trajeR: Fitting longitudinal mixture models

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trajeRR Documentation

Fitting longitudinal mixture models

Description

trajeR is used to fit longitudinal mixture models. It used 3 types of mixture models : LOGIT, ZIP and censored Normal.

Usage

trajeR(
  Y,
  A,
  Risk = NULL,
  TCOV = NULL,
  degre = NULL,
  degre.nu = 0,
  degre.phi = 0,
  Model,
  Method = "L",
  ssigma = FALSE,
  ymax = max(Y, na.rm = TRUE) + 1,
  ymin = min(Y, na.rm = TRUE) - 1,
  hessian = TRUE,
  itermax = 100,
  paraminit = NULL,
  ProbIRLS = TRUE,
  refgr = 1,
  fct = NULL,
  diffct = NULL,
  nbvar = NULL,
  ng.nl = NULL,
  nls.lmiter = 50
)

Arguments

Y

Matrix. A matrix containing the variables in the model.

A

Matrix. A matrix containing the time variable data.

Risk

Matrix. An optional matrix that modify the probability of belong to group. By default its value is a matrix with one column with value 1.

TCOV

Matrix. An optional matrix containing the time covariate that influence the trajectory themselves. By default its value is NULL.

degre

Vector of integer. The degree of every polynomial function.

degre.nu

Vector of integer. The degree of all Poisson part for a ZIP model.

degre.phi

Vector of integer. The degree of beta parametr for a BETA model.

Model

String. The model used. The value are LOGIT for a Logit Mixture model, CNORM for a Censored Normal Mixture Model or ZIP for Zero Inflated Poisson Mixture model.

Method

String. Determine the method used for find the parameters of the model. The value are L for the Maximum Likelihood Estimation, EM for Expectation Maximization method with quasi newton method inside, EMIWRLS for Expectation Maximization method with Iterative Weighted Least Square.

ssigma

Logical. By default its value is FALSE. For the CNORM model, indicate if we want the same sigma for all normal density function.

ymax

Real. For the CNORM model, indicate the maximum value of the data. It concern only the model with censored data. By default its value is the maximum value of the data plus 1.

ymin

Real. For the CNORM model, indicate the minimum value of the data. It concern only the model with censored data. By default its value is the maximum value of the data minus 1.

hessian

Logical. Indicate if we want calculate the hessian matrix. Default is FALSE. If the method use is Likelihood, the hessian is calculated by inverting the Information's Fisher Matrix. To avoid numerically singular matrix we find the pseudo inverse matrix by using the ginv function int he package MASS. If the method is EM or EMIWRLS, the hessian is calculated by using Louis method.

itermax

Integer. Indicate the maximal number of iteration for optim function or for the EM algorithm.

paraminit

Vector. The vector of initial parameters. By default trajeR calculate the initial value based of the range or the standard deviation.

ProbIRLS

Logical. Indicate the method to sue in the search of predictor's probability. If TRUE (by default) we use IRLS method and if FALSE we use optimization method.

refgr

Integer. The number of reference group. By default is 1.

fct

Function. The definition of the function f in the definition in nonlinear model.

diffct

Function. The differential of the function f in the nonlinear model.

nbvar

Integer. The number of variable in the nonlinear model.

ng.nl

Integer. The number of group for a non linear model.

nls.lmiter

Integer. In the case of non linear model, the maximum number of iterations allowed.

Details

Models for trajeR is, by default, a polynomial regression of the time value parameters for each groups. The number fo group is controlled by the integer ng. We can spcecify the degre of the polynomial shape for each groups by the vector degre.

Value

return an object of class "Trajectory.LOGIT". The generic accessor functions beta, delta, theta, sd, tab, Likelihood, ng, model and method extract various useful features of the value returned by trajeR.

An object of class "Trajectory.LOGIT" is a list containing at least the following components:

beta

a vector of the parameters beta.

delta

a vector of the parameter delta. Only if we use time covariate.

theta

a vector with the parameter theta if there exist a covariate X that modify the probability or the probability of group membership.

sd

a vector of the standrad deviation of the parameters.

tab

a matrix with all the parameters and standard deviation.

Likelihood

a real with the Likelihhod obtnaied by the parameters.

ng

a integer with the number of group.

model

a string with the model used.

method

a string with the method used.

Examples

## Not run: 
load("data/dataNORM01.RData")
solL = trajeR(data[,1:5], data[,6:10], ng = 3, degre=c(2,2,2), 
              Model="CNORM", Method = "L", ssigma = FALSE, 
              hessian = TRUE)
              
## End(Not run)

trajeR documentation built on March 18, 2022, 6:12 p.m.