GLDEX: fun.class.regime.bi – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

fun.class.regime.bi

Classifies data into two groups using a clustering regime.

Description

This function is primarily designed to split a bimodal data vector into two groups to allow the fitting of mixture generalised lambda distributions.

Usage

fun.class.regime.bi(data, perc.cross, fun.cross)

Arguments

`data`	Data to be classified into two groups.
`perc.cross`	Percentage of cross over from one data to the other, usually set at 1%
`fun.cross`	Any clustering function such as `link{clara}`, `pam`, `fanny` can be used here. Or a logical vector indicating how data should be split.

Details

This function is part of the routine mixture fitting procedure provided in this package. The perc.cross argument or percentage of cross over is designed to allow the use of maximum likelihood estimation via EM algorithm for fitting bimodal data. When this is invoked, it will ensure both part of the data will contain both the minmum and maximum of the data set as well as a proportion ( specified in perc.cross argument) of observations from each other. If 1% is required, then data.a will contains 1% of the data.b and vice versa after the full data set has been classified into data.a and data.b by the fun.cross classification regime.

Value

`data.a`	First group of data obtained by the classification algorithm.
`data.b`	Second group of data obtained by the classification algorithm.

Author(s)

Steve Su

References

Kaufman, L. and Rousseeuw, P. J. (1990). Finding Groups in Data: An Introduction to Cluster Analysis. Wiley, New York.

Su (2006) Maximum Log Likelihood Estimation using EM Algorithm and Partition Maximum Log Likelihood Estimation for Mixtures of Generalized Lambda Distributions. Working Paper.

Examples

## Classify the faithful[,1] data into two categories with 10% cross over mix.
# fun.class.regime.bi(faithful[,1],0.1,clara)

## Classify the faithful[,1] data into two categories with no mixing:
# fun.class.regime.bi(faithful[,1],0,clara)

GLDEX

Fitting Single and Mixture of Generalised Lambda Distributions (RS and FMKL) using Various Methods

v2.0.0.7

GPL (>= 3)

Authors

Steve Su, with contributions from: Diethelm Wuertz, Martin Maechler and Rmetrics core team members for low discrepancy algorithm, Juha Karvanen for L moments codes, Robert King for gld C codes and starship codes, Benjamin Dean for corrections and input in ks.gof code and R core team for histsu function.

Initial release

2020-02-04