, Luis Angel García
Escudero [aut], Agustín Mayo Iscar [aut], Javier Crespo
Guerrero [aut], Heinrich Fritz [aut]| Title: | Robust Trimmed Clustering |
|---|---|
| Description: | Provides functions for robust trimmed clustering. The methods are described in Garcia-Escudero (2008) <doi:10.1214/07-AOS515>, Fritz et al. (2012) <doi:10.18637/jss.v047.i12>, Garcia-Escudero et al. (2011) <doi:10.1007/s11222-010-9194-z> and others. |
| Authors: | Valentin Todorov [aut, cre]
, Luis Angel García
Escudero [aut], Agustín Mayo Iscar [aut], Javier Crespo
Guerrero [aut], Heinrich Fritz [aut] |
| Maintainer: | Valentin Todorov <[email protected]> |
| License: | GPL-3 |
| Version: | 2.0-6 |
| Built: | 2024-10-27 22:23:29 UTC |
| Source: | https://github.com/valentint/tclust |
The function applies tclust several times on a given dataset while parameters
alpha and k are altered. The resulting object gives an idea of the optimal
trimming level and number of clusters considering a particular dataset.
ctlcurves( x, k = 1:4, alpha = seq(0, 0.2, len = 6), restr.fact = 50, parallel = FALSE, trace = 1, ... )ctlcurves( x, k = 1:4, alpha = seq(0, 0.2, len = 6), restr.fact = 50, parallel = FALSE, trace = 1, ... )
x |
A matrix or data frame of dimension n x p, containing the observations (row-wise). |
k |
A vector of cluster numbers to be checked. By default cluster numbers from 1 to 5 are examined. |
alpha |
A vector containing the alpha levels to be checked. By default |
restr.fact |
The restriction factor passed to |
parallel |
A logical value, to be passed further to |
trace |
Defines the tracing level, which is set to |
... |
Further arguments (as e.g. |
These curves show the values of the trimmed classification (log-)likelihoods
when altering the trimming proportion alpha and the number of clusters k.
The careful examination of these curves provides valuable information for choosing
these parameters in a clustering problem. For instance, an appropriate k
to be chosen is one that we do not observe a clear increase in the trimmed classification
likelihood curve for k with respect to the k+1 curve for almost all the range
of alpha values. Moreover, an appropriate choice of parameter alpha may be derived
by determining where an initial fast increase of the trimmed classification
likelihood curve stops for the final chosen k. A more detailed explanation can
be found in García-Escudero et al. (2011).
The function returns an S3 object of type ctlcurves containing the following components:
par A list containing all the parameters passed to this function
obj An array containing the objective functions values of each computed cluster-solution
min.weights An array containing the minimum cluster weight of each computed cluster-solution
García-Escudero, L.A.; Gordaliza, A.; Matrán, C. and Mayo-Iscar, A. (2011), "Exploring the number of groups in robust model-based clustering." Statistics and Computing, 21 pp. 585-599, <doi:10.1007/s11222-010-9194-z>
#--- EXAMPLE 1 ------------------------------------------ sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(108, cen * 0, sig), MASS::mvrnorm(162, cen * 5, sig * 6 - 2), MASS::mvrnorm(30, cen * 2.5, sig * 50)) ctl <- ctlcurves(x, k = 1:4) ctl ## ctl-curves plot(ctl) ## --> selecting k = 2, alpha = 0.08 ## the selected model plot(tclust(x, k = 2, alpha = 0.08, restr.fact = 7)) #--- EXAMPLE 2 ------------------------------------------ data(geyser2) ctl <- ctlcurves(geyser2, k = 1:5) ctl ## ctl-curves plot(ctl) ## --> selecting k = 3, alpha = 0.08 ## the selected model plot(tclust(geyser2, k = 3, alpha = 0.08, restr.fact = 5)) #--- EXAMPLE 3 ------------------------------------------ data(swissbank) ctl <- ctlcurves(swissbank, k = 1:5, alpha = seq (0, 0.3, by = 0.025)) ctl ## ctl-curves plot(ctl) ## --> selecting k = 2, alpha = 0.1 ## the selected model plot(tclust(swissbank, k = 2, alpha = 0.1, restr.fact = 50))#--- EXAMPLE 1 ------------------------------------------ sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(108, cen * 0, sig), MASS::mvrnorm(162, cen * 5, sig * 6 - 2), MASS::mvrnorm(30, cen * 2.5, sig * 50)) ctl <- ctlcurves(x, k = 1:4) ctl ## ctl-curves plot(ctl) ## --> selecting k = 2, alpha = 0.08 ## the selected model plot(tclust(x, k = 2, alpha = 0.08, restr.fact = 7)) #--- EXAMPLE 2 ------------------------------------------ data(geyser2) ctl <- ctlcurves(geyser2, k = 1:5) ctl ## ctl-curves plot(ctl) ## --> selecting k = 3, alpha = 0.08 ## the selected model plot(tclust(geyser2, k = 3, alpha = 0.08, restr.fact = 5)) #--- EXAMPLE 3 ------------------------------------------ data(swissbank) ctl <- ctlcurves(swissbank, k = 1:5, alpha = seq (0, 0.3, by = 0.025)) ctl ## ctl-curves plot(ctl) ## --> selecting k = 2, alpha = 0.1 ## the selected model plot(tclust(swissbank, k = 2, alpha = 0.1, restr.fact = 50))
tclust objectsAnalyzes a tclust-object by calculating discriminant factors
and comparing the quality of the actual cluster assignments to that of the second best
possible assignment for each observation. Cluster assignments of observations
with large discriminant factors are considered "doubtful" decisions. Silhouette
plots give a graphical overview of the discriminant factors distribution
(see plot.DiscrFact). More details can be found in García-Escudero et al. (2011).
DiscrFact(x, threshold = 1/10)DiscrFact(x, threshold = 1/10)
x |
A |
threshold |
A cluster assignment or a trimming decision for an observation with a
discriminant factor larger than |
The function returns an S3 object of type DiscrFact containing the following components:
x A tclust object.
ylimmin A minimum y-limit calculated for plotting purposes.
ind The actual cluster assignment.
ind2 The second most likely cluster assignment for each observation.
lik The (weighted) likelihood of the actual cluster assignment of each observation.
lik2 The (weighted) likelihood of the second best cluster assignment of each observation.
assignfact The factor log(disc/disc2).
threshold The threshold used for deciding whether assignfact indicates a "doubtful" assignment.
mean.DiscrFact A vector of length k + 1 containing the mean discriminant
factors for each cluster (including the outliers).
García-Escudero, L.A.; Gordaliza, A.; Matrán, C. and Mayo-Iscar, A. (2011), "Exploring the number of groups in robust model-based clustering." Statistics and Computing, 21 pp. 585-599, <doi:10.1007/s11222-010-9194-z>
Flea-beetle measurements
data(flea)data(flea)
A data frame with 74 rows and 7 variables: six explanatory and one response variable - species.
The variables are as follows:
tars1: width of the first joint of the first tarsus in microns (the sum of measurements for both tarsi)
tars2: the same for the second joint
head: the maximal width of the head between the external edges of the eyes in 0.01 mm
ade1: the maximal width of the aedeagus in the fore-part in microns
ade2: the front angle of the aedeagus ( 1 unit = 7.5 degrees)
ade3: the aedeagus width from the side in microns
species, which species is being examined - Concinna, Heptapotamica, Heikertingeri
A. A. Lubischew (1962), On the Use of Discriminant Functions in Taxonomy, Biometrics, 184 pp.455–477.
data(flea) head(flea)data(flea) head(flea)
A bivariate data set obtained from the Old Faithful Geyser, containing the eruption length and the length of the previous eruption for 271 eruptions of this geyser in minutes.
data(geyser2)data(geyser2)
A data frame containing 272 observations in 2 variables. The variables are as follows:
Eruption length The eruption length in minutes.
