tune_u_sep: Tuning envelope dimension separately by BIC in TEMM.

In azuryee/TEMM: Implement tensor envelope EM algorithm for paper "Tensor Envelope Mixture Model For Simultaneous Clustering and Multiway Dimension Reduction"

Description

Tuning envelope dimension separately by BIC in TEMM.

Usage

tune_u_sep(m, u_candi, K, X, C = 1, oneD = TRUE, 
iter.max = 500, stop = 0.001, trueY = NULL)

Arguments

m	The tensor mode to be tuned, can take value in 1,...,M.
u_candi	A vector of candidate envelope dimension.
K	Nuber of clusters, greater than or equal to 2.
X	The tensor for clustering, should be array tpye, the last dimension is the sample size n.
C	Constant in separate BIC creterion. Default value is 1.
oneD	Whether to apply 1D-BIC tuning. Default value is TRUE.
iter.max	Maximum number of iterations. Default value is 500.
stop	Convergence threshold of relative change in cluster means. Default value is 1e-3.
trueY	A vector of true cluster labels of each observation. Default value is NULL.

Value

opt.u	Optimal envelope dimension selected.
bic	BIC value.

Author(s)

Kai Deng, Xin Zhang

References

Deng, K. and Zhang, X. (2020) Tensor Envelope Mixture Model For Simultaneous Clustering and Multiway Dimension Reduction, Manuscript.

Examples

  A = array(c(rep(1,20),rep(2,20))+rnorm(40),dim=c(2,2,10))
  mytune = tune_u_sep(1,1:2,K=2,A)

azuryee/TEMM documentation built on Dec. 31, 2020, 7:55 p.m.