MclustBoundedParameters: Recover parameters in the original scale

In mclustAddons: Addons for the 'mclust' Package

Recover parameters in the original scale

Description

Given a GMM for bounded data, computes the means and variances in the original scale from the estimated mixture components parameters dataset using simulations.

Usage

MclustBoundedParameters(object, nsim = 1e+06, ...)

Arguments

object	An object of class 'MclustBounded' or 'densityMclustBounded'.
nsim	An integer specifying the number of simulations to employ.
...	Further arguments passed to or from other methods.

Examples

x = rlnorm(1000, 0, 1)
mod = densityMclustBounded(x, lbound = 0, lambda = 0)
summary(mod, parameters = TRUE)
plot(mod, what = "density")
# transformed parameters (from log-normal distribution)
# mean
with(mod$parameters, 
     exp(mean + 0.5*variance$sigmasq))
# var
with(mod$parameters,
     (exp(variance$sigmasq) - 1)*exp(2*mean + variance$sigmasq))
# using simulations
MclustBoundedParameters(mod)

mclustAddons documentation built on Sept. 20, 2024, 5:06 p.m.