Description Usage Arguments Details Value See Also Examples

emMixRHLP implements the maximum-likelihood parameter estimation of a mixture of RHLP models by the Expectation-Maximization (EM) algorithm.

1 2 3 4 |

`X` |
Numeric vector of length |

`Y` |
Matrix of size |

`K` |
The number of clusters (Number of RHLP models). |

`R` |
The number of regimes (RHLP components) for each cluster. |

`p` |
Optional. The order of the polynomial regression. By default, |

`q` |
Optional. The dimension of the logistic regression. For the purpose of segmentation, it must be set to 1 (which is the default value). |

`variance_type` |
Optional character indicating if the model is "homoskedastic" or "heteroskedastic". By default the model is "heteroskedastic". |

`init_kmeans` |
Optional. A logical indicating whether or not the curve partition should be initialized by the K-means algorithm. Otherwise the curve partition is initialized randomly. |

`n_tries` |
Optional. Number of runs of the EM algorithm. The solution providing the highest log-likelihood will be returned. If |

`max_iter` |
Optional. The maximum number of iterations for the EM algorithm. |

`threshold` |
Optional. A numeric value specifying the threshold for the relative difference of log-likelihood between two steps of the EM as stopping criteria. |

`verbose` |
Optional. A logical value indicating whether or not values of the log-likelihood should be printed during EM iterations. |

`verbose_IRLS` |
Optional. A logical value indicating whether or not values of the criterion optimized by IRLS should be printed at each step of the EM algorithm. |

emMixRHLP function implements the EM algorithm. This function starts
with an initialization of the parameters done by the method `initParam`

of
the class ParamMixRHLP, then it alternates between the
E-Step (method of the class StatMixRHLP) and the M-Step
(method of the class ParamMixRHLP) until convergence (until
the relative variation of log-likelihood between two steps of the EM
algorithm is less than the `threshold`

parameter).

EM returns an object of class ModelMixRHLP.

ModelMixRHLP, ParamMixRHLP, StatMixRHLP

1 2 3 4 5 6 7 8 9 10 11 12 |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.