Plot sequences from the EM algorithm for censored mixture of exponentials
Function for plotting sequences of estimates along iterations, from an object returned by the expRMM_EM, an EM algorithm for mixture of exponential
distributions with randomly right censored data (see reference below).
plotexpRMM(a, title=NULL, rowstyle=TRUE, subtitle=NULL, ...)
a |
An object returned by |
title |
The title of the plot, set to some default value if |
rowstyle |
Window organization, for plots in rows (the default) or columns. |
subtitle |
A subtitle for the plot, set to some default value if |
... |
Other parameters (such as |
The plot returned
Didier Chauveau
Bordes, L., and Chauveau, D. (2016), Stochastic EM algorithms for parametric and semiparametric mixture models for right-censored lifetime data, Computational Statistics, Volume 31, Issue 4, pages 1513-1538. http://link.springer.com/article/10.1007/s00180-016-0661-7
Related functions:
expRMM_EM, summary.mixEM, plot.mixEM.
Other models and algorithms for censored lifetime data
(name convention is model_algorithm):
weibullRMM_SEM, spRMM_SEM.
n=300 # sample size m=2 # number of mixture components lambda <- c(1/3,1-1/3); rate <- c(1,1/10) # mixture parameters set.seed(1234) x <- rexpmix(n, lambda, rate) # iid ~ exponential mixture cs=runif(n,0,max(x)) # Censoring (uniform) and incomplete data t <- apply(cbind(x,cs),1,min) # observed or censored data d <- 1*(x <= cs) # censoring indicator ###### EM for RMM, exponential lifetimes l0 <- rep(1/m,m); r0 <- c(1, 0.5) # "arbitrary" initial values a <- expRMM_EM(t, d, lambda=l0, rate=r0, k = m) summary(a) # EM estimates etc plotexpRMM(a, lwd=2) # plot of EM sequences
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