exponentialOrder: Estimate the Number of Components in a Finite Mixture of...

In tmanole/GroupSortFuse: Estimating the Number of Components in Finite Mixture Models

Description

Estimate the order of a finite mixture of Exponential distributions.

Usage

exponentialOrder(y, lambdas, K = NULL, theta, ...)

Arguments

y	Vector consisting of the data.
lambdas	Vector of tuning parameter values.
K	Upper bound on the true number of components. If K is NULL, at least one of theta and pii must be non-NULL, and K is inferred from their number of columns.
theta	Vector of starting values for the Exponential distribution parameters, of length K.
...	Additional control parameters. See the Details section.

Details

The following is a list of additional control parameters.

• pii Vector of size K whose elements must sum to 1, consisting of the starting values for the mixing proportions. If NULL, it will be set to a discrete uniform distribution with K support points.

• arbSigma TRUE if the common variance-covariance matrix should be estimated, and FALSE if it should stay fixed, and equal to sigma.

• penalty Choice of penalty, which may be "SCAD", "MCP" or "ADAPTIVE-LASSO". Default is "SCAD".

• a Tuning parameter for the SCAD or MCP penalty. Default is 3.7.

• mcmcIter Number of iterations for the starting value algorithm described in the details below). This value is ignored when theta is not NULL.

• uBound Upper bound on the tuning parameter of the PGD algorithm.

• C Tuning parameter for penalizing the mixing proportions.

• convMem Convergence criterion for the modified EM algorithm.

• convPgd Convergence criterion for the proximal gradient descent algorithm.

• maxMem Maximum number of iterations of the modified EM algorithm.

• maxPgd Maximum number of iterations of the proximal gradient descent algorithm.

• verbose If TRUE, print updates while the function is running.

Value

An object with S3 classes gsf and exponentialGsf, consisting of a list with the estimates produced for every tuning parameter in lambdas.

References

Manole, T., Khalili, A. 2019. "Estimating the Number of Components in Finite Mixture Models via the Group-Sort-Fuse Procedure".

tmanole/GroupSortFuse documentation built on Jan. 12, 2022, 10:37 p.m.