PUGMM (version 0.1.2)

UCM: Ultrametric Correlation Matrix

Description

Fit an ultrametric correlation matrix on a nonnegative correlation one.

Usage

UCM(R, m, rndstart, maxiter = 100, eps = 1e-06)

Value

A list with the following elements:

call Matched call.

V Optimal binary and row-stochastic (\(p \times m\)) variable-group membership matrix.

Rt Optimal (\(p \times p\)) ultrametric correlation matrix.

Rw Optimal (\(m \times m\)) within-concept consistency (diagonal) matrix.

Rb Optimal (\(m \times m\)) between-concept correlation matrix.

of Objective function corresponding to the optimal solution.

loop Random start corresponding to the optimal solution.

iter Number of iterations needed to obtain the optimal solution.

Arguments

R

(\(p \times p\)) nonnegative correlation matrix.

m

Integer specifying the number of variable groups.

rndstart

Integer value specifying the number of random starts.

maxiter

Integer value specifying the maximum number of iterations of the EM algorithm (default: maxiter = 100).

eps

Numeric value specifying the tolerance for the convergence criterion used in the coordinate descent algorithm (default: eps = 1e-6).

References

Cavicchia, C., Vichi, M., Zaccaria, G. (2020) The ultrametric correlation matrix for modelling hierarchical latent concepts. Advances in Data Analysis and Classification, 14(4), 837-853.

Examples

data(penguins)
R <- cor(penguins[, 2:5])
UCM(R, 4, 1)