Previous eruption length The length of the previous eruption in minutes.
This particular data structure can be obtained by applying the following code
to the "Old Faithful Geyser" (faithful data set (Härdle 1991) in the
package datasets):
f1 <- faithful[,1]geyser2 <- cbind(f1[-length(f1)], f1[-1])colnames(geyser2) <- c("Eruption length", "Previous eruption length")
García-Escudero, L.A. and Gordaliza, A. (1999). Robustness properties of k-means and trimmed k-means. Journal of the American Statistical Assoc., Vol.94, No.447, 956–969.
Härdle, W. (1991). Smoothing Techniques with Implementation in S., New York: Springer.
A data set in dimension 10 with three clusters around affine subspaces of common intrinsic dimension. A 10% background noise is added uniformly distributed in a rectangle containing the three main clusters.
data(LG5data)data(LG5data)
The first 10 columns are the variables. The last column is the true classification vector where symbol "0" stands for the contaminating data points.
#--- EXAMPLE 1 ------------------------------------------ data (LG5data) x <- LG5data[, 1:10] clus <- rlg(x, d = c(2,2,2), alpha=0.1, trace=TRUE) plot(x, col=clus$cluster+1)#--- EXAMPLE 1 ------------------------------------------ data (LG5data) x <- LG5data[, 1:10] clus <- rlg(x, d = c(2,2,2), alpha=0.1, trace=TRUE) plot(x, col=clus$cluster+1)
A bivariate data set obtained from three normal bivariate distributions with different scales and proportions 1:2:2. One of the components is very overlapped with another one. A 10% background noise is added uniformly distributed in a rectangle containing the three normal components and not very overlapped with the three mixture components. A precise description of the M5 data set can be found in García-Escudero et al. (2008).
data(M5data)data(M5data)
The first two columns are the two variables. The last column is the true classification vector where symbol "0" stands for the contaminating data points.
García-Escudero, L.A.; Gordaliza, A.; Matrán, C. and Mayo-Iscar, A. (2008), "A General Trimming Approach to Robust Cluster Analysis". Annals of Statistics, Vol.36, pp. 1324-1345.
#--- EXAMPLE 1 ------------------------------------------ data (M5data) x <- M5data[, 1:2] clus <- tclust(x, k=3, alpha=0.1, nstart=200, niter1=3, niter2=17, nkeep=10, opt="HARD", equal.weights=FALSE, restr.fact=50, trace=TRUE) plot (x, col=clus$cluster+1)#--- EXAMPLE 1 ------------------------------------------ data (M5data) x <- M5data[, 1:2] clus <- tclust(x, k=3, alpha=0.1, nstart=200, niter1=3, niter2=17, nkeep=10, opt="HARD", equal.weights=FALSE, restr.fact=50, trace=TRUE) plot (x, col=clus$cluster+1)
To study the growth of the wood mass in a cultivated forest of Pinus nigra located in the north of Palencia (Spain), a sample of 362 trees was studied. The data set is made of measurements of heights (in meters), in variable "HT", and diameters (in millimetres), in variable "Diameter", of these trees. The presence of three linear groups can be guessed apart from a small group of trees forming its own cluster with larger heights and diameters one isolated tree with the largest diameter but small height. More details on the interpretation of this dataset in García-Escudero et al (2010).
data(pine)data(pine)
A data frame containing 362 observations in 2 variables. The variables are as follows:
Diameter Diameter
HT Height
García-Escudero, L. A., Gordaliza, A., Mayo-Iscar, A., and San Martín, R. (2010). Robust clusterwise linear regression through trimming. Computational Statistics & Data Analysis, 54(12), 3057–3069.
plot method for objects of class ctlcurves
The plot method for class ctlcurves: This function implements
a series of plots, which display characteristic values
of the each model, computed with different values for k and alpha.
## S3 method for class 'ctlcurves' plot( x, what = c("obj", "min.weights", "doubtful"), main, xlab, ylab, xlim, ylim, col, lty = 1, ... )## S3 method for class 'ctlcurves' plot( x, what = c("obj", "min.weights", "doubtful"), main, xlab, ylab, xlim, ylim, col, lty = 1, ... )
x |
The ctlcurves object to be shown |
what |
A string indicating which type of plot shall be drawn. See the details section for more information. |
main |
A character-string containing the title of the plot. |
xlab, ylab, xlim, ylim
|
Arguments passed to plot(). |
col |
A single value or vector of line colors passed to |
lty |
A single value or vector of line colors passed to |
... |
Arguments to be passed to or from other methods. |
These curves show the values of the trimmed classification (log-)likelihoods
when altering the trimming proportion alpha and the number of clusters k.
The careful examination of these curves provides valuable information for choosing these
parameters in a clustering problem. For instance, an appropriate k to be chosen
is one that we do not observe a clear increase in the trimmed classification likelihood
curve for k with respect to the k+1 curve for almost all the range of
alpha values. Moreover, an appropriate choice of parameter alpha may
be derived by determining where an initial fast increase of the trimmed classification
likelihood curve stops for the final chosen k. A more detailed explanation
can be found in García-Escudero et al. (2011).
This function implements a series of plots, which display characteristic values
of the each model, computed with different values for k and alpha.
"obj"Objective function values.
"min.weights"The minimum cluster weight found for each computed model. This plot is intended to spot spurious clusters, which in general yield quite small weights.
"doubtful"The number of "doubtful" decisions identified by DiscrFact.
García-Escudero, L.A.; Gordaliza, A.; Matrán, C. and Mayo-Iscar, A. (2011), "Exploring the number of groups in robust model-based clustering." Statistics and Computing, 21 pp. 585-599, <doi:10.1007/s11222-010-9194-z>
#--- EXAMPLE 1 ------------------------------------------ sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(108, cen * 0, sig), MASS::mvrnorm(162, cen * 5, sig * 6 - 2), MASS::mvrnorm(30, cen * 2.5, sig * 50)) (ctl <- ctlcurves(x, k = 1:4)) plot(ctl)#--- EXAMPLE 1 ------------------------------------------ sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(108, cen * 0, sig), MASS::mvrnorm(162, cen * 5, sig * 6 - 2), MASS::mvrnorm(30, cen * 2.5, sig * 50)) (ctl <- ctlcurves(x, k = 1:4)) plot(ctl)
plot method for objects of class DiscrFact
The plot method for class DiscrFact: Next to a plot of the tclust
object which has been used for creating the DiscrFact object, a silhouette plot
indicates the presence of groups with a large amount of doubtfully assigned
observations. A third plot similar to the standard tclust plot serves
to highlight the identified doubtful observations.
