ClickClust_EM: EM Algorithm for Continuous Time Markov Models
Description
This function fits the continuous time first-order Markov model for a specified set of groups and returns the model chosen by the BIC. This is an implementation of the methodology developed in Gallaugher and McNicholas (2019).
The number of emEM iterations for initialization (defaults to 5)
starts
The number of random starting values for the emEM algorithm (defaults to 100)
maxit
The maximum number of iterations after initialization (defaults to 5000)
tol
The tolerance for convergence (defaults to 0.001)
Contin
Fit the continuous time model (defaults to TRUE). If FALSE, fit the discrete model.
Verbose
Display Messages (defaults to TRUE)
seed
Sets the seed for the emEM algorithm (defaults to 1)
known
A vector of labels for semi-supervised classification. 0 indicates unknown observations. The known labels are denoted by their group number (1,2,3, etc.).
crit
The model selection criterion to use ("BIC" or "ICL"). Defaults to "BIC".
returnall
If true, returns the results for all groups considered. Defaults to FALSE.
Value
Returns a list with parameter and classification estimates for the best model chosen by the selection criterion.
References
Michael P.B. Gallaugher and Paul D. McNicholas (2019). Clustering and semi-supervised classification for clickstream data via mixture models. arXiv preprint arXiv:1802.04849v2.