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Ultimixt (version 2.0)

Ultimixt-package: set of R functions for estimating the parameters of a Gaussian mixture distribution with a Bayesian non-informative prior

Description

Despite a comprehensive literature on estimating mixtures of Gaussian distributions, there does not exist a well-accepted reference Bayesian approach to such models. One reason for the difficulty is the general prohibition against using improper priors (Fruhwirth-Schnatter, 2006) due to the ill-posed nature of such statistical objects. Kamary, Lee and Robert (2015) took advantage of a mean-variance reparametrisation of a Gaussian mixture model to propose improper but valid reference priors in this setting. This R package implements the proposal and computes posterior estimates of the parameters of a Gaussian mixture distribution. The approach applies with an arbitrary number of components. The Ultimixt R package contains an MCMC algorithm function and further functions for summarizing and plotting posterior estimates of the model parameters for any number of components.

Arguments

Details

ll{ Package: Ultimixt Type: Package Version: 1.0 Date: 2015-10-30 License: GPL (>=2.0) } Beyond simulating MCMC samples from the posterior distribution of the Gaussian mixture model, this package also produces summaries of the MCMC outputs through numerical and graphical methods.

Note: The proposed parameterisation of the Gaussian mixture distribution is given by $$f(x| \mu, \sigma , {\bf p}, \varphi, {\bf \varpi, \xi})=\sum_{i=1}^k p_i f\left(x| \mu + \sigma \gamma_i/\sqrt{p_i}, \sigma \eta_i/\sqrt{p_i}\right)$$ under the non-informative prior $\pi(\mu, \sigma)=1/\sigma$. Here, the vector of the $\gamma_i=\varphi \Psi_i\Big({\bf \varpi}, {\bf p}\Big)_i$'s belongs to an hypersphere of radius $\varphi$ intersecting with an hyperplane. It is thus expressed in terms of spherical coordinates within that hyperplane that depend on $k-2$ angular coordinates $\varpi_i$. Similarly, the vector of $\eta_i=\sqrt{1-\varphi^2}\Psi_i\Big({\bf \xi}\Big)_i$'s can be turned into a spherical coordinate in a k-dimensional Euclidean space, involving a radial coordinate $\sqrt{1-\varphi^2}$ and $k-1$ angular coordinates $\xi_i$. A natural prior for $\varpi$ is made of uniforms, $\varpi_1, \ldots, \varpi_{k-3}\sim U[0, \pi]$ and $\varpi_{k-2} \sim U[0, 2\pi]$, and for $\varphi$, we consider a beta prior $Beta(\alpha, \alpha)$. A reference prior on the angles $\xi$ is $(\xi_1, \ldots, \xi_{k-1})\sim U[0, \pi/2]^{k-1}$ and a Dirichlet prior $Dir(\alpha_0, \ldots, \alpha_0)$ is assigned to the weights $p_1, \ldots, p_k$.

References

Fruhwirth-Schnatter, S. (2006). Finite Mixture and Markov Switching Models. Springer-Verlag, New York, New York.

Kamary, K., Lee, J.Y., and Robert, C.P. (2015) Non-informative reparameterisation of location-scale mixtures. arXiv.

See Also

Ultimixt

Examples

Run this code
data(faithful)
	xobs=faithful[,1]
	#estimate=K.MixReparametrized(xobs, k=2, alpha0=.5, alpha=.5, Nsim=1e4)

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