Overfitting Bayesian Mixtures of Factor Analyzers with Parsimonious Covariance and Unknown Number of Components


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Documentation for package ‘fabMix’ version 5.1

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fabMix-package Overfitting Bayesian Mixtures of Factor Analyzers with Parsimonious Covariance and Unknown Number of Components
complete.log.likelihood Complete log-likelihood function for xCx models.
complete.log.likelihood_q0 Complete log-likelihood function for xUx models and q=0
complete.log.likelihood_q0_sameSigma Complete log-likelihood function for xCx models and q=0
complete.log.likelihood_Sj Complete log-likelihood function for xUx models.
compute_A_B_G_D_and_simulate_mu_Lambda Computation and simulations
compute_A_B_G_D_and_simulate_mu_Lambda_CCU Computation and simulations for CCU
compute_A_B_G_D_and_simulate_mu_Lambda_CUU Computation and simulations for CUU
compute_A_B_G_D_and_simulate_mu_Lambda_q0 Computation and simulations for q = 0.
compute_A_B_G_D_and_simulate_mu_Lambda_q0_sameSigma Computation and simulations for q = 0.
compute_A_B_G_D_and_simulate_mu_Lambda_Sj Computation and simulations
compute_sufficient_statistics Compute sufficient statistics
compute_sufficient_statistics_given_mu Compute sufficient statistics given mu
compute_sufficient_statistics_q0 Compute sufficient statistics for q = 0
CorMat_mcmc_summary Compute quantiles for the correlation matrix.
CovMat_mcmc_summary Compute quantiles for the covariance matrix.
dealWithLabelSwitching Apply label switching algorithms
fabMix Main function
fabMix_CxC Function to estimate the 'CUC' and 'CCC' models
fabMix_CxU Function to estimate the 'CCU' and 'CUU' models
fabMix_missing_values Function to estimate the UUU or UCU models in case of missing values
fabMix_parallelModels Function for model-level parallelization
fabMix_UxC Function to estimate the 'UUC' and 'UCC' models
fabMix_UxU Function to estimate the 'UUU' and 'UCU' model
getStuffForDIC Compute information criteria
log_dirichlet_pdf Log-density function of the Dirichlet distribution
myDirichlet Simulate from the Dirichlet distribution
observed.log.likelihood0 Log-likelihood of the mixture model
observed.log.likelihood0_q0_sameSigma Log-likelihood of the mixture model for q=0 and same variance of errors
observed.log.likelihood0_Sj Log-likelihood of the mixture model
observed.log.likelihood0_Sj_q0 Log-likelihood of the mixture model for q=0
overfittingMFA Basic MCMC sampler for the 'UCU' model
overfittingMFA_CCC Basic MCMC sampler for the 'CCC' model
overfittingMFA_CCU Basic MCMC sampler for the 'CCU' model
overfittingMFA_CUC Basic MCMC sampler for the 'CUC' model
overfittingMFA_CUU Basic MCMC sampler for the 'CUU' model
overfittingMFA_missing_values Basic MCMC sampler for the case of missing data
overfittingMFA_Sj Basic MCMC sampler for the 'UUU' model
overfittingMFA_Sj_missing_values Basic MCMC sampler for the case of missing data and different error variance
overfittingMFA_UCC Basic MCMC sampler for the 'UCC' model
overfittingMFA_UUC Basic MCMC sampler for the 'UUC' model
overfitting_q0 MCMC sampler for q=0
overfitting_q0_sameSigma MCMC sampler for q=0 and same error variance parameterization
plot.fabMix.object Plot function
print.fabMix.object Print function
readLambdaValues Read Lambda values.
simData Synthetic data generator
simData2 Synthetic data generator 2
summary.fabMix.object Summary method
update_all_y Gibbs sampling for y in 'xCx' model
update_all_y_Sj Gibbs sampling for y in 'xUx' model
update_OmegaINV Gibbs sampling for Omega^{-1}
update_OmegaINV_Cxx Gibbs sampling for Omega^{-1} for Cxx model
update_SigmaINV_faster Gibbs sampling for Sigma^{-1}
update_SigmaINV_faster_q0 Gibbs sampling for Sigma^{-1} per component for q=0
update_SigmaINV_faster_q0_sameSigma Gibbs sampling for Sigma^{-1} per component for q=0
update_SigmaINV_faster_Sj Gibbs sampling for Sigma^{-1} per component
update_SigmaINV_xCC Gibbs sampling for Sigma^{-1} for xCC models
update_SigmaINV_xUC Gibbs sampling for Sigma^{-1} per component for xUC models
update_z2 Collapsed Gibbs for z using matrix inversion lemma
update_z2_Sj Collapsed Gibbs for z using matrix inversion lemma
update_z4 Collapsed Gibbs for z
update_z4_Sj Collapsed Gibbs for z
update_z_b Gibbs sampling for z
update_z_b_Sj Gibbs sampling for z
update_z_q0 Gibbs sampling for z for q=0
update_z_q0_sameSigma Gibbs sampling for z for q=0
waveDataset1500 Wave dataset