## S3 method for class 'DiscrFact' plot( x, enum.plots = FALSE, xlab = "Discriminant Factor", ylab = "Clusters", print.DiscrFact = TRUE, xlim, col.nodoubt = grey(0.8), by.cluster = FALSE, ... )## S3 method for class 'DiscrFact' plot( x, enum.plots = FALSE, xlab = "Discriminant Factor", ylab = "Clusters", print.DiscrFact = TRUE, xlim, col.nodoubt = grey(0.8), by.cluster = FALSE, ... )
x |
An object of class |
enum.plots |
A logical value indicating whether the plots shall be enumerated in their title ("(a)", "(b)", "(c)"). |
xlab, ylab, xlim
|
Arguments passed to funcion |
print.DiscrFact |
A logical value indicating whether each clusters mean discriminant factor shall be plotted |
col.nodoubt |
Color of all observations not considered as to be assigned doubtfully. |
by.cluster |
Logical value indicating whether optional parameters pch and col (if present) refer to observations (FALSE) or clusters (TRUE) |
... |
Arguments to be passed to or from other methods |
plot_DiscrFact_p2 displays a silhouette plot based on the discriminant
factors of the observations. A solution with many large discriminant factors is
not reliable. Such clusters can be identified with this silhouette plot.
Thus plot_DiscrFact_p3 displays the dataset, highlighting observations with
discriminant factors greater than the given threshold. The function plot.DiscrFact()
combines the standard plot of a tclust object, and the two plots introduced here.
García-Escudero, L.A.; Gordaliza, A.; Matrán, C. and Mayo-Iscar, A. (2011), "Exploring the number of groups in robust model-based clustering." Statistics and Computing, 21 pp. 585-599, <doi:10.1007/s11222-010-9194-z>
sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(360, cen * 0, sig), MASS::mvrnorm(540, cen * 5, sig * 6 - 2), MASS::mvrnorm(100, cen * 2.5, sig * 50)) clus.1 <- tclust(x, k = 2, alpha=0.1, restr.fact=12) clus.2 <- tclust(x, k = 3, alpha=0.1, restr.fact=1) dsc.1 <- DiscrFact(clus.1) plot(dsc.1) dsc.2 <- DiscrFact(clus.2) plot(dsc.2)sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(360, cen * 0, sig), MASS::mvrnorm(540, cen * 5, sig * 6 - 2), MASS::mvrnorm(100, cen * 2.5, sig * 50)) clus.1 <- tclust(x, k = 2, alpha=0.1, restr.fact=12) clus.2 <- tclust(x, k = 3, alpha=0.1, restr.fact=1) dsc.1 <- DiscrFact(clus.1) plot(dsc.1) dsc.2 <- DiscrFact(clus.2) plot(dsc.2)
Different plots for the results of 'rlg' analysis, stored in an
rlg object, see Details.
## S3 method for class 'rlg' plot( x, which = c("all", "scores", "loadings", "eigenvalues"), sort = TRUE, ask = (which == "all" && dev.interactive(TRUE)), ... )## S3 method for class 'rlg' plot( x, which = c("all", "scores", "loadings", "eigenvalues"), sort = TRUE, ask = (which == "all" && dev.interactive(TRUE)), ... )
x |
An |
which |
Select the required plot. |
sort |
Whether to sort. |
ask |
if |
... |
Other parameters to be passed to the lower level functions. |
data (LG5data) x <- LG5data[, 1:10] clus <- rlg(x, d = c(2,2,2), alpha=0.1) plot(clus, which="eigenvalues") plot(clus, which="scores")data (LG5data) x <- LG5data[, 1:10] clus <- rlg(x, d = c(2,2,2), alpha=0.1) plot(clus, which="eigenvalues") plot(clus, which="scores")
tclust and tkmeans ObjectsOne and two dimensional structures are treated separately (e.g. tolerance
intervals/ellipses are displayed). Higher dimensional structures are displayed
by plotting the two first Fisher's canonical coordinates (evaluated by
tclust::discr_coords) and derived from the final cluster assignments
(trimmed observations are not taken into account).
plot.tclust.Nd can be called with one or two-dimensional tclust- or tkmeans-objects
too. The function fails, if store.x = FALSE is specified in the tclust() or tkmeans() call,
because the original data matrix is required here.
## S3 method for class 'tclust' plot(x, ...) ## S3 method for class 'tkmeans' plot(x, ...)## S3 method for class 'tclust' plot(x, ...) ## S3 method for class 'tkmeans' plot(x, ...)
x |
The |
... |
Further (optional) arguments which specify the details of the resulting plot (see section "Further Arguments"). |
The plot method for classes tclust and tkmeans.
xlab, ylab, xlim, ylim, pch, col Arguments passed to plot().
main The title of the plot. Use "/p" for displaying the chosen parameters
alpha and k or "/r" for plotting the chosen restriction.
main.pre An optional string which is added to the plot's caption.
sub A string specifying the subtitle of the plot. Use "/p" (default) for
displaying the chosen parameters alpha and k, "/r" for plotting
the chosen restriction and "/pr" for both.
sub1 A secondary (optional) subtitle.
labels A string specifying the type of labels to be drawn. Either
labels="none" (default), labels="cluster" or labels="observation"
can be specified. If specified, parameter pch is ignored.
text A vector of length n (the number of observations) containing
strings which are used as labels for each observation. If specified,
the parameters labels and pch are ignored.
by.cluster Logical value indicating whether parameters
pch and col refer to observations (FALSE) or clusters (TRUE).
jitter.y Logical value, specifying whether the drawn values shall be
jittered in y-direction for better visibility of structures in 1 dimensional data.
tol The tolerance interval. 95% tolerance ellipsoids (assuming normality)
are plotted by default.
tol.col, tol.lty, tol.lwd Vectors of length k or 1 containing
the col, lty and lwd arguments for the tolerance
ellipses/lines.
#--- EXAMPLE 1------------------------------ sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(360, cen * 0, sig), MASS::mvrnorm(540, cen * 5, sig * 6 - 2), MASS::mvrnorm(100, cen * 2.5, sig * 50)) # Two groups and 10\% trimming level a <- tclust(x, k = 2, alpha = 0.1, restr.fact = 12) plot (a) plot (a, labels = "observation") plot (a, labels = "cluster") plot (a, by.cluster = TRUE) #--- EXAMPLE 2------------------------------ sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(360, cen * 0, sig), MASS::mvrnorm(540, cen * 5, sig), MASS::mvrnorm(100, cen * 2.5, sig)) # Two groups and 10\% trimming level a <- tkmeans(x, k = 2, alpha = 0.1) plot (a) plot (a, labels = "observation") plot (a, labels = "cluster") plot (a, by.cluster = TRUE)#--- EXAMPLE 1------------------------------ sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(360, cen * 0, sig), MASS::mvrnorm(540, cen * 5, sig * 6 - 2), MASS::mvrnorm(100, cen * 2.5, sig * 50)) # Two groups and 10\% trimming level a <- tclust(x, k = 2, alpha = 0.1, restr.fact = 12) plot (a) plot (a, labels = "observation") plot (a, labels = "cluster") plot (a, by.cluster = TRUE) #--- EXAMPLE 2------------------------------ sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(360, cen * 0, sig), MASS::mvrnorm(540, cen * 5, sig), MASS::mvrnorm(100, cen * 2.5, sig)) # Two groups and 10\% trimming level a <- tkmeans(x, k = 2, alpha = 0.1) plot (a) plot (a, labels = "observation") plot (a, labels = "cluster") plot (a, by.cluster = TRUE)
plot method for objects of class tclustIC
The plot method for class tclustIC: This function implements
a series of plots, which display characteristic values
of each model, computed with different values for k and c for a fixed alpha.
