R/RcppExports.R

In tclust: Robust Trimmed Clustering

# Generated by using Rcpp::compileAttributes() -> do not edit by hand
# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393

rlg_c1 <- function(x, d, alpha = 0.05, niter1 = 3L) {
    .Call(`_tclust_rlg_c1`, x, d, alpha, niter1)
}

rlg_c2 <- function(x, d, cluster, alpha = 0.05, niter2 = 20L) {
    .Call(`_tclust_rlg_c2`, x, d, cluster, alpha, niter2)
}

#' Function to perform the E-step for a Gaussian mixture distribution
#' @name estepRR
#' @description Compute the log PDF for each observation, the posterior probabilities
#'     and the objective function (total log-likelihood) for a Gaussian 
#'     mixture distribution
#' @param ll Rcpp::NumericMatrix, n-by-k where \code{n} is the number of 
#'  observations and \code{k} is the number of clusters.
#' @return The function returns a list with the following elements:
#' \itemize{
#'    \item obj The value of the objective function (total log-likelihood)
#'    \item postprob an \code{n-by-k} matrix with the posterior probablilities
#'    \item logpdf a vector of length \code{n} containing the log PDF for 
#'         each observation
#' }
#' @details Formally a mixture model corresponds to the mixture distribution that
#'   represents the probability distribution of observations in the overall
#'   population. Mixture models are used
#'   to make statistical inferences about the properties of the
#'   sub-populations given only observations on the pooled population, without
#'   sub-population-identity information.
#'   Mixture modeling approaches assume that data at hand $\eqn{y_1, ..., y_n} in
#'   \eqn{R^p} come from a probability distribution with density given by the sum of k components
#'   \deqn{\sum_{j=1}^k  \pi_j \phi( \cdot, \theta_j)}
#'   with \eqn{\phi( \cdot, \theta_j)} being the
#'   \eqn{p}-variate  (generally multivariate normal) densities with parameters
#'   \eqn{\theta_j}, \eqn{j=1, \ldots, k}. Generally \eqn{\theta_j= (\mu_j, \Sigma_j)}
#'   where \eqn{\mu_j} is the population mean  and   \eqn{\Sigma_j} is the covariance
#'   matrix for component \eqn{j}.
#'   \eqn{\pi_j} is the (prior) probability of component \eqn{j}.
#'   The objective function is obj is equal to
#'    \deqn{ obj = \log   \left( \prod_{i=1}^n  \sum_{j=1}^k \pi_j \phi (y_i; \; \theta_j)    \right) 
#'     }
#'
#'    or
#'  
#'     \deqn{ obj =  \sum_{i=1}^n  \log   \left( \sum_{j=1}^k \pi_j \phi (y_i; \; \theta_j)    \right)
#'     }
#'     where \eqn{k} is the number of components of the mixture and \eqn{\pi_j} are the 
#'     component probabilitites and \eqn{\theta_j} are the  parameters of the \eqn{j}-th 
#'     mixture component.
#'
#'
#' @references
#'
#'   McLachlan, G.J.; Peel, D. (2000). Finite Mixture Models. Wiley. ISBN 0-471-00626-2
#'
#' @examples
#'##      Generate two Gaussian normal distributions
#'##      and do not produce plots
#'
#'        mu1 = c(1,2)
#'        sigma1 = matrix(c(2, 0, 0, .5), nrow=2, byrow=TRUE)    #[2 0; 0 .5];
#'        mu2 = c(-3, -5)
#'        sigma2 = matrix(c(1, 0, 0, 1), nrow=2, byrow=TRUE)
#'        n1 = 100
#'        n2 = 200
#'        Y = rbind(MASS::mvrnorm(n1, mu1, sigma1), 
#'                  MASS::mvrnorm(n2, mu2, sigma2))
#'        k = 2
#'        pi = c(1/3, 2/3)
#'        mu = rbind(mu1, mu2)
#'        sigma = array(0, dim=c(2,2,2))
#'        sigma[,,1] = sigma1
#'        sigma[,,2] = sigma2
#'        
#'        ll = matrix(0, nrow=n1+n2, ncol=2)
#'        for(j in 1:k)
#'            ll[,j] = log(pi[j]) +  tclust:::dmvnrm(Y, mu[j,], sigma[,,j])
#'
#'        dd = tclust:::estepRR(ll)
#'        dd$obj
#'        dd$logpdf
#'        dd$postprob
NULL

tclust_c2 <- function(x, k, cluster, alpha = 0.05, restrC = 0L, deterC = FALSE, restr_fact = 12, cshape = 1e10, niter2 = 20L, opt = "HARD", equal_weights = FALSE, zero_tol = 1e-16) {
    .Call(`_tclust_tclust_c2`, x, k, cluster, alpha, restrC, deterC, restr_fact, cshape, niter2, opt, equal_weights, zero_tol)
}

tclust_c1 <- function(x, k, alpha = 0.05, restrC = 0L, deterC = FALSE, restr_fact = 12, cshape = 1e10, niter1 = 3L, opt = "HARD", equal_weights = FALSE, zero_tol = 1e-16) {
    .Call(`_tclust_tclust_c1`, x, k, alpha, restrC, deterC, restr_fact, cshape, niter1, opt, equal_weights, zero_tol)
}

tclust_restr2_eigenv <- function(autovalues, ni_ini, factor_e = 12, zero_tol = 1e-16) {
    .Call(`_tclust_tclust_restr2_eigenv`, autovalues, ni_ini, factor_e, zero_tol)
}

tclust_restr2_deter_old <- function(autovalues, ni_ini, factor_e = 12, zero_tol = 1e-16) {
    .Call(`_tclust_tclust_restr2_deter_old`, autovalues, ni_ini, factor_e, zero_tol)
}

tclust_restr2_deter <- function(autovalues, ni_ini, restr_factor = 12, cshape = 1e10, zero_tol = 1e-16) {
    .Call(`_tclust_tclust_restr2_deter`, autovalues, ni_ini, restr_factor, cshape, zero_tol)
}

tclust_HandleSmallEv <- function(autovalues, zero_tol = 1e-16) {
    .Call(`_tclust_tclust_HandleSmallEv`, autovalues, zero_tol)
}

dmvnrm <- function(x, mean, cov) {
    .Call(`_tclust_dmvnrm`, x, mean, cov)
}

estepRR <- function(ll) {
    .Call(`_tclust_estepRR`, ll)
}

tkmeans_c1 <- function(x, k, alpha = 0.05, niter1 = 3L, zero_tol = 1e-16, points = NULL) {
    .Call(`_tclust_tkmeans_c1`, x, k, alpha, niter1, zero_tol, points)
}

tkmeans_c2 <- function(x, k, cluster, alpha = 0.05, niter2 = 20L, zero_tol = 1e-16) {
    .Call(`_tclust_tkmeans_c2`, x, k, cluster, alpha, niter2, zero_tol)
}