AM_mcmc_fit {AntMAN} | R Documentation |

The `AM_mcmc_fit`

function performs a Gibbs sampling in order to estimate the mixture comprising the sample data `y`

.
The mixture selected must be of a predefined type `mix_kernel_hyperparams`

(defined with `AM_mix_hyperparams_*`

functions, where star
`*`

denotes the chosen kernel).
Additionally, a prior distribution on the number of mixture components
must be specified through `mix_components_prior`

(generated with `AM_mix_components_prior_*`

functions, where `*`

denotes the chosen prior). Similarly,
a prior on the weights of the mixture should be specified through `mix_weight_prior`

(defined with `AM_mix_weights_prior_*`

functions). Finally, with `mcmc_parameters`

, the user sets
the MCMC parameters for the Gibbs sampler (defined with `AM_mcmc_parameters`

functions).

AM_mcmc_fit( y, mix_kernel_hyperparams, initial_clustering = NULL, init_K = NULL, fixed_clustering = NULL, mix_components_prior = AM_mix_components_prior_pois(), mix_weight_prior = AM_mix_weights_prior_gamma(), mcmc_parameters = AM_mcmc_parameters() )

`y` |
input data, can be a vector or a matrix. |

`mix_kernel_hyperparams` |
is a configuration list, defined by *_mix_hyperparams functions, where * denotes the chosen kernel.
See |

`initial_clustering` |
is a vector CI of initial cluster assignement. If no clustering is specified (either as |

`init_K` |
initial value for the number of cluster. When this is specified, AntMAN intitialises the clustering assign usng K-means. |

`fixed_clustering` |
if specified, this is the vector CI containing the cluster assignments. This will remain unchanged for every iteration. |

`mix_components_prior` |
is a configuration list defined by AM_mix_components_prior_* functions, where * denotes the chosen prior.
See |

`mix_weight_prior` |
is a configuration list defined by AM_weight_prior_* functions, where * denotes the chosen prior specification.
See |

`mcmc_parameters` |
is a configuration list defined by AM_mcmc_parameters. See |

If no initial clustering is specified (either as `init_K`

or `init_clustering`

),
then every observation is allocated to a different cluster.
If `init_K`

is specified then AntMAN initialises the clustering through K-means.

**Warning**: if the user does not specify init_K or initial_cluster, the first steps can be be time-consuming because of default setting of the initial clustering.

The return value is an `AM_mcmc_output`

object.

AM_mcmc_fit( AM_sample_unipois()$y, AM_mix_hyperparams_unipois (alpha0=2, beta0=0.2), mcmc_parameters = AM_mcmc_parameters(niter=50, burnin=0, thin=1, verbose=0))

[Package *AntMAN* version 1.1.0 Index]