multinomial_logistic_EM

Part of the EM algorithm for multinomial logit mixture

Methods for model-based clustering of multinomial counts under the presence of covariates using mixtures of multinomial logit models, as implemented in Papastamoulis (2023) <DOI:10.1007/s11634-023-00547-5>. 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) <DOI:10.1111/j.1467-9868.2011.00781.x>. 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) <DOI:10.18637/jss.v069.c01>.

Panagiotis Papastamoulis

multinomialLogitMix

Clustering Multinomial Count Data under the Presence of
Covariates

multinomial_logistic_EM function

<dl> <dt>y</dt>
<dd>y</dd> <dt>x</dt>
<dd>X</dd> <dt>K</dt>
<dd>K</dd> <dt>w_start</dt>
<dd>w</dd> <dt>b_start</dt>
<dd>b</dd> <dt>maxIter</dt>
<dd>max</dd> <dt>emthreshold</dt>
<dd>em</dd> <dt>maxNR</dt>
<dd>maxnr</dd> <dt>nCores</dt>
<dd>nc</dd> <dt>verbose</dt>
<dd>verb</dd> <dt>R0</dt>
<dd>or</dd> <dt>method</dt>
<dd>method</dd></dl>

Arguments

Author

Part of the EM algorithm for multinomial logit mixture — multinomial_logistic_EM

<dl>

 <dt>y</dt>
<dd>y</dd>

 <dt>x</dt>
<dd>X</dd>

 <dt>K</dt>
<dd>K</dd>

 <dt>w_start</dt>
<dd>w</dd>

 <dt>b_start</dt>
<dd>b</dd>

 <dt>maxIter</dt>
<dd>max</dd>

 <dt>emthreshold</dt>
<dd>em</dd>

 <dt>maxNR</dt>
<dd>maxnr</dd>

 <dt>nCores</dt>
<dd>nc</dd>

 <dt>verbose</dt>
<dd>verb</dd>

 <dt>R0</dt>
<dd>or</dd>

 <dt>method</dt>
<dd>method</dd>

</dl>

multinomial_logistic_EM: Part of the EM algorithm for multinomial logit mixture

Description

Usage

Value

Arguments

Author