mbcbigp: Fit a mixture of multivariate Gaussians using sequential...

Description Usage Arguments Value Examples

Description

Fit a mixture of multivariate Gaussians

Usage

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mbcbigp(x, groups = 2, batches = NULL, batchindex = NULL,
  batchsize = NULL, maxiter = 50, plot = FALSE, likelihood = TRUE,
  verbose = TRUE, abstol = 1e-06, method_sigma_AB = c("analytic",
  "numeric"), z = NULL, scorefun = bestseparated, updateA = FALSE)

Arguments

x

Data frame or a matrix

groups

The number of groups/mixture components to fit.

batches

The batches to split the columns of x for processing. A single number gives the desired number of batches, whereas a vector of length ncol(x) is treated as an integer index of batch membership.

batchindex

A list of column names or integer indices for the batches of x.

batchsize

The desired number of columns in each batch.

maxiter

The maximum number of iterations for the E-M algorithm.

plot

Logical, should a visualisation be produced to show progress.

likelihood

Logical, should the likelihood be calculated and used as a stopping criterion.

verbose

Logical, should statements about progress be printed.

abstol

Numeric, tolerance for log-likelihood stopping rule. Defaults to 1e-6.

method_sigma_AB

One of "analytic" (default) or "numeric", to choose the method of estimating the between-batch covariance for a cluster.

z

Initial cluster membership probabilities. Numeric matrix.

scorefun

A function to score the clustering of the data at each batch, defaults to bestseparated.

updateA

If FALSE (default), at each batch the parameters for the current batch are maximised conditionally on the parameters from the previous batch. If TRUE, this is followed by also maximising the parameters from the previous batch conditionally on the current batch.

Value

A list containing the estimated parameters for the mixture distribution.

Examples

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## Not run: 
data(banknote, package = "mclust")
mbcbigp(x = banknote[, -1], groups = 2, batches = 2)
mbcbigp(x = banknote[, -1], groups = 2, batches = 3)

## End(Not run)

markajoc/MBCbigP documentation built on May 30, 2019, 8:39 a.m.