Package: RobMixReg 1.1.0

Wennan Chang

RobMixReg: Robust Mixture Regression

Finite mixture models are a popular technique for modelling unobserved heterogeneity or to approximate general distribution functions in a semi-parametric way. They are used in a lot of different areas such as astronomy, biology, economics, marketing or medicine. This package is the implementation of popular robust mixture regression methods based on different algorithms including: fleximix, finite mixture models and latent class regression; CTLERob, component-wise adaptive trimming likelihood estimation; mixbi, bi-square estimation; mixL, Laplacian distribution; mixt, t-distribution; TLE, trimmed likelihood estimation. The implemented algorithms includes: CTLERob stands for Component-wise adaptive Trimming Likelihood Estimation based mixture regression; mixbi stands for mixture regression based on bi-square estimation; mixLstands for mixture regression based on Laplacian distribution; TLE stands for Trimmed Likelihood Estimation based mixture regression. For more detail of the algorithms, please refer to below references. Reference: Chun Yu, Weixin Yao, Kun Chen (2017) <doi:10.1002/cjs.11310>. NeyKov N, Filzmoser P, Dimova R et al. (2007) <doi:10.1016/j.csda.2006.12.024>. Bai X, Yao W. Boyer JE (2012) <doi:10.1016/j.csda.2012.01.016>. Wennan Chang, Xinyu Zhou, Yong Zang, Chi Zhang, Sha Cao (2020) <arxiv:2005.11599>.

Authors:Sha Cao [aut, cph, ths], Wennan Chang [aut, cre], Chi Zhang [aut, ctb, ths]

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RobMixReg.pdf |RobMixReg.html✨
RobMixReg/json (API)
NEWS

# Install 'RobMixReg' in R:
install.packages('RobMixReg', repos = c('https://changwn.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/changwn/robmixreg/issues

Datasets:
  • CCLE_data - RobMixReg package built-in CCLE data.
  • colon_data - RobMixReg package built-in Colon cancer data.
  • gaussData - RobMixReg package built-in gaussian example data.
  • simuData - RobMixReg package built-in simulated example data.

On CRAN:

34 exports 0.62 score 50 dependencies 7 scripts 161 downloads

Last updated 2 years agofrom:4a74afca99. Checks:OK: 1 WARNING: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 23 2024
R-4.5-winWARNINGAug 23 2024
R-4.5-linuxWARNINGAug 23 2024
R-4.4-winWARNINGAug 23 2024
R-4.4-macWARNINGAug 23 2024
R-4.3-winWARNINGAug 23 2024
R-4.3-macWARNINGAug 23 2024

Exports:biscalewbisquareblockMapcompPlotCompute_Rbase_SVDCSMRCSMR_oneCSMR_predictCSMR_trainCTLERobdenLpDeOutflexmix_2lars.lsalogLik_mixtureReglsamixlinrb_bimixlinrb_bionemixLpmixLp_onemixtureRegMLMMLM_bicMLM_cvorderedLinesplot_CTLEplot_mixtureRegplot_mixtureRegListRec_Lmrmrsimu_data_sparsesimu_funcsimu_lowTLE

Dependencies:bitopscaToolsclicodetoolscolorspaceDEoptimRdplyrfansifarverfit.modelsflexmixforeachgenericsglmnetgluegplotsgtoolsiteratorsKernSmoothlabelinglarslatticelifecyclemagrittrMASSMatrixmodeltoolsmunsellmvtnormnnetpcaPPpillarpkgconfigR6RColorBrewerRcppRcppEigenrlangrobustrobustbaserrcovscalesshapesurvivaltibbletidyselectutf8vctrsviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
biscalew :Robust M-estimates for scale.biscalew
bisquare : Robust estimates for mean.bisquare
Plot the coefficient matrix.blockMap
RobMixReg package built-in CCLE data.CCLE_data
RobMixReg package built-in Colon cancer data.colon_data
The plot wrapper function.compPlot
Compute the row space using SVD.Compute_Rbase_SVD
The main function of the RBSL algorithm.CSMR
Perform the RBSL algorithm one times.CSMR_one
The predict function of the CSMR algorithm.CSMR_predict
The train function of the CSMR algorithm.CSMR_train
CTLERob: Robust mixture regression based on component-wise adaptive trimming likelihood estimation.CTLERob CTLERob,formula,ANY,ANY,numeric,ANY-method CTLERob,formula,ANY,ANY,numeric-method
denLp : Density function for Laplace distribution.denLp
DeOut : Detect outlier observations.DeOut
flexmix_2: Multiple runs of MLE based mixture regression to stabilize the output.flexmix_2
RobMixReg package built-in gaussian example data.gaussData
lars variant for LSA.lars.lsa
Obtain Log-likelihood from a mixtureReg ObjectlogLik_mixtureReg
Least square approximation. This version Oct 19, 2006.lsa
mixlinrb_bi: mixlinrb_bione estimates the mixture regression parameters robustly using bisquare function based on multiply initial value.mixlinrb_bi mixlinrb_bi,formula,ANY,numeric,numeric-method
mixlinrb_bione : mixlinrb_bione estimates the mixture regression parameters robustly using bisquare function based on one initial value.mixlinrb_bione
mixLp : mixLp_one estimates the mixture regression parameters robustly using Laplace distribution based on multiply initial value..CTLE,formula,ANY,numeric,numeric-method mixLp mixLp,formula,ANY,numeric,numeric-method
mixLp_one : mixLp_one estimates the mixture regression parameters robustly using Laplace distribution based on one initial value.mixLp_one
Function to Fit Mixture of RegressionsmixtureReg
The main function of mining the latent relationship among variables.MLM
Model selection function for low dimension data.MLM_bic
Cross validation (fold-5) function for high dimension data.MLM_cv
Sort by X Coordinates and Add Line to a PlotorderedLines
plot_CTLE: Plot the mixture/single regression line(s) in a simply function.CTLERob,formula,ANY,numeric,ANY plot_CTLE plot_CTLE,formula,ANY,numeric-method
Plot Fit and Mixing Probability of a mixtureReg Objectplot_mixtureReg
Plot a List of mixtureReg Objectsplot_mixtureRegList
Adaptive lasso.Rec_Lm
The main function of Robust Mixture Regression using five methods.rmr
Class RobMixReg.RobMixReg-class
Simulate high dimension data for RBSL algorithm validation.simu_data_sparse
The simulation function for low/high dimensional space.simu_func
The simulation function for low dimensional space.simu_low
RobMixReg package built-in simulated example data.simuData
TLE: robust mixture regression based on trimmed likelihood estimation.CTLE,formula,ANY,numeric,numeric,numeric-method TLE TLE,formula,ANY,numeric,numeric,numeric-method