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update documentation
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oezgesahin committed Nov 5, 2023
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6 changes: 3 additions & 3 deletions DESCRIPTION
Original file line number Diff line number Diff line change
Expand Up @@ -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
Expand All @@ -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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4 changes: 2 additions & 2 deletions README.Rmd
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Expand Up @@ -155,8 +155,8 @@ x_data <- rvcmm(dims, obs, margin, margin_pars, RVMs)

## Contact

Please contact [email protected] if you have any questions.
Please contact [email protected] if you have any questions.

## References

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)
83 changes: 41 additions & 42 deletions README.md
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Expand Up @@ -33,15 +33,15 @@ remotes::install_github("oezgesahin/vineclust")

Below is an overview of some functions and features.

- `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.

### Bivariate copula families

Expand All @@ -58,37 +58,36 @@ range of dependence patterns. Their encoding is detailed on
This package currently includes following unimodal univariate marginal
distributions.

- `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.

### Initial partition methods

This package currently implements following partition approaches to have
starting values.

- `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.

## Usage

Expand Down Expand Up @@ -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
#>
#>
Expand Down Expand Up @@ -157,7 +156,7 @@ summary(fit)
#> [,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
Expand All @@ -176,7 +175,7 @@ summary(fit)
#> [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
#>
Expand Down Expand Up @@ -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
```

``` r
Expand Down Expand Up @@ -281,12 +280,12 @@ x_data <- rvcmm(dims, obs, margin, margin_pars, RVMs)

## Contact

Please contact <[email protected]> if you have any questions.
Please contact <[email protected]> if you have any questions.

## References

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)
5 changes: 4 additions & 1 deletion man/vcmm.Rd

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