Displaying 20 results from an estimated 1000 matches similar to: "fitting mixture of normals distribution to asset return data"
2007 Jul 18
2
EM unsupervised clustering
Hi All,
I have a n x m matrix. The n rows are individuals, the m columns are variables.
The matrix is in itself a collection of 1s (if a variable is observed for an
individual), and 0s (is there is no observation).
Something like:
[,1] [,2] [,3] [,4] [,5] [,6]
[1,] 1 0 1 1 0 0
[2,] 1 0 1 1 0 0
[3,] 1 0 1 1 0 0
[4,] 0 1 0
2009 Apr 05
1
Which model to keep (negative BIC)
Hi,
My questions concern the function 'mclustBIC' which compute BIC for a range of clusters of several models on the given data and the other function 'mclustModel' which choose the best model and the best number of cluster accordind to the results of the previous cited function.
1) When trying the following example (see ?mclustModel), I get negative BIC computed by
2009 Jul 26
1
normal mixture model
Hi, All,
I want to fit a normal mixture model. Which package in R is best for this? I
was using the package 'mixdist', but I need to group the data into groups
before fitting model, and different groupings seem to lead to different
results. What other package can I use which is stable? And are there
packages that can automatically determine the number of components?
Thank you,
Cindy
2008 Oct 20
1
Mclust problem with mclust1Dplot: Error in to - from : non-numeric argument to binary operator
Dear list members,
I am using Mclust in order to deconvolute a distribution that I
believe is a sum of two gaussians.
First I can make a model:
> my.data.model = Mclust(my.data, modelNames=c("E"), warn=T, G=1:3)
But then, when I try to plot the result, I get the following error:
> mclust1Dplot(my.data.model, parameters = my.data.model$parameters, what = "density")
2010 Apr 19
1
What is mclust up to? Different clusters found if x and y interchanged
Hello All...
I gave a task to my students that involved using mclust to look for clusters
in some bivariate data of isotopes vs various mining locations. They
discovered something I didn?t expect; the data (called tur) is appended
below.
p <- qplot(x = dD, y = dCu65, data = tur, color = mine)
print(p) # simple bivariate plot of the data; looks fine
mod1 <- Mclust(tur[,2:3])
mod1$G
mod2
2009 May 21
1
em algorithm mixture of multivariate normals
Hi,
I would like to know if it is possible to have a "R code" to estimate the
parameters of a mixture of bivariate (or multivariate) normals via EM
Algorithm. I tried to write it, but in the estimation of the matrix of
variance and covariance, i have some problems. I generate two bidimensional
vectors both from different distribution with their own vector means and
variance and
2007 Feb 23
3
mixture of 2 normals - starting values
Hi,
I have a problem of estimating a mixture of two normal distributions. I
need to find the starting points automatically, since this is a part of a
larger piece of image processing code.
I found the mix2normal1 function in VGAM package that mentions a method of
finding starting values for mu1 and mu2 but refers the reader to a book by
Everitt and Hand. Unfortunately, I do not have an easy
2009 Nov 27
1
generating a matrix after a for loop..
Hi all,
I have to ask this and I know that the reason is that I am a newbie with R
programming. So apologize if it is too obvious but I didn't find an answer
after googling and reading "An introduction to R". So i have return
data from 30 instruments and I am fitting a mixture of normal
distributions for the asymmetric marginal distributions and then simulating
from those
2010 Jan 06
1
positive log likelihood and BIC values from mCLUST analysis
My question is with respect to mCLUST and the values of BIC and log
likelihood. The relevant part of my R script is:
######################### BEGIN MDS ANALYSIS #########################
#load data
data <- read.table("Ecoli33_Barry.dis", header = TRUE, row.names = 1)
#perform MDS Scaling
mds <- metaMDS(data, k = Dimensions, trymax = 20, autotransform =TRUE,
noshare = 0.1,
2002 Oct 22
5
Mixture of Univariate Normals
Dear list,
Can anyone provide a package or code for estimating the parameters of a
mixture of c (c >=2) univariate normal distributions?
I've tried the algorithm provided by Venables & Ripley (1999) p 263, for
the mixture of two normal, but I don't find the "ms" function in R. I've
used nls instead, but I'm not sure if it works the same.
