nopenalty | R Documentation |
This function estimates parameters under the framework of classical mixture models without penalty term.
nopenalty(
K,
y,
N = 100,
kms.iter = 100,
kms.nstart = 100,
eps.diff = 1e-05,
eps.em = 1e-05,
model.crit = "gic"
)
K |
A vector of the number of clusters. |
y |
A p-dimensional data matrix. Each row is an observation. |
N |
The maximum number of iterations in the EM algorithm. The default value is 100. |
kms.iter |
The maximum number of iterations in the K-means algorithm whose outputs are the starting values for the EM algorithm. |
kms.nstart |
The number of starting values in K-means. |
eps.diff |
The lower bound of pairwise difference of two mean values. Any value lower than it is treated as 0. |
eps.em |
The lower bound for the stopping criterion. |
model.crit |
The criterion used to select the number of clusters |
This function estimates parameters \mu
, \Sigma
, \pi
and the clustering assignments in the model with penalty term,
y \sim \sum_{k=1}^K \pi_k f(y|\mu_k, \Sigma)
where f(y|\mu_k, \Sigma_k)
is the density function of Normal distribution with mean \mu_k
and variance \Sigma
. Here we assume that each cluster has the same diagonal variance.
This function returns the esimated parameters and some statistics of the optimal model within the given K
and \lambda
, which is selected by BIC when model.crit = 'bic'
or GIC when model.crit = 'gic'
.
mu.hat.best |
The estimated cluster means. |
sigma.hat.best |
The estimated covariance. |
p.hat.best |
The estimated cluster proportions. |
s.hat.best |
The clustering assignments. |
K.best |
The value of |
llh.best |
The log-likelihood of the optimal model. |
gic.best |
The GIC of the optimal model. |
bic.best |
The BIC of the optimal model. |
ct.mu.best |
The degrees of freedom in the cluster means of the optimal model. |
Fraley, C., & Raftery, A. E. (2002) Model-based clustering, discriminant analysis, and density estimation. Journal of the American statistical Association 97(458), 611–631.
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