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multinomialLogitMix (version 1.1)

Clustering Multinomial Count Data under the Presence of Covariates

Description

Methods for model-based clustering of multinomial counts under the presence of covariates using mixtures of multinomial logit models, as implemented in Papastamoulis (2023) . These models are estimated under a frequentist as well as a Bayesian setup using the Expectation-Maximization algorithm and Markov chain Monte Carlo sampling (MCMC), respectively. The (unknown) number of clusters is selected according to the Integrated Completed Likelihood criterion (for the frequentist model), and estimating the number of non-empty components using overfitting mixture models after imposing suitable sparse prior assumptions on the mixing proportions (in the Bayesian case), see Rousseau and Mengersen (2011) . In the latter case, various MCMC chains run in parallel and are allowed to switch states. The final MCMC output is suitably post-processed in order to undo label switching using the Equivalence Classes Representatives (ECR) algorithm, as described in Papastamoulis (2016) .

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Version

Install

install.packages('multinomialLogitMix')

Monthly Downloads

216

Version

1.1

License

GPL-2

Maintainer

Panagiotis Papastamoulis

Last Published

July 17th, 2023

Functions in multinomialLogitMix (1.1)

shakeEM_GLM

Shake-small EM
simulate_multinomial_data

Synthetic data generator
newton_raphson_mstep

M-step of the EM algorithm
splitEM_GLM

Split-small EM scheme.
multinomial_logistic_EM

Part of the EM algorithm for multinomial logit mixture
myDirichlet

Simulate from the Dirichlet distribution
gibbs_mala_sampler

The core of the Hybrid Gibbs/MALA MCMC sampler for the multinomial logit mixture.
multinomialLogitMix-package

tools:::Rd_package_title("multinomialLogitMix")
gibbs_mala_sampler_ppt

Prior parallel tempering scheme of hybrid Gibbs/MALA MCMC samplers for the multinomial logit mixture.
dealWithLabelSwitching

Post-process the generated MCMC sample in order to undo possible label switching.
log_dirichlet_pdf

Log-density function of the Dirichlet distribution
expected_complete_LL

Expected complete LL
mixLoglikelihood_GLM

Log-likelihood of the multinomial logit.
mala_proposal

Proposal mechanism of the MALA step.
mix_mnm_logistic

EM algorithm
multinomialLogitMix

Main function