## S3 method for class 'tclustIC' plot(x, whichIC, main, xlab, ylab, xlim, ylim, col, lty, ...)## S3 method for class 'tclustIC' plot(x, whichIC, main, xlab, ylab, xlim, ylim, col, lty, ...)
x |
The |
whichIC |
A string indicating which information criterion will be used. See the details section for more information. |
main |
A character-string containing the title of the plot. |
xlab, ylab, xlim, ylim
|
Arguments passed to plot(). |
col |
A single value or vector of line colors passed to |
lty |
A single value or vector of line types passed to |
... |
Arguments to be passed to or from other methods. |
Cerioli, A., Garcia-Escudero, L.A., Mayo-Iscar, A. and Riani M. (2017). Finding the Number of Groups in Model-Based Clustering via Constrained Likelihoods, Journal of Computational and Graphical Statistics, pp. 404-416, https://doi.org/10.1080/10618600.2017.1390469.
sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(108, cen * 0, sig), MASS::mvrnorm(162, cen * 5, sig * 6 - 2), MASS::mvrnorm(30, cen * 2.5, sig * 50)) (out <- tclustIC(x, whichIC="ALL")) plot(out)sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(108, cen * 0, sig), MASS::mvrnorm(162, cen * 5, sig * 6 - 2), MASS::mvrnorm(30, cen * 2.5, sig * 50)) (out <- tclustIC(x, whichIC="ALL")) plot(out)
The function rlg() searches for clusters around affine subspaces of dimensions given by
vector d (the length of that vector is the number of clusters). For instance d=c(1,2)
means that we are clustering around a line and a plane. For robustifying the estimation,
a proportion alpha of observations is trimmed. In particular, the trimmed k-means
method is represented by the rlg method, if d=c(0,0,..0) (a vector of length
k with zeroes).
rlg( x, d, alpha = 0.05, nstart = 500, niter1 = 3, niter2 = 20, nkeep = 5, scale = FALSE, parallel = FALSE, n.cores = -1, trace = FALSE )rlg( x, d, alpha = 0.05, nstart = 500, niter1 = 3, niter2 = 20, nkeep = 5, scale = FALSE, parallel = FALSE, n.cores = -1, trace = FALSE )
x |
A matrix or data.frame of dimension n x p, containing the observations (rowwise). |
d |
A numeric vector of length equal to the number of clusters to be detected.
Each component of vector |
alpha |
The proportion of observations to be trimmed. |
nstart |
The number of random initializations to be performed. |
niter1 |
The number of concentration steps to be performed for the nstart initializations. |
niter2 |
The maximum number of concentration steps to be performed for the nkeep solutions kept for further iteration. The concentration steps are stopped, whenever two consecutive steps lead to the same data partition. |
nkeep |
The number of iterated initializations (after niter1 concentration steps) with the best values in the target function that are kept for further iterations |
scale |
A robust centering and scaling (using the median and MAD) is done if TRUE. |
parallel |
A logical value, specifying whether the nstart initializations should be done in parallel. |
n.cores |
The number of cores to use when paralellizing, only taken into account if parallel=T. |
trace |
Defines the tracing level, which is set to 0 by default. Tracing level 1 gives additional information on the stage of the iterative process. |
The procedure allows to deal with robust clustering around affine subspaces
with an alpha proportion of trimming level by minimizing the trimmed sums of squared
orthogonal residuals. Each component of vector d indicates the intrinsic dimension of
the affine subspace where observations on that cluster are going to be clustered.
Therefore a component equal to 0 on that vector implies clustering around centres,
equal to 1 around lines, equal to 2 around planes and so on. The procedure so
allows simultaneous clustering and dimensionality reduction.
This iterative algorithm performs "concentration steps" to improve the current
cluster assignments. For approximately obtaining the global optimum, the procedure
is randomly initialized nstart times and niter1 concentration steps are performed
for them. The nkeep most “promising” iterations, i.e. the nkeep iterated solutions
with the initial best values for the target function, are then iterated until
convergence or until niter2 concentration steps are done.
Returns an object of class rlg which is basically a list with the following elements:
centers - A matrix of size p x k containing the location vectors (column-wise) of each cluster.
U - A list with k elements where each element is p x d_j matrix whose d_j columns are unitary and orthogonal vectors generating the affine subspace (after subtracting the corresponding cluster’s location parameter in centers). d_j is the intrinsic dimension of the affine subspace approximation in the j-th cluster, i.e., the elements of vector d.
cluster - A numerical vector of size n containing the cluster assignment for each observation. Cluster names are integer numbers from 1 to k, 0 indicates trimmed observations.
obj - The value of the objective function of the best (returned) solution.
cluster.ini - A matrix with nstart rows and number of columns equal to the number of observations and where each row shows the final clustering assignments (0 for trimmed observations) obtained after the niter1 iteration of the nstart random initializations.
obj.ini -A numerical vector of length nstart containing the values of the target function obtained after the niter1 iteration of the nstart random initializations.
x - The input data set.
dimensions - The input d vector with the intrinsic dimensions. The number of clusters is the length of that vector.
alpha - The input trimming level.
Javier Crespo Guerrero, Jesús Fernández Iglesias, Luis Angel Garcia Escudero, Agustin Mayo Iscar.
García‐Escudero, L. A., Gordaliza, A., San Martin, R., Van Aelst, S., & Zamar, R. (2009). Robust linear clustering. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 71, 301-318.
##--- EXAMPLE 1 ------------------------------------------ data (LG5data) x <- LG5data[, 1:10] clus <- rlg(x, d = c(2,2,2), alpha=0.1) plot(x, col=clus$cluster+1) plot(clus, which="eigenvalues") plot(clus, which="scores") ##--- EXAMPLE 2 ------------------------------------------ data (pine) clus <- rlg(pine, d = c(1,1,1), alpha=0.035) plot(pine, col=clus$cluster+1)##--- EXAMPLE 1 ------------------------------------------ data (LG5data) x <- LG5data[, 1:10] clus <- rlg(x, d = c(2,2,2), alpha=0.1) plot(x, col=clus$cluster+1) plot(clus, which="eigenvalues") plot(clus, which="scores") ##--- EXAMPLE 2 ------------------------------------------ data (pine) clus <- rlg(pine, d = c(1,1,1), alpha=0.035) plot(pine, col=clus$cluster+1)
Simulate alpha*100% contaminated data set for applying rlg by generating a k=3 components with equal size and # common underlying dimension q_1=q_2=q_3=q
simula.rlg(q = 2, p = 10, n = 200, var = 0.01, sep.means = 0, alpha = 0.05)simula.rlg(q = 2, p = 10, n = 200, var = 0.01, sep.means = 0, alpha = 0.05)
q |
intrinsic dimension |
p |
dimension ( |
n |
number of observations |
var |
The smaller 'var' the smaller the scatter around the lower dimensional space |
sep.means |
Parameter controlling the location vectors separation |
alpha |
contamination level |
a list with the following items
x - The generated dataset
true - The true classification
res <- simula.rlg(q=5, p=200, n=150, var=0.01, sep.means=0.00) plot(res$x,col=res$true+1)res <- simula.rlg(q=5, p=200, n=150, var=0.01, sep.means=0.00) plot(res$x,col=res$true+1)
Simulate 10% contaminated data set for applying TCLUST
simula.tclust(n, p = 4, k = 3, type = 2, balanced = 1)simula.tclust(n, p = 4, k = 3, type = 2, balanced = 1)
n |
number of observations |
p |
dimension (p>=2 and p>q) |
k |
number of clusters (only k=3 and k=6 are allowed!!!) |
type |
1 (spherical for rest.fact=1) or 2 (elliptical for rest.fact=9^2) |
balanced |
1 (all clusters equal size) or 2 [proportions (25,30,35)% if k=3 and (12.5,15,17.5,12.5,15,17.5)% if k=6] |
a list with the following items
x - The generated dataset
true - The true classification
res <- simula.tclust(n=400,k=3,p=8,type=2,balanced=1) plot(res$x,col=res$true+1)res <- simula.tclust(n=400,k=3,p=8,type=2,balanced=1) plot(res$x,col=res$true+1)
summary method for objects of class DiscrFact
The summary method for class DiscrFact.
