SortvarLearn: Variable ranking with LASSO in discriminant analysis

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

Description

This function implements variable ranking procedure in discriminant analysis using the penalized EM algorithm of Zhou et al (2009) (adapted in Sedki et al (2014) for the discriminant analysis settings).

Usage

SortvarLearn(data, knownlabels, lambda, rho, nbCores)

Arguments

data	matrix containing quantitative data. Rows correspond to observations and columns correspond to variables
knownlabels	an integer vector or a factor of size number of observations. Each cell corresponds to a cluster affectation. So the maximum value is the number of clusters.
lambda	numeric listing of tuning parameter for \ell_1 mean penalty
rho	numeric listing of tuning parameter for \ell_1 precision matrix penalty
nbCores	number of CPUs to be used when parallel computing is utilized (default is 2)

Value

vector of integers corresponding to variable ranking.

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

SortvarClust

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]
labels.cor <-scenarioCor[,15]

lambda <- seq(20,  50, length = 10)
rho <- seq(1, 2, length=2)



## variable ranking in discriminant analysis 
var.ranking.da <- SortvarLearn(data.cor, labels.cor, lambda, rho)

## End(Not run)

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