout = epmeans(elist, k=myk)

# visualize
opar = par(no.readonly=TRUE)
par(mfrow=c(1,myk))
for (k in 1:myk){
  idk = which(epout$cluster==k)
  for (i in 1:length(idk)){
    if (i<2){
      pm = paste("class ",k," (size=",length(idk),")",sep="")
      plot(elist[[idk[i]]], verticals=TRUE, lwd=0.25, do.points=FALSE, main=pm)
    } else {
      plot(elist[[idk[i]]], add=TRUE, verticals=TRUE, lwd=0.25, do.points=FALSE)
    }
    plot(epout$centers[[k]], add=TRUE, verticals=TRUE, lwd=2, col="red", do.points=FALSE)
  }
}
par(opar)

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