## S3 method for class 'DiscrFact' summary(object, hide.emtpy = TRUE, show.clust, show.alt, ...)## S3 method for class 'DiscrFact' summary(object, hide.emtpy = TRUE, show.clust, show.alt, ...)
object |
An object of class |
hide.emtpy |
A logical value specifying whether clusters without doubtful assignment shall be hidden. |
show.clust |
A logical value specifying whether the number of doubtful assignments per cluster shall be displayed. |
show.alt |
A logical value specifying whether the alternative cluster assignment shall be displayed. |
... |
Arguments passed to or from other methods. |
García-Escudero, L.A.; Gordaliza, A.; Matrán, C. and Mayo-Iscar, A. (2011), "Exploring the number of groups in robust model-based clustering." Statistics and Computing, 21 pp. 585-599, <doi:10.1007/s11222-010-9194-z>
sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(360, cen * 0, sig), MASS::mvrnorm(540, cen * 5, sig * 6 - 2), MASS::mvrnorm(100, cen * 2.5, sig * 50) ) clus.1 <- tclust(x, k = 2, alpha=0.1, restr.fact=12) clus.2 <- tclust(x, k = 3, alpha=0.1, restr.fact=1) dsc.1 <- DiscrFact(clus.1) summary(dsc.1) dsc.2 <- DiscrFact(clus.2) summary(dsc.2)sig <- diag (2) cen <- rep (1, 2) x <- rbind(MASS::mvrnorm(360, cen * 0, sig), MASS::mvrnorm(540, cen * 5, sig * 6 - 2), MASS::mvrnorm(100, cen * 2.5, sig * 50) ) clus.1 <- tclust(x, k = 2, alpha=0.1, restr.fact=12) clus.2 <- tclust(x, k = 3, alpha=0.1, restr.fact=1) dsc.1 <- DiscrFact(clus.1) summary(dsc.1) dsc.2 <- DiscrFact(clus.2) summary(dsc.2)
Six variables measured on 100 genuine and 100 counterfeit old Swiss 1000-franc bank notes (Flury and Riedwyl, 1988).
data(swissbank)data(swissbank)
A data frame containing 200 observations in 6 variables. The variables are as follows:
Length Length of the bank note
Ht_Left Height of the bank note, measured on the left
Ht_Right Height of the bank note, measured on the right
IF_Lower Distance of inner frame to the lower border
IF_Upper Distance of inner frame to the upper border
Diagonal Length of the diagonal
Observations 1–100 are the genuine bank notes and the other 100 observations are the counterfeit bank notes.
Flury, B. and Riedwyl, H. (1988). Multivariate Statistics, A Practical Approach, Cambridge University Press.
This function searches for k (or less) clusters with
different covariance structures in a data matrix x. Relative cluster
scatter can be restricted when restr="eigen" by constraining the ratio
between the largest and the smallest of the scatter matrices eigenvalues
by a constant value restr.fact. Relative cluster scatters can be also
restricted with restr="deter" by constraining the ratio between the
largest and the smallest of the scatter matrices' determinants.
For robustifying the estimation, a proportion alpha of observations is trimmed.
In particular, the trimmed k-means method is represented by the tclust() method,
by setting parameters restr.fact=1, opt="HARD" and equal.weights=TRUE.
tclust( x, k, alpha = 0.05, nstart = 500, niter1 = 3, niter2 = 20, nkeep = 5, iter.max, equal.weights = FALSE, restr = c("eigen", "deter"), restr.fact = 12, cshape = 1e+10, opt = c("HARD", "MIXT"), center = FALSE, scale = FALSE, store_x = TRUE, parallel = FALSE, n.cores = -1, zero_tol = 1e-16, drop.empty.clust = TRUE, trace = 0 )tclust( x, k, alpha = 0.05, nstart = 500, niter1 = 3, niter2 = 20, nkeep = 5, iter.max, equal.weights = FALSE, restr = c("eigen", "deter"), restr.fact = 12, cshape = 1e+10, opt = c("HARD", "MIXT"), center = FALSE, scale = FALSE, store_x = TRUE, parallel = FALSE, n.cores = -1, zero_tol = 1e-16, drop.empty.clust = TRUE, trace = 0 )
x |
A matrix or data.frame of dimension n x p, containing the observations (row-wise). |
k |
The number of clusters initially searched for. |
alpha |
The proportion of observations to be trimmed. |
nstart |
The number of random initializations to be performed. |
niter1 |
The number of concentration steps to be performed for the nstart initializations. |
niter2 |
The maximum number of concentration steps to be performed for the
|
nkeep |
The number of iterated initializations (after niter1 concentration steps) with the best values in the target function that are kept for further iterations |
iter.max |
(deprecated, use the combination |
equal.weights |
A logical value, specifying whether equal cluster weights shall be considered in the concentration and assignment steps. |
restr |
Restriction type to control relative cluster scatters.
The default value is |
restr.fact |
The constant |
cshape |
constraint to apply to the shape matrices, |
opt |
Define the target function to be optimized. A classification likelihood
target function is considered if |
center |
Optional centering of the data: a function or a vector of length p which can optionally be specified for centering x before calculation |
scale |
Optional scaling of the data: a function or a vector of length p which can optionally be specified for scaling x before calculation |
store_x |
A logical value, specifying whether the data matrix |
parallel |
A logical value, specifying whether the nstart initializations should be done in parallel. |
n.cores |
The number of cores to use when paralellizing, only taken into account if |
zero_tol |
The zero tolerance used. By default set to 1e-16. |
drop.empty.clust |
Logical value specifying, whether empty clusters shall be omitted in the resulting object. (The result structure does not contain center and covariance estimates of empty clusters anymore. Cluster names are reassigned such that the first l clusters (l <= k) always have at least one observation. |
trace |
Defines the tracing level, which is set to 0 by default. Tracing level 1 gives additional information on the stage of the iterative process. |
The procedure allows to deal with robust clustering with an alpha
proportion of trimming level and searching for k clusters. We are considering
classification trimmed likelihood when using opt=”HARD” so that “hard” or “crisp”
clustering assignments are done. On the other hand, mixture trimmed likelihood
are applied when using opt=”MIXT” so providing a kind of clusters “posterior”
probabilities for the observations.
Relative cluster scatter can be restricted when restr="eigen" by constraining
the ratio between the largest and the smallest of the scatter matrices eigenvalues
by a constant value restr.fact. Setting restr.fact=1, yields the
strongest restriction, forcing all clusters to be spherical and equally scattered.
Relative cluster scatters can be also restricted with restr="deter" by
constraining the ratio between the largest and the smallest of the scatter
matrices' determinants.
This iterative algorithm performs "concentration steps" to improve the current
cluster assignments. For approximately obtaining the global optimum, the procedure
is randomly initialized nstart times and niter1 concentration steps are performed for
them. The nkeep most “promising” iterations, i.e. the nkeep iterated solutions with
the initial best values for the target function, are then iterated until convergence
or until niter2 concentration steps are done.
The parameter restr.fact defines the cluster scatter matrices restrictions,
which are applied on all clusters during each concentration step. It restricts
the ratio between the maximum and minimum eigenvalue of
all clusters' covariance structures to that parameter. Setting restr.fact=1,
yields the strongest restriction, forcing all clusters to be spherical and equally scattered.
