demo/rebmix.mixed.continuous.discrete.R

In rebmix: Finite Mixture Modeling, Clustering & Classification

##############################################
## R sources for reproducing the results in ##
##   Marko Nagode:                          ##
##   Finite Mixture Modeling via REBMIX     ##
##############################################

options(prompt = "> ", continue = "+ ", width = 70,
  useFancyQuotes = FALSE, digits = 3)

###################
## Preliminaries ##
###################

# Load package.

library(rebmix)

#######################################
## Mixed continuous-discrete dataset ##
#######################################

# Generate mixed continuous-discrete dataset.

n <- c(400, 100, 500)

Theta <- new("RNGMIX.Theta", c = 3, pdf = c("lognormal", "Poisson", "binomial", "Weibull"))

a.theta1(Theta, 1) <- c(1, 2, 10, 2)
a.theta1(Theta, 2) <- c(3.5, 10, 10, 10)
a.theta1(Theta, 3) <- c(2.5, 15, 10, 25)

a.theta2(Theta, 1) <- c(0.3, NA, 0.9, 3)
a.theta2(Theta, 2) <- c(0.2, NA, 0.1, 7)
a.theta2(Theta, 3) <- c(0.4, NA, 0.7, 20)

mixed <- RNGMIX(Dataset = "mixed", n = n, Theta = a.Theta(Theta))

# Estimate number of components, component weights and component parameters.

Sturges <- as.integer(1 + log2(sum(n))) # Minimum v follows the Sturges rule.
Log10 <- as.integer(10 * log10(sum(n))) # Maximum v follows the Log10 rule.

mixedest <- REBMIX(Dataset = a.Dataset(mixed), Preprocessing = "histogram", cmax = 9,
  Criterion = "BIC", pdf = c("lognormal", "Poisson", "binomial", "Weibull"),
  theta1 = c(NA, NA, 10, NA), K = kseq(Sturges, Log10, 0.1))

plot(mixedest, what = c("pdf", "marginal pdf", "IC", "logL"), nrow = 4, ncol = 3, npts = 200)

# Bootstrap finite mixture.

mixedboot <- boot(x = mixedest, pos = 1, Bootstrap = "p", B = 100)

mixedboot