ParamMixRHLP-class {flamingos} | R Documentation |
A Reference Class which contains parameters of a mixture of RHLP models.
Description
ParamMixRHLP contains all the parameters of a mixture of RHLP models.
Fields
fData
FData object representing the sample (covariates/inputs
X
and observed responses/outputsY
).K
The number of clusters (Number of RHLP models).
R
The number of regimes (RHLP components) for each cluster.
p
The order of the polynomial regression.
q
The dimension of the logistic regression. For the purpose of segmentation, it must be set to 1.
variance_type
Character indicating if the model is homoskedastic (
variance_type = "homoskedastic"
) or heteroskedastic (variance_type = "heteroskedastic"
). By default the model is heteroskedastic.alpha
Cluster weights. Matrix of dimension
(1, K)
.W
Parameters of the logistic process.
\boldsymbol{W} = (\boldsymbol{w}_{1},\dots,\boldsymbol{w}_{K})
is an array of dimension(q + 1, R - 1, K)
, with\boldsymbol{w}_{k} = (\boldsymbol{w}_{k,1},\dots,\boldsymbol{w}_{k,R-1})
,k = 1,\dots,K
, andq
the order of the logistic regression.q
is fixed to 1 by default.beta
Parameters of the polynomial regressions.
\boldsymbol{\beta} = (\boldsymbol{\beta}_{1},\dots,\boldsymbol{\beta}_{K})
is an array of dimension(p + 1, R, K)
, with\boldsymbol{\beta}_{k} = (\boldsymbol{\beta}_{k,1},\dots,\boldsymbol{\beta}_{k,R})
,k = 1,\dots,K
,p
the order of the polynomial regression.p
is fixed to 3 by default.sigma2
The variances for the
K
clusters. If MixRHLP model is heteroskedastic (variance_type = "heteroskedastic"
) thensigma2
is a matrix of size(R, K)
(otherwise MixRHLP model is homoskedastic (variance_type = "homoskedastic"
) andsigma2
is a matrix of size(K, 1)
).nu
The degree of freedom of the MixRHLP model representing the complexity of the model.
phi
A list giving the regression design matrices for the polynomial and the logistic regressions.
Methods
CMStep(statMixRHLP, verbose_IRLS = FALSE)
Method which implements the M-step of the CEM algorithm to learn the parameters of the MixRHLP model based on statistics provided by the object
statMixRHLP
of class StatMixRHLP (which contains the E-step and the C-step).initParam(init_kmeans = TRUE, try_algo = 1)
Method to initialize parameters
alpha
,W
,beta
andsigma2
.If
init_kmeans = TRUE
then the curve partition is initialized by the R-means algorithm. Otherwise the curve partition is initialized randomly.If
try_algo = 1
thenbeta
andsigma2
are initialized by segmenting the time seriesY
uniformly intoR
contiguous segments. Otherwise,W
,beta
andsigma2
are initialized by segmenting randomly the time seriesY
intoR
segments.initRegressionParam(Yk, k, try_algo = 1)
Initialize the matrix of polynomial regression coefficients beta_k for the cluster
k
.MStep(statMixRHLP, verbose_IRLS = FALSE)
Method which implements the M-step of the EM algorithm to learn the parameters of the MixRHLP model based on statistics provided by the object
statMixRHLP
of class StatMixRHLP (which contains the E-step).