MixAll (version 1.5.10)

kmmStrategy: Create an instance of [ClusterStrategy] class

Description

A strategy is a multistage empirical process for finding a good estimate in the clustering estimation process.

Usage

kmmStrategy(
  nbTry = 1,
  nbInit = 5,
  initMethod = "class",
  initAlgo = "EM",
  nbInitIteration = 20,
  initEpsilon = 0.01,
  nbShortRun = 5,
  shortRunAlgo = "EM",
  nbShortIteration = 100,
  shortEpsilon = 1e-04,
  longRunAlgo = "EM",
  nbLongIteration = 1000,
  longEpsilon = 1e-07
)

Value

a [ClusterStrategy] object

Arguments

nbTry

Integer defining the number of estimation to attempt.

nbInit

Integer defining the number of initialization to try. Default value: 3.

initMethod

Character string with the initialization method, see [clusterInit]$ for possible values. Default value: "class".

initAlgo

Character string with the algorithm to use in the initialization stage, [clusterAlgo] for possible values. Default value: "EM".

nbInitIteration

Integer defining the maximal number of iterations in initialization algorithm if initAlgo = "EM" or "CEM", the number of iterations if initAlgo = "SEM". Default value: 20.

initEpsilon

Real defining the epsilon value for the initialization algorithm. Not used if initAlgo = "SEM". Default value: 0.01.

nbShortRun

Integer defining the number of short run to try (the strategy launch an initialization before each short run). Default value: 5.

shortRunAlgo

A character string with the algorithm to use in the short run stage. Default value: "EM".

nbShortIteration

Integer defining the maximal number of iterations during sa hort run if shortRunAlgo = "EM" or "CEM", the number of iterations if shortRunAlgo = "SEM". Default value: 100.

shortEpsilon

Real defining the epsilon value for the algorithm. Not used if shortRunAlgo = "SEM". Default value: 1e-04.

longRunAlgo

A character string with the algorithm to use in the long run stage. Default value: "EM".

nbLongIteration

Integer defining the maximal number of iterations during a long run algorithm if longRunAlgo = "EM" or "CEM", the number of iterations if longRunAlgo = "SEM". Default value: 1000.

longEpsilon

Real defining the epsilon value for the algorithm. Nor used if longRunAlgo = "SEM". Default value: 1e-07.

Author

Serge Iovleff

Details

A strategy is a way to find a good estimate of the parameters of a kernel mixture model when using an EM algorithm or its variants. A ``try'' of kmmStrategy is composed of three stages

• nbShortRun short iterations of the initialization step and of the EM, CEM or SEM algorithm.

• nbInit initializations using the [clusterInit] method.

• A long run of the EM, CEM or SEM algorithm.

For example if nbInit is 5 and nbShortRun is also 5, there will be 5 times 5 models initialized. Five time, the best model (in the likelihood sense) will be ameliorated using a short run. Among the 5 models ameliorated one will be estimated until convergence using a long run. In total there is 25 initializations.

The whole process can be repeated at least nbTry times. If a try success, the estimated model is returned, otherwise an empty model is returned.

Examples

   kmmStrategy()
   kmmStrategy(longRunAlgo= "CEM", nbLongIteration=100)
   kmmStrategy(nbTry = 1, nbInit= 1, shortRunAlgo= "EM", nbShortIteration=100)