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@@ -7,11 +7,11 @@ Authors@R: c( | |
person(given = "Oezge", | ||
family = "Sahin", | ||
role = c("aut", "cre"), | ||
email = "[email protected]"), | ||
email = "[email protected]"), | ||
person(given = "Claudia", | ||
family = "Czado", | ||
role = c("ctb", "ths"))) | ||
Maintainer: Oezge Sahin <[email protected]> | ||
Maintainer: Oezge Sahin <[email protected]> | ||
Encoding: UTF-8 | ||
URL: https://github.com/oezgesahin/vineclust | ||
BugReports: https://github.com/oezgesahin/vineclust/issues | ||
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@@ -25,7 +25,7 @@ Imports: | |
stats, | ||
mclust | ||
Roxygen: list(markdown = TRUE) | ||
RoxygenNote: 7.1.1 | ||
RoxygenNote: 7.2.3 | ||
License: GPL (>= 3) | ||
Suggests: | ||
testthat (>= 3.0.0) | ||
|
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@@ -155,8 +155,8 @@ x_data <- rvcmm(dims, obs, margin, margin_pars, RVMs) | |
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## Contact | ||
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Please contact [email protected] if you have any questions. | ||
Please contact [email protected] if you have any questions. | ||
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## References | ||
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Sahin, {\"O}., \& Czado, C. (2021). Vine copula mixture models and clustering for non-gaussian data. Econometrics and Statistics. doi:10.1016/j.ecosta.2021.08.011. [preprint](https://arxiv.org/pdf/2102.03257.pdf), [article](https://doi.org/10.1016/j.ecosta.2021.08.011) | ||
Sahin, {\"O}., \& Czado, C. (2022). Vine copula mixture models and clustering for non-Gaussian data. Econometrics and Statistics. doi:10.1016/j.ecosta.2021.08.011. [preprint](https://arxiv.org/pdf/2102.03257.pdf), [article](https://doi.org/10.1016/j.ecosta.2021.08.011) |
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@@ -33,15 +33,15 @@ remotes::install_github("oezgesahin/vineclust") | |
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Below is an overview of some functions and features. | ||
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- `vcmm()`: fits vine copula based mixture model distributions to the | ||
continuous data for a given number of components. Returns an object | ||
of class `vcmm_res()`. The class has the following methods: | ||
- `print`: a brief overview of the model statistics. | ||
- `summary`: list of fitted model components, including selected | ||
vine tree structures, bivariate copula families, univariate | ||
marginal distributions, and estimated parameters. | ||
- `dvcmm(), rvcmm()`: density and random generation for the vine | ||
copula based mixture model distributions. | ||
- `vcmm()`: fits vine copula based mixture model distributions to the | ||
continuous data for a given number of components. Returns an object of | ||
class `vcmm_res()`. The class has the following methods: | ||
- `print`: a brief overview of the model statistics. | ||
- `summary`: list of fitted model components, including selected vine | ||
tree structures, bivariate copula families, univariate marginal | ||
distributions, and estimated parameters. | ||
- `dvcmm(), rvcmm()`: density and random generation for the vine copula | ||
based mixture model distributions. | ||
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### Bivariate copula families | ||
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@@ -58,37 +58,36 @@ range of dependence patterns. Their encoding is detailed on | |
This package currently includes following unimodal univariate marginal | ||
distributions. | ||
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- `cauchy(a,b)`: Cauchy distribution with location parameter a and | ||
scale parameter b, | ||
- `gamma(a,b)`: gamma distribution with shape parameter a and rate | ||
parameter b, | ||
- `llogis(a,b)`: log-logistic distribution with shape parameter a and | ||
rate parameter b, | ||
- `lnorm(a,b)`: log-normal distribution with mean parameter a and | ||
standard deviation parameter b on the logarithmic scale, | ||
- `logis(a,b)`: logistic distribution with location parameter a and | ||
scale parameter b, | ||
- `norm(a,b)`: normal distribution with mean parameter a and standard | ||
deviation parameter b, | ||
- `snorm(a,b,c)`: skew normal distribution with location parameter a, | ||
scale parameter b, and skewness parameter c. | ||
