sugs: The SUGS clustering algorithm by Wang and Dunson (2011)

In ococrook/sugsvarsel: SUGS algorithm of Wang and Dunson (2011), SUGS VarSel algorithm Crook et al.

Description

The SUGS clustering algorithm by Wang and Dunson (2011)

Usage

sugs(mydata, Model, mu_0 = NULL, lambda_0 = 0.01, nu_0 = NULL,
  S_0 = NULL, betaHat = c(1, 5, 15, 30, 50, 100), a = 10, b = 1)

Arguments

mydata	Data matrix with observations as rows.
Model	Character string indicating whether to use PML, ML or both for model selection. "Both" defaults to PML.
mu_0	The mean hyperparameter, default is the column means of the data matrix.
lambda_0	The variance of the Guassian mean prior, the dafault value is 0.01.
nu_0	The degrees of freedom hyperparameter, the default value is 2 * (D + 2), where D is the number of variables.
S_0	The scale hyperparamter, the default value is a tenth of the column variance of the data matrix.
betaHat	A grid of hyperparameters for the dirichlet concentration parameter, the default is c(1, 5, 15, 30, 50, 100).
a	The scale of the gamma prior for the dirichlet concentration parameter, the dafault value is 10.
b	The rate of the gamma prior for the dirichlet concentration parameter, the default value is 1.

Value

A matrix of cluster allocation, K the number of clusters, a matrix indicating the number of observations allocated to each cluster. The value of the model selection criteria either log PML, log ML or both.

ococrook/sugsvarsel documentation built on May 27, 2019, 12:12 p.m.