Cluster components with similar sizes are favoured when considering equal.weights=TRUE
while equal.weights=FALSE admits possible different prior probabilities for
the components and it can easily return empty clusters when the number of
clusters is greater than apparently needed.
The function returns the following values:
cluster - A numerical vector of size n containing the cluster assignment
for each observation. Cluster names are integer numbers from 1 to k, 0 indicates
trimmed observations. Note that it could be empty clusters with no observations
when equal.weights=FALSE.
obj - The value of the objective function of the best (returned) solution.
NlogL - A value related to the classification log-likelihood of the best (returned) solution.
If opt=="HARD", NlogL = -2*obj.
size - An integer vector of size k, returning the number of observations contained by each cluster.
weights - Vector of Cluster weights
centers - A matrix of size p x k containing the centers (column-wise) of each cluster.
cov - An array of size p x p x k containing the covariance matrices of each cluster.
code - A numerical value indicating if the concentration steps have converged for the returned solution (2).
posterior - A matrix with k columns that contains the posterior
probabilities of membership of each observation (row-wise) to the k
clusters. This posterior probabilities are 0-1 values in the
opt="HARD" case. Trimmed observations have 0 membership probabilities
to all clusters.
MIXMIX - BIC which based on the parameters estimated through the mixture log-likelihood and
the maximized mixture likelihood as goodness of fit measure. This output
is present only if opt="MIXT".
MIXMIX - BIC which uses the classification likelihood based on
parameters estimated through the mixture likelihood (In some books
this quantity is called ICL). This output
is present only if opt="MIXT".
CLACLA - BIC which uses the classification likelihood based on
parameters estimated using the classification likelihood. This output
is present only if opt="HARD".
cluster.ini - A matrix with nstart rows and number of columns equal to
the number of observations and where each row shows the final clustering
assignments (0 for trimmed observations) obtained after the niter1
iteration of the nstart random initializations.
obj.ini - A numerical vector of length nstart containing the values
of the target function obtained after the niter1 iteration of the
nstart random initializations.
x - The input data set.
k - The input number of clusters.
alpha - The input trimming level.
Javier Crespo Guerrero, Luis Angel Garcia Escudero, Agustin Mayo Iscar.
Fritz, H.; Garcia-Escudero, L.A.; Mayo-Iscar, A. (2012), "tclust: An R Package for a Trimming Approach to Cluster Analysis". Journal of Statistical Software, 47(12), 1-26. URL http://www.jstatsoft.org/v47/i12/
Garcia-Escudero, L.A.; Gordaliza, A.; Matran, C. and Mayo-Iscar, A. (2008), "A General Trimming Approach to Robust Cluster Analysis". Annals of Statistics, Vol.36, 1324–1345.
García-Escudero, L. A., Gordaliza, A. and Mayo-Íscar, A. (2014). A constrained robust proposal for mixture modeling avoiding spurious solutions. Advances in Data Analysis and Classification, 27–43.
García-Escudero, L. A., and Mayo-Íscar, A. and Riani, M. (2020). Model-based clustering with determinant-and-shape constraint. Statistics and Computing, 30, 1363–1380.]
##--- EXAMPLE 1 ------------------------------------------ sig <- diag(2) cen <- rep(1,2) x <- rbind(MASS::mvrnorm(360, cen * 0, sig), MASS::mvrnorm(540, cen * 5, sig * 6 - 2), MASS::mvrnorm(100, cen * 2.5, sig * 50)) ## Two groups and 10\% trimming level clus <- tclust(x, k = 2, alpha = 0.1, restr.fact = 8) plot(clus) plot(clus, labels = "observation") plot(clus, labels = "cluster") ## Three groups (one of them very scattered) and 0\% trimming level clus <- tclust(x, k = 3, alpha=0.0, restr.fact = 100) plot(clus) ##--- EXAMPLE 2 ------------------------------------------ data(geyser2) (clus <- tclust(geyser2, k = 3, alpha = 0.03)) plot(clus) ##--- EXAMPLE 3 ------------------------------------------ data(M5data) x <- M5data[, 1:2] clus.a <- tclust(x, k = 3, alpha = 0.1, restr.fact = 1, restr = "eigen", equal.weights = TRUE) clus.b <- tclust(x, k = 3, alpha = 0.1, restr.fact = 50, restr = "eigen", equal.weights = FALSE) clus.c <- tclust(x, k = 3, alpha = 0.1, restr.fact = 1, restr = "deter", equal.weights = TRUE) clus.d <- tclust(x, k = 3, alpha = 0.1, restr.fact = 50, restr = "deter", equal.weights = FALSE) pa <- par(mfrow = c (2, 2)) plot(clus.a, main = "(a)") plot(clus.b, main = "(b)") plot(clus.c, main = "(c)") plot(clus.d, main = "(d)") par(pa) ##--- EXAMPLE 4 ------------------------------------------ data (swissbank) ## Two clusters and 8\% trimming level (clus <- tclust(swissbank, k = 2, alpha = 0.08, restr.fact = 50)) ## Pairs plot of the clustering solution pairs(swissbank, col = clus$cluster + 1) ## Two coordinates plot(swissbank[, 4], swissbank[, 6], col = clus$cluster + 1, xlab = "Distance of the inner frame to lower border", ylab = "Length of the diagonal") plot(clus) ## Three clusters and 0\% trimming level clus<- tclust(swissbank, k = 3, alpha = 0.0, restr.fact = 110) ## Pairs plot of the clustering solution pairs(swissbank, col = clus$cluster + 1) ## Two coordinates plot(swissbank[, 4], swissbank[, 6], col = clus$cluster + 1, xlab = "Distance of the inner frame to lower border", ylab = "Length of the diagonal") plot(clus) ##--- EXAMPLE 5 ------------------------------------------ data(M5data) x <- M5data[, 1:2] ## Classification trimmed likelihood approach clus.a <- tclust(x, k = 3, alpha = 0.1, restr.fact = 50, opt="HARD", restr = "eigen", equal.weights = FALSE) ## Mixture trimmed likelihood approach clus.b <- tclust(x, k = 3, alpha = 0.1, restr.fact = 50, opt="MIXT", restr = "eigen", equal.weights = FALSE) ## Hard 0-1 cluster assignment (all 0 if trimmed unit) head(clus.a$posterior) ## Posterior probabilities cluster assignment for the ## mixture approach (all 0 if trimmed unit) head(clus.b$posterior)##--- EXAMPLE 1 ------------------------------------------ sig <- diag(2) cen <- rep(1,2) x <- rbind(MASS::mvrnorm(360, cen * 0, sig), MASS::mvrnorm(540, cen * 5, sig * 6 - 2), MASS::mvrnorm(100, cen * 2.5, sig * 50)) ## Two groups and 10\% trimming level clus <- tclust(x, k = 2, alpha = 0.1, restr.fact = 8) plot(clus) plot(clus, labels = "observation") plot(clus, labels = "cluster") ## Three groups (one of them very scattered) and 0\% trimming level clus <- tclust(x, k = 3, alpha=0.0, restr.fact = 100) plot(clus) ##--- EXAMPLE 2 ------------------------------------------ data(geyser2) (clus <- tclust(geyser2, k = 3, alpha = 0.03)) plot(clus) ##--- EXAMPLE 3 ------------------------------------------ data(M5data) x <- M5data[, 1:2] clus.a <- tclust(x, k = 3, alpha = 0.1, restr.fact = 1, restr = "eigen", equal.weights = TRUE) clus.b <- tclust(x, k = 3, alpha = 0.1, restr.fact = 50, restr = "eigen", equal.weights = FALSE) clus.c <- tclust(x, k = 3, alpha = 0.1, restr.fact = 1, restr = "deter", equal.weights = TRUE) clus.d <- tclust(x, k = 3, alpha = 0.1, restr.fact = 50, restr = "deter", equal.weights = FALSE) pa <- par(mfrow = c (2, 2)) plot(clus.a, main = "(a)") plot(clus.b, main = "(b)") plot(clus.c, main = "(c)") plot(clus.d, main = "(d)") par(pa) ##--- EXAMPLE 4 ------------------------------------------ data (swissbank) ## Two clusters and 8\% trimming level (clus <- tclust(swissbank, k = 2, alpha = 0.08, restr.fact = 50)) ## Pairs plot of the clustering solution pairs(swissbank, col = clus$cluster + 1) ## Two coordinates plot(swissbank[, 4], swissbank[, 6], col = clus$cluster + 1, xlab = "Distance of the inner frame to lower border", ylab = "Length of the diagonal") plot(clus) ## Three clusters and 0\% trimming level clus<- tclust(swissbank, k = 3, alpha = 0.0, restr.fact = 110) ## Pairs plot of the clustering solution pairs(swissbank, col = clus$cluster + 1) ## Two coordinates plot(swissbank[, 4], swissbank[, 6], col = clus$cluster + 1, xlab = "Distance of the inner frame to lower border", ylab = "Length of the diagonal") plot(clus) ##--- EXAMPLE 5 ------------------------------------------ data(M5data) x <- M5data[, 1:2] ## Classification trimmed likelihood approach clus.a <- tclust(x, k = 3, alpha = 0.1, restr.fact = 50, opt="HARD", restr = "eigen", equal.weights = FALSE) ## Mixture trimmed likelihood approach clus.b <- tclust(x, k = 3, alpha = 0.1, restr.fact = 50, opt="MIXT", restr = "eigen", equal.weights = FALSE) ## Hard 0-1 cluster assignment (all 0 if trimmed unit) head(clus.a$posterior) ## Posterior probabilities cluster assignment for the ## mixture approach (all 0 if trimmed unit) head(clus.b$posterior)
tclust for different
number of groups k and restriction factors c
Computes the values of BIC (MIXMIX), ICL (MIXCLA) or CLA (CLACLA),
for different values of k (number of groups) and different values of c
(restriction factor), for a prespecified level of trimming (the last two letters in the name
stand for 'Information Criterion').
tclustIC( x, kk = 1:5, cc = c(1, 2, 4, 8, 16, 32, 64, 128), alpha = 0.05, whichIC = c("ALL", "MIXMIX", "MIXCLA", "CLACLA"), parallel = FALSE, n.cores = -1, trace = FALSE, ... )tclustIC( x, kk = 1:5, cc = c(1, 2, 4, 8, 16, 32, 64, 128), alpha = 0.05, whichIC = c("ALL", "MIXMIX", "MIXCLA", "CLACLA"), parallel = FALSE, n.cores = -1, trace = FALSE, ... )
x |
A matrix or data frame of dimension n x p, containing the observations (row-wise). |
kk |
an integer vector specifying the number of mixture components (clusters)
for which the information criteria are be calculated. By default |
cc |
an vector specifying the values of the restriction factor which have to
be considered. By default |
alpha |
The proportion of observations to be trimmed. |
whichIC |
A character value which specifies which information criteria must be computed
for each
|
parallel |
A logical value, specifying whether the calls to |
n.cores |
The number of cores to use when paralellizing, only taken into account if |
trace |
Whether to print intermediate results. Default is |
... |
Further arguments (as e.g. |
The functions print() and summary() are used to obtain and print a
summary of the results. The function returns an S3 object of type tclustIC containing the following components:
call the matched call
kk a vector containing the values of k (number of components) which have been considered.
This vector is identical to the optional argument kk (default is kk=1:5.
cc a vector containing the values of c (values of the restriction factor) which
have been considered. This vector is identical to the optional argument cc (defalt is cc=c(1, 2, 4, 8, 16, 32, 64, 128).
alpha trimming level
whichIC Information criteria used
CLACLA a matrix of size length(kk)-times-length(cc) containinig the value of
the penalized classification likelihood. This output is present only if whichIC="CLACLA" or whichIC="ALL".
IDXCLA a matrix of lists of size length(kk)-times-length(cc) containinig the assignment of each unit
using the classification model. This output is present only if whichIC="CLACLA" or whichIC="ALL".
MIXMIX a matrix of size length(kk)-times-length(cc) containinig the value of
the penalized mixtrue likelihood. This output is present only if whichIC="MIXMIX" or whichIC="ALL".
IDXMIX a matrix of lists of size length(kk)-times-length(cc) containinig the assignment of each unit
using the classification model. This output is present only if whichIC="MIXMIX" or whichIC="ALL".
MIXCLA a matrix of size length(kk)-times-length(cc) containinig the value of
the ICL criterion. This output is present only if whichIC="MIXCLA" or whichIC="ALL".
Cerioli, A., Garcia-Escudero, L.A., Mayo-Iscar, A. and Riani M. (2017). Finding the Number of Groups in Model-Based Clustering via Constrained Likelihoods, Journal of Computational and Graphical Statistics, pp. 404-416, https://doi.org/10.1080/10618600.2017.1390469.
#--- EXAMPLE 1 ------------------------------------------ data(geyser2) (out <- tclustIC(geyser2, whichIC="MIXMIX", alpha=0.1)) summary(out) ## Find the smallest value inside the table and write the corresponding ## values of k (number of groups) and c (restriction factor) inds <- which(out$MIXMIX == min(out$MIXMIX), arr.ind=TRUE) vals <- out$MIXMIX[inds] cat("\nThe smallest value of the IC is ", vals, " and takes place for k=", out$kk[inds[1]], " and c=", out$cc[inds[2]], "\n") #--- EXAMPLE 2 ------------------------------------------ data(flea) Y <- as.matrix(flea[, 1:(ncol(flea)-1)]) # select only the numeric variables rownames(Y) <- 1:nrow(Y) head(Y) (out <- tclustIC(Y, whichIC="CLACLA", alpha=0.1)) summary(out) ## Find the smallest value inside the table and write the corresponding ## values of k (number of groups) and c (restriction factor) inds <- which(out$CLACLA == min(out$CLACLA), arr.ind=TRUE) vals <- out$CLACLA[inds] cat("\nThe Smallest value of the IC is ", vals, " and takes place for k=", out$kk[inds[1]], " and c=", out$cc[inds[2]], "\n") #--- EXAMPLE 3 ------------------------------------------ data(swissbank) (out <- tclustIC(swissbank, whichIC="ALL")) plot(out) ## --> selecting k=3, c=128 ## the selected model plot(tclust(swissbank, k = 3, alpha = 0.1, restr.fact = 128))#--- EXAMPLE 1 ------------------------------------------ data(geyser2) (out <- tclustIC(geyser2, whichIC="MIXMIX", alpha=0.1)) summary(out) ## Find the smallest value inside the table and write the corresponding ## values of k (number of groups) and c (restriction factor) inds <- which(out$MIXMIX == min(out$MIXMIX), arr.ind=TRUE) vals <- out$MIXMIX[inds] cat("\nThe smallest value of the IC is ", vals, " and takes place for k=", out$kk[inds[1]], " and c=", out$cc[inds[2]], "\n") #--- EXAMPLE 2 ------------------------------------------ data(flea) Y <- as.matrix(flea[, 1:(ncol(flea)-1)]) # select only the numeric variables rownames(Y) <- 1:nrow(Y) head(Y) (out <- tclustIC(Y, whichIC="CLACLA", alpha=0.1)) summary(out) ## Find the smallest value inside the table and write the corresponding ## values of k (number of groups) and c (restriction factor) inds <- which(out$CLACLA == min(out$CLACLA), arr.ind=TRUE) vals <- out$CLACLA[inds] cat("\nThe Smallest value of the IC is ", vals, " and takes place for k=", out$kk[inds[1]], " and c=", out$cc[inds[2]], "\n") #--- EXAMPLE 3 ------------------------------------------ data(swissbank) (out <- tclustIC(swissbank, whichIC="ALL")) plot(out) ## --> selecting k=3, c=128 ## the selected model plot(tclust(swissbank, k = 3, alpha = 0.1, restr.fact = 128))
This function searches for k (or less) spherical clusters
in a data matrix x, whereas the ceiling(alpha n) most outlying
observations are trimmed.
