Learn R Programming

Robust Mixture Regression

Install from CRAN

install.packages("RobMixReg)
library("RobMixReg")

Install from github for most updated package.

Please report the bug as the description in the Question&Problem.

library("devtools")
devtools::install_github("changwn/RobMixReg")

Tutorial

A comprehensive and complete tutorial is here.

News

The package version control is in News.md

Citations

If you find the code helpful in your resarch or work, please cite us.

@article{wennan2020cat,
  title={A New Algorithm using Component-wise Adaptive Trimming For Robust Mixture Regression},
  author={Chang, Wennan and Wan, Changlin and Zhou, Xinyu and Zhang, Chi and Cao, Sha},
  journal={arXiv preprint arXiv:2005.11599},
  year={2020}
}

@article{chang2020supervised,
  title={Supervised clustering of high dimensional data using regularized mixture modeling},
  author={Chang, Wennan and Wan, Changlin and Zang, Yong and Zhang, Chi and Cao, Sha},
  journal={arXiv preprint arXiv:2007.09720},
  year={2020}
}

Questions & Problems

If you have any questions or problems, please feel free to open a new issue here. We will fix the new issue ASAP. You can also email the maintainers and authors below.

(wnchang@iu.edu)

PhD candidate at Biomedical Data Research Lab (BDRL) , Indiana University School of Medicine

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Version

Install

install.packages('RobMixReg')

Monthly Downloads

148

Version

1.1.0

License

GPL

Maintainer

Wennan Chang

Last Published

August 5th, 2020

Functions in RobMixReg (1.1.0)

CSMR_predict

The predict function of the CSMR algorithm.
denLp

denLp : Density function for Laplace distribution.
compPlot

The plot wrapper function.
CSMR_one

Perform the RBSL algorithm one times.
plot_mixtureReg

Plot Fit and Mixing Probability of a mixtureReg Object
Compute_Rbase_SVD

Compute the row space using SVD.
RobMixReg-class

Class RobMixReg.
TLE

TLE: robust mixture regression based on trimmed likelihood estimation.
DeOut

DeOut : Detect outlier observations.
plot_mixtureRegList

Plot a List of mixtureReg Objects
CSMR_train

The train function of the CSMR algorithm.
CTLERob

CTLERob: Robust mixture regression based on component-wise adaptive trimming likelihood estimation.
MLM

The main function of mining the latent relationship among variables.
MLM_bic

Model selection function for low dimension data.
blockMap

Plot the coefficient matrix.
CCLE_data

RobMixReg package built-in CCLE data.
CSMR

The main function of the RBSL algorithm.
biscalew

biscalew :Robust M-estimates for scale.
lsa

Least square approximation. This version Oct 19, 2006.
mixLp

mixLp : mixLp_one estimates the mixture regression parameters robustly using Laplace distribution based on multiply initial value..
rmr

The main function of Robust Mixture Regression using five methods.
colon_data

RobMixReg package built-in Colon cancer data.
simuData

RobMixReg package built-in simulated example data.
plot_CTLE

plot_CTLE: Plot the mixture/single regression line(s) in a simply function.
mixlinrb_bi

mixlinrb_bi: mixlinrb_bione estimates the mixture regression parameters robustly using bisquare function based on multiply initial value.
orderedLines

Sort by X Coordinates and Add Line to a Plot
mixLp_one

mixLp_one : mixLp_one estimates the mixture regression parameters robustly using Laplace distribution based on one initial value.
mixlinrb_bione

mixlinrb_bione : mixlinrb_bione estimates the mixture regression parameters robustly using bisquare function based on one initial value.
simu_data_sparse

Simulate high dimension data for RBSL algorithm validation.
mixtureReg

Function to Fit Mixture of Regressions
simu_func

The simulation function for low/high dimensional space.
lars.lsa

lars variant for LSA.
bisquare

bisquare : Robust estimates for mean.
logLik_mixtureReg

Obtain Log-likelihood from a mixtureReg Object
Rec_Lm

Adaptive lasso.
MLM_cv

Cross validation (fold-5) function for high dimension data.
flexmix_2

flexmix_2: Multiple runs of MLE based mixture regression to stabilize the output.
simu_low

The simulation function for low dimensional space.
gaussData

RobMixReg package built-in gaussian example data.