mixglasso_ncomp_fixed {nethet} | R Documentation

## mixglasso_ncomp_fixed

### Description

mixglasso_ncomp_fixed

### Usage

    mixglasso_ncomp_fixed(x, n.comp, lambda = sqrt(2 * nrow(x) *
      log(ncol(x)))/2, pen = "glasso.parcor", init = "kmeans.hc",
      my.cl = NULL, modelname.hc = "VVV", nstart.kmeans = 1,
      iter.max.kmeans = 10, term = 10^{     -3 }, min.compsize = 5, ...)

### Arguments

`x` | Input data matrix
`n.comp` | Number of mixture components
`lambda` | Regularization parameter. Default=sqrt(2*n*log(p))/2
`pen` | Determines form of penalty: glasso.parcor (default), glasso.invcov, glasso.invcor
`init` | Initialization. Method used for initialization init='cl.init','r.means','random','kmeans','kmeans.hc','hc'. Default='kmeans'
`my.cl` | Initial cluster assignments; need to be provided if init='cl.init' (otherwise this param is ignored). Default=NULL
`modelname.hc` | Model class used in hc. Default="VVV"
`nstart.kmeans` | Number of random starts in kmeans; default=1
`iter.max.kmeans` | Maximal number of iteration in kmeans; default=10
`term` | Termination criterion of EM algorithm. Default=10^-3
`min.compsize` | Stop EM if any(compsize)<min.compsize; Default=5
`...` | Other arguments. See mixglasso_init

### Details

This function runs mixglasso

### Value

see return mixglasso_init. list consisting of

`mix.prob` |
`Mu` |
`Sig` |
`SigInv` |
`iter` |
`loglik` |
`bic` | -loglik+log(n)*DF/2
`mmdl` | -loglik+penmmdl/2
`u` | responsibilities
`comp` | component assignments
`compsize` | size of components
`pi.comps` |
`warn` | warnings during optimization

### Author(s)

n.stadler

[Package nethet version 1.24.0 Index]