mixtureReg {RobMixReg}

Function to Fit Mixture of Regressions

Description

The main function in this package.

Usage

mixtureReg(regData, formulaList, xName = NULL, yName = NULL,
  mixingProb = c("Constant", "loess"), initialWList = NULL,
  epsilon = 1e-08, max_iter = 10000, max_restart = 15,
  min_lambda = 0.01, min_sigmaRatio = 0.1, silently = TRUE)

Arguments

regData

data frame used in fitting model.

formulaList

a list of the regression components that need to be estimated.

xName

character; Name used to pick x variable from data.

yName

character; Name used to pick y variable from data.

mixingProb

character; Specify how the mixing probabilities are estimated in the M step. "Constant" specifies a constant mixing probabilities; "loess" specifies predictor dependent mixing probabilities obtained by loess smoothing.

initialWList

a list of weights guesses (provided by user). Typically this is not used, unless the user has a good initial guess.

epsilon

a small value that the function consider as zero. The value is used in determine matrix sigularity and in determine convergence.

max_iter

the maximum number of iterations.

max_restart

the maximum number of restart before giving up.

min_lambda

a value used to ensure estimated mixing probabilities (lambda's) are not too close to zero.

min_sigmaRatio

a value used to prevent estimated variaces of any regression component from collapsing to zero.

silently

a switch to turn off the screen printout.

Value

A class 'mixtureReg' object.

Author(s)

The mixtureReg package is developed by Tianxia Zhou on github. All right reserved by Tianxia Zhou.