varSelEM: A variable selection algorithm for clustering
Description
A variable selection algorithm for clustering which implements the method described in Law et al. (2004) <doi:10.1109/TPAMI.2004.71>.
Usage
varSelEM(X,G,maxit=100,eps=1e-6)
Value
A list is returned with the following elements:
mu
the group means for relevant variables.
sigma
the group variances for relevant variables.
lambda
the group means for irrelevant variables
alpha
the group variances for irrelevant variables.
rho
the feature saliency.
P
the group posterior probabilities.
cls
the group memberships.
ll
the log-likelihood value.
Arguments
X
a data frame containing the observations to cluster.
G
the expected number of groups (integer).
maxit
the maximum number of iterations (integer). The default value is 100.
eps
the convergence threshold. The default value is 1e-6.
Author
C. Bouveyron
References
Law, M. H., Figueiredo, M. A. T., and Jain, A. K., Simultaneous feature selection and clustering using mixture models, IEEE Transactions on Pattern Analysis and Machine Intelligence, vol. 26, pp. 1154–1166, 2004 <doi:10.1109/TPAMI.2004.71>.