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fabMix  

Overfitting Bayesian Mixtures of Factor Analyzers with Parsimonious Covariance and Unknown Number of Components
View on CRAN: Click here


Download and install fabMix package within the R console
Install from CRAN:
install.packages("fabMix")

Install from Github:
library("remotes")
install_github("cran/fabMix")

Install by package version:
library("remotes")
install_version("fabMix", "5.1")



Attach the package and use:
library("fabMix")
Maintained by
Panagiotis Papastamoulis
[Scholar Profile | Author Map]
First Published: 2018-10-30
Latest Update: 2024-02-12
Description:
Model-based clustering of multivariate continuous data using Bayesian mixtures of factor analyzers (Papastamoulis (2019) (2018) ). The number of clusters is estimated using overfitting mixture models (Rousseau and Mengersen (2011) ): suitable prior assumptions ensure that asymptotically the extra components will have zero posterior weight, therefore, the inference is based on the ``alive'' components. A Gibbs sampler is implemented in order to (approximately) sample from the posterior distribution of the overfitting mixture. A prior parallel tempering scheme is also available, which allows to run multiple parallel chains with different prior distributions on the mixture weights. These chains run in parallel and can swap states using a Metropolis-Hastings move. Eight different parameterizations give rise to parsimonious representations of the covariance per cluster (following Mc Nicholas and Murphy (2008) ). The model parameterization and number of factors is selected according to the Bayesian Information Criterion. Identifiability issues related to label switching are dealt by post-processing the simulated output with the Equivalence Classes Representatives algorithm (Papastamoulis and Iliopoulos (2010) , Papastamoulis (2016) ).
How to cite:
Panagiotis Papastamoulis (2018). fabMix: Overfitting Bayesian Mixtures of Factor Analyzers with Parsimonious Covariance and Unknown Number of Components. R package version 5.1, https://cran.r-project.org/web/packages/fabMix. Accessed 27 Feb. 2025.
Previous versions and publish date:
4.3 (2018-10-30 19:50), 4.4 (2018-11-28 21:30), 4.5 (2019-01-08 08:10), 4.6 (2020-01-21 22:10), 5.0 (2020-02-19 23:10)
Other packages that cited fabMix R package
View fabMix citation profile
Other R packages that fabMix depends, imports, suggests or enhances
Complete documentation for fabMix
Functions, R codes and Examples using the fabMix R package
Some associated functions: CorMat_mcmc_summary . CovMat_mcmc_summary . complete.log.likelihood . complete.log.likelihood_Sj . complete.log.likelihood_q0 . complete.log.likelihood_q0_sameSigma . compute_A_B_G_D_and_simulate_mu_Lambda . compute_A_B_G_D_and_simulate_mu_Lambda_CCU . compute_A_B_G_D_and_simulate_mu_Lambda_CUU . compute_A_B_G_D_and_simulate_mu_Lambda_Sj . compute_A_B_G_D_and_simulate_mu_Lambda_q0 . compute_A_B_G_D_and_simulate_mu_Lambda_q0_sameSigma . compute_sufficient_statistics . compute_sufficient_statistics_given_mu . compute_sufficient_statistics_q0 . dealWithLabelSwitching . fabMix-package . fabMix . fabMix_CxC . fabMix_CxU . fabMix_UxC . fabMix_UxU . fabMix_missing_values . fabMix_parallelModels . getStuffForDIC . log_dirichlet_pdf . myDirichlet . observed.log.likelihood0 . observed.log.likelihood0_Sj . observed.log.likelihood0_Sj_q0 . observed.log.likelihood0_q0_sameSigma . overfittingMFA . overfittingMFA_CCC . overfittingMFA_CCU . overfittingMFA_CUC . overfittingMFA_CUU . overfittingMFA_Sj . overfittingMFA_Sj_missing_values . overfittingMFA_UCC . overfittingMFA_UUC . overfittingMFA_missing_values . overfitting_q0 . overfitting_q0_sameSigma . plot.fabMixject . print.fabMixject . readLambdaValues . simData . simData2 . summary.fabMixject . update_OmegaINV . update_OmegaINV_Cxx . update_SigmaINV_faster . update_SigmaINV_faster_Sj . update_SigmaINV_faster_q0 . update_SigmaINV_faster_q0_sameSigma . update_SigmaINV_xCC . update_SigmaINV_xUC . update_all_y . update_all_y_Sj . update_z2 . update_z2_Sj . update_z4 . update_z4_Sj . update_z_b . update_z_b_Sj . update_z_q0 . update_z_q0_sameSigma . waveDataset1500 . 
Some associated R codes: RcppExports.R . fabMix.R .  Full fabMix package functions and examples
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