In ben-j-barlow/rcbmm: Regularized Copula-Based Mixture Model: Estimation and Model Selection

require(devtools)
load_all()
require(profvis)
knitr::opts_chunk$set(echo = TRUE)

lambda_grid = c(0, 5, 10)

# nba
load("nba.rda")
margins_nba <- c(rep("beta", 6), "gamma")

# iris
iris_x <- iris[, -5]
margins_iris <- rep('norm', 4)

NBA

K = 2

profvis(fit_rcbmm(
    x = nba, lambda_grid = lambda_grid, K = 2, margins = margins_nba, transform = FALSE, trace = FALSE)
  )

K = 3

system.time(fit_rcbmm(
    nba, lambda_grid = lambda_grid, K = 3, margins = margins_nba, transform = FALSE, trace = TRUE)
  )

Iris

K = 2

profvis(fit_rcbmm(
    x = iris_x, lambda_grid = lambda_grid, K = 2, margins = margins_iris, transform = FALSE, trace = FALSE)
  )

K = 3

system.time(fit_rcbmm(
    x = iris_x, lambda_grid = lambda_grid, K = 3, margins = margins_iris, transform = FALSE, trace = FALSE)
  )

ben-j-barlow/rcbmm documentation built on Feb. 12, 2021, 9:14 a.m.