SortvarClust: Variable ranking with LASSO in model-based clustering

In masedki/SelvarMix: Regularization for variable selection in model-based clustering and discriminant analysis.

Description

This function implements variable ranking procedure in model-based clustering using the penalized EM algorithm of Zhou et al (2009).

Usage

SortvarClust(data, nbCluster, lambda, rho, nbCores)

Arguments

data	matrix containing quantitative data. Rows correspond to observations and columns correspond to variables
nbCluster	numeric listing of the number of clusters (must be integers)
lambda	numeric listing of the tuning parameter for \ell_1 mean penalty
rho	numeric listing of the tuning parameter for \ell_1 precision matrix penalty
nbCores	number of CPUs to be used when parallel computing is utilized (default is 2)

Value

matrix with rows corresponding to variable ranking. Each row corresponds to a value nbCluster.

Author(s)

Mohammed Sedki <[e-mail]>

References

Zhou, H., Pan, W., and Shen, X., 2009. "Penalized model-based clustering with unconstrained covariance matrices". Electronic Journal of Statistics, vol. 3, pp.1473-1496.

Maugis, C., Celeux, G., and Martin-Magniette, M. L., 2009. "Variable selection in model-based clustering: A general variable role modeling". Computational Statistics and Data Analysis, vol. 53/11, pp. 3872-3882.

Sedki, M., Celeux, G., Maugis-Rabusseau, C., 2014. "SelvarMix: A R package for variable selection in model-based clustering and discriminant analysis with a regularization approach". Inria Research Report available at http://hal.inria.fr/hal-01053784

See Also

SortvarLearn

Examples

## Not run: 
## Simulated data  example as shown in Sedki et al (2014)
## n = 2000 observations, p = 14 variables 
require(glasso)
data(scenarioCor)
data.cor <- scenarioCor[,1:14]


lambda <- seq(20,  100, by = 10)
rho <- seq(1, 2, length=2)
nbCluster <-  c(3, 4)

## variable ranking in model-based clustering  
var.ranking.cl <- SortvarClust(data.cor, nbCluster, lambda, rho)

## End(Not run)

masedki/SelvarMix documentation built on May 21, 2019, 12:42 p.m.