- `std(a,b,c)`: Student’s t distribution with location parameter a, | ||
scale parameter b, and shape parameter c, | ||
- `sstd(a,b,c,d)`: skew Student’s t distribution with location | ||
parameter a, scale parameter b, shape parameter c, and skewness | ||
parameter d. | ||
- `cauchy(a,b)`: Cauchy distribution with location parameter a and scale | ||
parameter b, | ||
- `gamma(a,b)`: gamma distribution with shape parameter a and rate | ||
parameter b, | ||
- `llogis(a,b)`: log-logistic distribution with shape parameter a and | ||
rate parameter b, | ||
- `lnorm(a,b)`: log-normal distribution with mean parameter a and | ||
standard deviation parameter b on the logarithmic scale, | ||
- `logis(a,b)`: logistic distribution with location parameter a and | ||
scale parameter b, | ||
- `norm(a,b)`: normal distribution with mean parameter a and standard | ||
deviation parameter b, | ||
- `snorm(a,b,c)`: skew normal distribution with location parameter a, | ||
scale parameter b, and skewness parameter c. | ||
- `std(a,b,c)`: Student’s t distribution with location parameter a, | ||
scale parameter b, and shape parameter c, | ||
- `sstd(a,b,c,d)`: skew Student’s t distribution with location parameter | ||
a, scale parameter b, shape parameter c, and skewness parameter d. | ||
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### Initial partition methods | ||
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This package currently implements following partition approaches to have | ||
starting values. | ||
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- `kmeans`: performs k-means clustering (Hartigan-Wong) on given data | ||
after scaling, | ||
- `hcVVV`: performs model-based hierarchical clustering on given data | ||
after scaling, | ||
- `gmm`: performs model-based clustering with Gaussian mixture models | ||
on given data. | ||
- `kmeans`: performs k-means clustering (Hartigan-Wong) on given data | ||
after scaling, | ||
- `hcVVV`: performs model-based hierarchical clustering on given data | ||
after scaling, | ||
- `gmm`: performs model-based clustering with Gaussian mixture models on | ||
given data. | ||
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## Usage | ||
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@@ -129,7 +128,7 @@ summary(fit) | |
#> [,1] [,2] [,3] [,4] | ||
#> [1,] 0.6513504 42.84792 0.1607200 0.07370799 | ||
#> [2,] 0.3849773 347.42118 0.1222864 0.03358325 | ||
#> [3,] NA NA 13.0380864 NA | ||
#> [3,] NA NA 13.0380866 NA | ||
#> [4,] NA NA NA NA | ||
#> | ||
#> | ||
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#> [,1] [,2] [,3] [,4] | ||
#> [1,] 0.0000000 0.0000000 0.000 0 | ||
#> [2,] -0.3781992 0.0000000 0.000 0 | ||
#> [3,] -1.0644572 -0.2277140 0.000 0 | ||
#> [3,] -1.0644572 -0.2277139 0.000 0 | ||
#> [4,] 2.1769280 0.3734696 5.682 0 | ||
#> | ||
#> , , 2 | ||
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#> [1,] 0 0 0.0000000 0 | ||
#> [2,] 0 0 0.0000000 0 | ||
#> [3,] 0 0 0.0000000 0 | ||
#> [4,] 0 0 0.6308378 0 | ||
#> [4,] 0 0 0.6308382 0 | ||
#> | ||
#> , , 2 | ||
#> | ||
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@@ -228,8 +227,8 @@ fit_cvine <- vcmm(data=data_wisc[,c(15,27,29,30)], total_comp=2, is_cvine=1) | |
table(fit_cvine$cluster, data_wisc$V2) | ||
#> | ||
#> B M | ||
#> 1 32 192 | ||
#> 2 325 20 | ||
#> 1 325 21 | ||
#> 2 32 191 | ||
``` | ||
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``` r | ||
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@@ -281,12 +280,12 @@ x_data <- rvcmm(dims, obs, margin, margin_pars, RVMs) | |
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## Contact | ||
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Please contact <[email protected]> if you have any questions. | ||
Please contact <[email protected]> if you have any questions. | ||
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## References | ||
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Sahin, {"O}., & Czado, C. (2021). Vine copula mixture models and | ||
clustering for non-gaussian data. Econometrics and Statistics. | ||
Sahin, {"O}., & Czado, C. (2022). Vine copula mixture models and | ||
clustering for non-Gaussian data. Econometrics and Statistics. | ||
<doi:10.1016/j.ecosta.2021.08.011>. | ||
[preprint](https://arxiv.org/pdf/2102.03257.pdf), | ||
[article](https://doi.org/10.1016/j.ecosta.2021.08.011) |
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