tkmeans( x, k, alpha = 0.05, nstart = 500, niter1 = 3, niter2 = 20, nkeep = 5, iter.max, points = NULL, center = FALSE, scale = FALSE, store_x = TRUE, parallel = FALSE, n.cores = -1, zero_tol = 1e-16, drop.empty.clust = TRUE, trace = 0 )tkmeans( x, k, alpha = 0.05, nstart = 500, niter1 = 3, niter2 = 20, nkeep = 5, iter.max, points = NULL, center = FALSE, scale = FALSE, store_x = TRUE, parallel = FALSE, n.cores = -1, zero_tol = 1e-16, drop.empty.clust = TRUE, trace = 0 )
x |
A matrix or data.frame of dimension n x p, containing the observations (row-wise). |
k |
The number of clusters initially searched for. |
alpha |
The proportion of observations to be trimmed. |
nstart |
The number of random initializations to be performed. |
niter1 |
The number of concentration steps to be performed for the nstart initializations. |
niter2 |
The maximum number of concentration steps to be performed for the
|
nkeep |
The number of iterated initializations (after niter1 concentration steps) with the best values in the target function that are kept for further iterations |
iter.max |
(deprecated, use the combination |
points |
Optional initial mean vectors, |
center |
Optional centering of the data: a function or a vector of length p which can optionally be specified for centering x before calculation |
scale |
Optional scaling of the data: a function or a vector of length p which can optionally be specified for scaling x before calculation |
store_x |
A logical value, specifying whether the data matrix |
parallel |
A logical value, specifying whether the nstart initializations should be done in parallel. |
n.cores |
The number of cores to use when paralellizing, only taken into account if parallel=TRUE. |
zero_tol |
The zero tolerance used. By default set to 1e-16. |
drop.empty.clust |
Logical value specifying, whether empty clusters shall be omitted in the resulting object. (The result structure does not contain center estimates of empty clusters anymore. Cluster names are reassigned such that the first l clusters (l <= k) always have at least one observation. |
trace |
Defines the tracing level, which is set to 0 by default. Tracing level 1 gives additional information on the stage of the iterative process. |
The function returns the following values:
cluster - A numerical vector of size n containing the cluster assignment
for each observation. Cluster names are integer numbers from 1 to k, 0 indicates
trimmed observations. Note that it could be empty clusters with no observations
when equal.weights=FALSE.
obj - The value of the objective function of the best (returned) solution.
size - An integer vector of size k, returning the number of observations contained by each cluster.
centers - A matrix of size p x k containing the centers (column-wise) of each cluster.
code - A numerical value indicating if the concentration steps have converged for the returned solution (2).
cluster.ini - A matrix with nstart rows and number of columns equal to
the number of observations and where each row shows the final clustering
assignments (0 for trimmed observations) obtained after the niter1
iteration of the nstart random initializations.
obj.ini - A numerical vector of length nstart containing the values
of the target function obtained after the niter1 iteration of the
nstart random initializations.
x - The input data set.
k - The input number of clusters.
alpha - The input trimming level.
Valentin Todorov, Luis Angel Garcia Escudero, Agustin Mayo Iscar.
Cuesta-Albertos, J. A.; Gordaliza, A. and Matrán, C. (1997), "Trimmed k-means: an attempt to robustify quantizers". Annals of Statistics, Vol. 25 (2), 553-576.
##--- EXAMPLE 1 ------------------------------------------ sig <- diag(2) cen <- rep(1,2) x <- rbind(MASS::mvrnorm(360, cen * 0, sig), MASS::mvrnorm(540, cen * 5, sig), MASS::mvrnorm(100, cen * 2.5, sig)) ## Two groups and 10\% trimming level (clus <- tkmeans(x, k = 2, alpha = 0.1)) plot(clus) plot(clus, labels = "observation") plot(clus, labels = "cluster") #--- EXAMPLE 2 ------------------------------------------ data(geyser2) (clus <- tkmeans(geyser2, k = 3, alpha = 0.03)) plot(clus)##--- EXAMPLE 1 ------------------------------------------ sig <- diag(2) cen <- rep(1,2) x <- rbind(MASS::mvrnorm(360, cen * 0, sig), MASS::mvrnorm(540, cen * 5, sig), MASS::mvrnorm(100, cen * 2.5, sig)) ## Two groups and 10\% trimming level (clus <- tkmeans(x, k = 2, alpha = 0.1)) plot(clus) plot(clus, labels = "observation") plot(clus, labels = "cluster") #--- EXAMPLE 2 ------------------------------------------ data(geyser2) (clus <- tkmeans(geyser2, k = 3, alpha = 0.03)) plot(clus)
The data set refers to clients of a wholesale distributor. It includes the annual spending in monetary units on diverse product categories.
data(wholesale)data(wholesale)
A data frame containing 440 observations in 8 variables (6 numerical and two categorical). The variables are as follows:
Region Customers' Region - Lisbon (coded as 1), Porto (coded as 2) or Other (coded as 3)
Fresh Annual spending on fresh products
Milk Annual spending on milk products
Grocery Annual spending on grocery products
Frozen Annual spending on frozen products
Detergents Annual spending on detergents and paper products
Delicatessen Annual spending on and delicatessen products
Channel Customers' Channel - Horeca (Hotel/Restaurant/Café) or
Retail channel. Horeca is coded as 1 and Retail channel is coded as 2
Abreu, N. (2011). Analise do perfil do cliente Recheio e desenvolvimento de um sistema promocional. Mestrado em Marketing, ISCTE-IUL, Lisbon. url=https://api.semanticscholar.org/CorpusID:124027622
#--- EXAMPLE 1 ------------------------------------------ data (wholesale) x <- wholesale[, -c(1, ncol(wholesale))] clus <- tclust(x, k=3, alpha=0.1, nstart=200, niter1=3, niter2=17, nkeep=10, opt="HARD", equal.weights=FALSE, restr.fact=50, trace=TRUE) plot (x, col=clus$cluster+1) plot(clus)#--- EXAMPLE 1 ------------------------------------------ data (wholesale) x <- wholesale[, -c(1, ncol(wholesale))] clus <- tclust(x, k=3, alpha=0.1, nstart=200, niter1=3, niter2=17, nkeep=10, opt="HARD", equal.weights=FALSE, restr.fact=50, trace=TRUE) plot (x, col=clus$cluster+1) plot(clus)