MixSim {MixSim}R Documentation

Mixture Simulation

Description

Generates a finite mixture model with Gaussian components for prespecified levels of maximum and/or average overlaps

Usage

MixSim(BarOmega = NULL, MaxOmega = NULL, K, p, sph = 0, ecc = 0.90, PiLow = 1.0, Ubound = 1.0, resN = 100, eps = 1e-06, acc = 1e-06, lim = 1e06)

Arguments

BarOmega value of desired average overlap
MaxOmega value of desired maximum overlap
K number of components
p number of dimensions
sph covariance matrix structure (0 - nonspherical, 1 - spherical)
ecc maximum eccentricity
PiLow value of the smallest mixing proportion (if 'PiLow' is not reachable with respect to K, equal proportions are taken; PiLow = 1.0 implies equal proportions by default)
Ubound upper bound for mean vectors; coordinates are simulated according to Uniform(0, Ubound)
resN maximum number of dataset resimulations
eps error bound for overlap computation
acc error bound for integration (Davies, 1980)
lim maximum number of integration terms (Davies, 1980)

Details

If 'BarOmega' is not specified, the function generates a mixture solely based on 'MaxOmega'; if 'MaxOmega' is not specified, the function generates a mixture solely based on 'BarOmega'.

Value

Pi vector of mixing proprtions
Mu matrix consisting of components' mean vectors (K x p)
S set of components' covariance matrices (p x p x K)
OmegaMap matrix of misclassification probabilities (K x K); OmegaMap[i,j] is the probability that X coming from the i-th component is classified to the j-th component
BarOmega value of average overap
MaxOmega value of maximum overap
rcMax row and column numbers for the pair of components producing maximum overlap 'MaxOmega'
fail flag value; 0 represents successful mixture generation, 1 represents failure

Author(s)

Melnykov, V., Chen, W.-C., Maitra, R.

References

Maitra, R. and Melnykov, V. (200?) "Simulating data to study performance of finite mixture modeling and clustering algorithms", The Journal of Computational and Graphical Statistics.

Davies, R. (1980) "The distribution of a linear combination of chi-square random variables", Applied Statistics, 29, 323-333.

See Also

overlap, pdplot, simdataset

Examples

# controls average and maximum overlaps
MixSim(BarOmega = 0.05, MaxOmega = 0.15, K = 4, p = 5) 

# controls average overlap
MixSim(BarOmega = 0.05, , K = 4, p = 5)

# controls maximum overlap
MixSim( , MaxOmega = 0.15, K = 4, p = 5)

[Package MixSim version 0.1-04 Index]