mixglasso_ncomp_fixed: mixglasso_ncomp_fixed

Description Usage Arguments Details Value Author(s)

View source: R/mixglasso.R

Description

mixglasso_ncomp_fixed

Usage

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mixglasso_ncomp_fixed(x, n.comp, lambda = sqrt(2 * nrow(x) *
  log(ncol(x)))/2, pen = "glasso.parcor", init = "kmeans.hc",
  my.cl = NULL, modelname.hc = "VVV", nstart.kmeans = 1,
  iter.max.kmeans = 10, term = 10^{     -3 }, min.compsize = 5, ...)

Arguments

x

Input data matrix

n.comp

Number of mixture components

lambda

Regularization parameter. Default=sqrt(2*n*log(p))/2

pen

Determines form of penalty: glasso.parcor (default), glasso.invcov, glasso.invcor

init

Initialization. Method used for initialization init='cl.init','r.means','random','kmeans','kmeans.hc','hc'. Default='kmeans'

my.cl

Initial cluster assignments; need to be provided if init='cl.init' (otherwise this param is ignored). Default=NULL

modelname.hc

Model class used in hc. Default="VVV"

nstart.kmeans

Number of random starts in kmeans; default=1

iter.max.kmeans

Maximal number of iteration in kmeans; default=10

term

Termination criterion of EM algorithm. Default=10^-3

min.compsize

Stop EM if any(compsize)<min.compsize; Default=5

...

Other arguments. See mixglasso_init

Details

This function runs mixglasso

Value

see return mixglasso_init. list consisting of

mix.prob
Mu
Sig
SigInv
iter
loglik
bic

-loglik+log(n)*DF/2

mmdl

-loglik+penmmdl/2

u

responsibilities

comp

component assignments

compsize

size of components

pi.comps
warn

warnings during optimization

Author(s)

n.stadler


FrankD/nethet documentation built on Oct. 5, 2020, 8:22 a.m.