Misclassification probabilities in mixtures
Estimates a misclassification probability in a mixture distribution between two mixture components from estimated posterior probabilities regardless of component parameters, see Hennig (2010).
confusion(z,pro,i,j,adjustprobs=FALSE)
z |
matrix of posterior probabilities for observations (rows) to belong to mixture components (columns), so entries need to sum up to 1 for each row. |
pro |
vector of component proportions, need to sum up to 1. |
i |
integer. Component number. |
j |
integer. Component number. |
adjustprobs |
logical. If |
Estimated probability that an observation generated by component
j
is classified to component i
by maximum a posteriori rule.
Hennig, C. (2010) Methods for merging Gaussian mixture components, Advances in Data Analysis and Classification, 4, 3-34.
set.seed(12345) m <- rpois(20,lambda=5) dim(m) <- c(5,4) pro <- apply(m,2,sum) pro <- pro/sum(pro) m <- m/apply(m,1,sum) round(confusion(m,pro,1,2),digits=2)
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