The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
fabMix: Overfitting Bayesian Mixtures of Factor Analyzers with
Parsimonious Covariance and Unknown Number of Components
Model-based clustering of multivariate continuous data using Bayesian mixtures of factor analyzers (Papastamoulis (2019) <doi:10.1007/s11222-019-09891-z> (2018) <doi:10.1016/j.csda.2018.03.007>). The number of clusters is estimated using overfitting mixture models (Rousseau and Mengersen (2011) <doi:10.1111/j.1467-9868.2011.00781.x>): suitable prior assumptions ensure that asymptotically the extra components will have zero posterior weight, therefore, the inference is based on the “alive” components. A Gibbs sampler is implemented in order to (approximately) sample from the posterior distribution of the overfitting mixture. A prior parallel tempering scheme is also available, which allows to run multiple parallel chains with different prior distributions on the mixture weights. These chains run in parallel and can swap states using a Metropolis-Hastings move. Eight different parameterizations give rise to parsimonious representations of the covariance per cluster (following Mc Nicholas and Murphy (2008) <doi:10.1007/s11222-008-9056-0>). The model parameterization and number of factors is selected according to the Bayesian Information Criterion. Identifiability issues related to label switching are dealt by post-processing the simulated output with the Equivalence Classes Representatives algorithm (Papastamoulis and Iliopoulos (2010) <doi:10.1198/jcgs.2010.09008>, Papastamoulis (2016) <doi:10.18637/jss.v069.c01>).
| Version: |
5.1 |
| Imports: |
Rcpp (≥ 0.12.17), MASS, doParallel, foreach, label.switching, mvtnorm, RColorBrewer, corrplot, mclust, coda, ggplot2 |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Published: |
2024-02-12 |
| DOI: |
10.32614/CRAN.package.fabMix |
| Author: |
Panagiotis Papastamoulis
 [aut, cre] |
| Maintainer: |
Panagiotis Papastamoulis <papapast at yahoo.gr> |
| License: |
GPL-2 |
| URL: |
https://github.com/mqbssppe/overfittingFABMix |
| NeedsCompilation: |
yes |
| Citation: |
fabMix citation info |
| CRAN checks: |
fabMix results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=fabMix
to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.