dirichletprocess

The dirichletprocess package provides tools for you to build custom Dirichlet process mixture models. You can use the pre-built Normal/Weibull/Beta distributions or create your own following the instructions in the vignette. In as little as four lines of code you can be modelling your data nonparametrically.

Installation

You can install the stable release of dirichletprocess from CRAN:

install.packages("dirichletprocess")

You can also install the development build of dirichletprocess from github with:

# install.packages("devtools")
devtools::install_github("dm13450/dirichletprocess")

For a full guide to the package and its capabilities please consult the vignette:

browseVignettes(package = "dirichletprocess")

Examples

Density Estimation

Dirichlet processes can be used for nonparametric density estimation.

faithfulTransformed <- faithful$waiting - mean(faithful$waiting)
faithfulTransformed <- faithfulTransformed/sd(faithful$waiting)
dp <- DirichletProcessGaussian(faithfulTransformed)
dp <- Fit(dp, 100, progressBar = FALSE)
plot(dp)

data.frame(Weight=dp$weights, Mean=c(dp$clusterParameters[[1]]), SD=c(dp$clusterParameters[[1]]))
#>        Weight       Mean         SD
#> 1 0.371323529 -1.1756510 -1.1756510
#> 2 0.625000000  0.6597522  0.6597522
#> 3 0.003676471  0.1061095  0.1061095

Clustering

Dirichlet processes can also be used to cluster data based on their common distribution parameters.

faithfulTrans <- as.matrix(apply(faithful, 2, function(x) (x-mean(x))/sd(x)))
dpCluster <-  DirichletProcessMvnormal(faithfulTrans)
dpCluster <- Fit(dpCluster, 1000, progressBar = FALSE)

To plot the results we take the cluster labels contained in the dp object and assign them a colour

For more detailed explanations and examples see the vignette.