mixtureReg: Function to Fit Mixture of Regressions
In changwn/RMR: Robust Mixture Regression

mixtureReg

R Documentation

Function to Fit Mixture of Regressions

Description

The main function in this package.

Usage

mixtureReg(
  regData,
  formulaList,
  xName = NULL,
  yName = NULL,
  mixingProb = c("Constant", "loess"),
  initialWList = NULL,
  epsilon = 1e-08,
  max_iter = 10000,
  max_restart = 15,
  min_lambda = 0.01,
  min_sigmaRatio = 0.1,
  silently = TRUE
)

Arguments

`regData`	data frame used in fitting model.
`formulaList`	a list of the regression components that need to be estimated.
`xName`	character; Name used to pick x variable from data.
`yName`	character; Name used to pick y variable from data.
`mixingProb`	character; Specify how the mixing probabilities are estimated in the M step. "Constant" specifies a constant mixing probabilities; "loess" specifies predictor dependent mixing probabilities obtained by loess smoothing.
`initialWList`	a list of weights guesses (provided by user). Typically this is not used, unless the user has a good initial guess.
`epsilon`	a small value that the function consider as zero. The value is used in determine matrix sigularity and in determine convergence.
`max_iter`	the maximum number of iterations.
`max_restart`	the maximum number of restart before giving up.
`min_lambda`	a value used to ensure estimated mixing probabilities (lambda's) are not too close to zero.
`min_sigmaRatio`	a value used to prevent estimated variaces of any regression component from collapsing to zero.
`silently`	a switch to turn off the screen printout.