# NOT RUN {
# Create an Interval-Data object containing the intervals for 899 observations
# on the temperatures by quarter in 60 Chinese meteorological stations.
ChinaT <- IData(ChinaTemp[1:8],VarNames=c("T1","T2","T3","T4"))
#Display the first and last observations
head(ChinaT)
tail(ChinaT)
#Print summary statistics
summary(ChinaT)
#Create a new data set considering only the Winter (1st and 4th) quarter intervals
ChinaWT <- ChinaT[,c(1,4)]
# Estimate normal distributuion parameters by maximum likelihood, assuming
# the classical (unrestricted) covariance configuration Case 1
ChinaWTE.C1 <- mle(ChinaWT,CovCase=1)
cat("Winter temperatures of China -- normal maximum likelhiood estimation results:\n")
print(ChinaWTE.C1)
cat("Standard Errors of Estimators:\n") ; print(stdEr(ChinaWTE.C1))
# Estimate normal distributuion parameters by maximum likelihood,
# assuming that one of the C2, C3 or C4 restricted covariance configuration cases hold
ChinaWTE.C234 <- mle(ChinaWT,CovCase=2:4)
cat("Winter temperatures of China -- normal maximum likelhiood estimation results:\n")
print(ChinaWTE.C234)
cat("Standard Errors of Estimators:\n") ; print(stdEr(ChinaWTE.C234))
# Estimate normal distributuion parameters robustly by fast maximun trimmed likelihood,
# assuming that one of the C2, C3 or C4 restricted covariance configuration cases hold
# }
# NOT RUN {
ChinaWTE.C234 <- fasttle(ChinaWT,CovCase=2:4)
cat("Winter temperatures of China -- normal maximum trimmed likelhiood estimation results:\n")
print(ChinaWTE.C234)
# Estimate skew-normal distributuion parameters
ChinaWTE.SkN <- mle(ChinaWT,Model="SKNormal")
cat("Winter temperatures of China -- Skew-Normal maximum likelhiood estimation results:\n")
print(ChinaWTE.SkN)
cat("Standard Errors of Estimators:\n") ; print(stdEr(ChinaWTE.SkN))
# }
# NOT RUN {
#MANOVA tests assuming that configuration case 1 (unrestricted covariance)
# or 3 (MidPoints independent of Log-Ranges) holds.
ManvChinaWT.C13 <- MANOVA(ChinaWT,ChinaTemp$GeoReg,CovCase=c(1,3))
cat("Winter temperatures of China -- MANOVA by geografical regions results:\n")
print(ManvChinaWT.C13)
#Linear Discriminant Analysis
ChinaWT.lda <- lda(ManvChinaWT.C13)
cat("Winter temperatures of China -- linear discriminant analysis results:\n")
print(ChinaWT.lda)
cat("lda Prediction results:\n")
print(predict(ChinaWT.lda,ChinaWT)$class)
# }
# NOT RUN {
#Estimate error rates by ten-fold cross-validation
CVlda <- DACrossVal(ChinaWT,ChinaTemp$GeoReg,TrainAlg=lda,
CovCase=BestModel(H1res(ManvChinaWT.C13)),CVrep=1)
summary(CVlda[,,"Clerr"])
glberrors <-
apply(CVlda[,,"Nk"]*CVlda[,,"Clerr"],1,sum)/apply(CVlda[,,"Nk"],1,sum)
cat("Average global classification error =",mean(glberrors),"\n")
#Robust Quadratic Discriminant Analysis
ChinaWT.rqda <- Robqda(ChinaWT,ChinaTemp$GeoReg)
cat("Winter temperatures of China -- robust quadratic discriminant analysis results:\n")
print(ChinaWT.rqda)
cat("robust qda prediction results:\n")
print(predict(ChinaWT.rqda,ChinaWT)$class)
# }
# NOT RUN {
# Create an Interval-Data object containing the intervals for characteristics
# of 27 cars models.
CarsIdt <- IData(Cars[1:8],VarNames=c("Price","EngineCapacity","TopSpeed","Acceleration"))
#Display the first and last observations
head(CarsIdt)
tail(CarsIdt)
# Estimate normal distributuion parameters
CarsNE <- mle(CarsIdt)
cat("Cars data -- normal maximum likelhiood estimation results:\n")
print(CarsNE)
cat("Standard Errors of Estimators:\n") ; print(stdEr(CarsNE))
# Estimate normal distributuion parameters robustly by full maximum trimmed likelihood,
# }
# NOT RUN {
CarsTE <- fulltle(CarsIdt)
cat("Cars data -- normal maximum trimmed likelhiood estimation results:\n")
print(CarsTE)
# Estimate parameters searching through normal and Skew-Normal distributions.
CarsNSNE <- mle(CarsIdt,Model="NrmandSKN")
cat("Cars data -- Maximum likelhiood estimation results:\n")
print(CarsNSNE)
cat("Standard Errors of Estimators:\n") ; print(stdEr(CarsNSNE))
# }
# NOT RUN {
# Create an Interval-Data object containing the intervals of loan data
# (from the Kaggle Data Science platform) aggregated by loan purpose
LbyPIdt <- IData(LoansbyPurpose_minmaxDt,
VarNames=c("ln-inc","ln-revolbal","open-acc","total-acc"))
print(LbyPIdt)
# }
# NOT RUN {
#Fit homocedastic Gaussian mixtures with up to four components
mclustres <- Idtmclust(LbyPIdt,G=1:4)
print(mclustres)
#Display the results of the best mixture according to the BIC
summary(mclustres,parameters=TRUE,classification=TRUE)
# }
# NOT RUN {
# }
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