The data I have is very
2009 Apr 30
1
finite mixture model (2-component Weibull): plotting Weibull components?
Dear Knowledgeable R Community Members,
Please excuse my ignorance, I apologize in advance if this is an easy question, but I am a bit stumped and could use a little guidance.
I have a finite mixture modeling problem -- for example, a 2-component Weibull mixture -- where the components have a large overlap, and
I am trying to adapt the "mclust" package which concern to normal
2005 Oct 21
1
finite mixture model (2-component gaussian): plotting component gaussian components?
Dear Knowledgeable R Community Members,
Please excuse my ignorance, I apologize in advance if this is an easy question, but I am a bit stumped and could use a little guidance.
I have a finite mixture modeling problem -- for example, a 2-component gaussian mixture -- where the components have a large overlap, and
I am trying to use the "mclust" package to solve this problem.
I need
2001 Nov 16
2
Finite Mixture Analysis
Are there any S-Plus or R libraries/packages that do Finite Mixture
Analysis following the algorithms similar to those implemented in Geoffrey
MacLachlan's EMMIX program?
Thanks.
Dr. Marc R. Feldesman
email: feldesmanm at pdx.edu
email: feldesman at attglobal.net
fax: 503-725-3905
"Don't know where I'm going.
Don't like where I've been.
There may be no exit.
But
2008 Jun 23
3
Simulating Gaussian Mixture Models
Hi,
Is there any package that I can use to simulate the Gaussian
Mixture Model , which is a mixture modeling method that is widely used
in statistical learning theory.
I know there is a mclust, however, I think it is a little bit
different from my problem.
Thanks very much..
regards.
--------------------------
Peng Jiang
??
Ph.D. Candidate
Antai College of Economics &
2010 May 05
5
Dynamic clustering?
Are there R packages that allow for dynamic clustering, i.e. where the
number of clusters are not predefined? I have a list of numbers that
falls in either 2 or just 1 cluster. Here an example of one that
should be clustered into two clusters:
two <- c(1,2,3,2,3,1,2,3,400,300,400)
and here one that only contains one cluster and would therefore not
need to be clustered at all.
one <-
2005 Aug 17
1
Fitting mixture model
I would like to fit a gaussian mixture model to a vector with about 50,000
points. I have tried using Mclust to do so, but 50,000 points requires more
memory than I have (and I am running with 4Gb). Any other suggestions for
how to do so? Oh, I don't know the number of components, but the number
will likely be less than 5 or 6.
Thanks,
Sean
2000 Feb 08
1
fix() changes character to factor (PR#415)
If x is a data.frame containing a column of mode character, this
column is changed to a factor after applying fix(x).
Example:
R> x_data.frame(a=1:3,b=letters[1:3],c=c("hansi","pepi","karli"))
R> x$c_as.character(x$c)
R> is.character(x$c)
[1] TRUE
R> is.factor(x$c)
[1] FALSE
R> fix(x)
## I change "karli" to "sepp"
R> x$c
[1]
2010 Jan 11
1
K-means recluster data with given cluster centers
K-means recluster data with given cluster centers
Dear R user,
I have several large data sets. Over time additional new data sets will be created.
I want to cluster all the data in a similar/ identical way with the k-means algorithm.
With the first data set I will find my cluster centers and save the cluster centers to a file [1].
This first data set is huge, it is guarantied that cluster
2000 Nov 09
2
simple mixture
Dear All,
I am trying to do some simple mixture analyses. For instance, I have a
sample of n observations and I suspect they come from two different
exponential distributions with parameters rate1 and rate2, respectively.
So, I want to estimate rate1, rate2, and the proportions of both kinds of
individuals in the sample. I had a look at the packages mda and mclust, but
they do not seem to do this
2002 Apr 09
1
Mixture Modeling in R
<FONT face="Default Sans Serif, Verdana, Arial, Helvetica, sans-serif" size=2><div>I was wondering if anyone knew there are functions to do mixture modeling in R.</div><DIV> </DIV><DIV>Many thanks in advance,</DIV><DIV>Peter