flexmix
Flexible Mixture Modeling
FlexMix implements a general framework for finite
mixtures of regression models. Parameter estimation is performed using
the EM algorithm: the E-step is implemented by flexmix
, while
the user can specify the M-step.
- Keywords
- regression, cluster
Usage
flexmix(formula, data = list(), k = NULL, cluster = NULL,
model=NULL, concomitant=NULL, control = NULL,
weights = NULL)
## S3 method for class 'flexmix':
summary(object, eps=1e-4, ...)
Arguments
- formula
- A symbolic description of the model to be fit. The
general form is
y~x|g
wherey
is the response,x
the set of predictors andg
an optional grouping factor for repeated measurements. - data
- An optional data frame containing the variables in the model.
- k
- Number of clusters (not needed if
cluster
is specified). - cluster
- Either a matrix with
k
columns of initial cluster membership probabilities for each observation; or a factor or integer vector with the initial cluster assignments of observations at the start of the EM algorithm. Default is r - weights
- An optional vector of replication weights to be used in
the fitting process. Should be
NULL
, an integer vector or a formula. - model
- Object of class
FLXM
or list ofFLXM
objects. Default is the object returned by callingFLXMRglm()
. - concomitant
- Object of class
FLXP
. Default is the object returned by callingFLXPconstant
. - control
- Object of class
FLXcontrol
or a named list. - object
- Object of class
flexmix
. - eps
- Probabilities below this threshold are treated as zero in the summary method.
- ...
- Currently not used.
Details
FlexMix models are described by objects of class FLXM
,
which in turn are created by driver functions like
FLXMRglm
or FLXMCmvnorm
. Multivariate
responses with independent components can be specified using a
list of FLXM
objects.
The summary
method lists for each component the prior
probability, the number of observations assigned to the corresponding
cluster, the number of observations with a posterior probability
larger than eps
and the ratio of the latter two numbers (which
indicates how separated the cluster is from the others).
Value
- Returns an object of class
flexmix
.
References
Friedrich Leisch. FlexMix: A general framework for finite mixture models and latent class regression in R. Journal of Statistical Software, 11(8), 2004. http://www.jstatsoft.org/v11/i08/
Bettina Gruen and Friedrich Leisch. Fitting finite mixtures of generalized linear regressions in R. Computational Statistics & Data Analysis, 51(11), 5247-5252, 2007. doi:10.1016/j.csda.2006.08.014
Bettina Gruen and Friedrich Leisch. FlexMix Version 2: Finite mixtures with concomitant variables and varying and constant parameters Journal of Statistical Software, 28(4), 1-35, 2008. URL http://www.jstatsoft.org/v28/i04/
See Also
Examples
data("NPreg", package = "flexmix")
## mixture of two linear regression models. Note that control parameters
## can be specified as named list and abbreviated if unique.
ex1 <- flexmix(yn~x+I(x^2), data=NPreg, k=2,
control=list(verb=5, iter=100))
ex1
summary(ex1)
plot(ex1)
## now we fit a model with one Gaussian response and one Poisson
## response. Note that the formulas inside the call to FLXMRglm are
## relative to the overall model formula.
ex2 <- flexmix(yn~x, data=NPreg, k=2,
model=list(FLXMRglm(yn~.+I(x^2)),
FLXMRglm(yp~., family="poisson")))
plot(ex2)
ex2
table(ex2@cluster, NPreg$class)
## for Gaussian responses we get coefficients and standard deviation
parameters(ex2, component=1, model=1)
## for Poisson response we get only coefficients
parameters(ex2, component=1, model=2)
## fitting a model only to the Poisson response is of course
## done like this
ex3 <- flexmix(yp~x, data=NPreg, k=2, model=FLXMRglm(family="poisson"))
## if observations are grouped, i.e., we have several observations per
## individual, fitting is usually much faster:
ex4 <- flexmix(yp~x|id1, data=NPreg, k=2,
model=FLXMRglm(family="poisson"))
## And now a binomial example. Mixtures of binomials are not generically
## identified, here the grouping variable is necessary:
set.seed(1234)
ex5 <- initFlexmix(cbind(yb,1-yb)~x, data=NPreg, k=2,
model=FLXMRglm(family="binomial"), nrep=5)
table(NPreg$class, clusters(ex5))
ex6 <- initFlexmix(cbind(yb,1-yb)~x|id2, data=NPreg, k=2,
model=FLXMRglm(family="binomial"), nrep=5)
table(NPreg$class, clusters(ex6))