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A.2. Packages for mixture models

A.2.5. Flexmix

This package, uses a general framework for finite mixtures of regression models. They use the EM algorithm to do so. This package allows to compute information criteria, it has examples of applications, making it easier to understand allows to cluster Gaussian distributions this can use the maximum likelihood of a wide family of distributions as Gaussian, binomial, Poisson and Gamma.

B.1. Algorithm for number of populations known

EM. r e s u l t s= function ( d a t o s 1 , k , i t e r , expnumber ) { t r y C a t c h (

normalmixEM ( d a t o s 1 , lambda = NULL, mu = NULL, sigma = NULL, k = k , sd . c o n s t r = NULL,

e p s i l o n = 1 e −08 , maxit = 5 0 0 , m a x r e s t a r t s =20 , v e r b = FALSE, f a s t=FALSE, ECM = FALSE,

arbmean = TRUE, a r b v a r = TRUE) ,

warning = function (w) {

l i s t ( lambda=rep (NA, k ) ,mu=rep (NA, k ) , sigma=rep (NA, k ) ) } ,

e r r o r = function ( e ) { l i s t ( lambda=rep (NA, k ) ,mu=rep (NA, k ) , sigma=rep (NA, k ) ) } )

}

GAestimationk<−function ( cromosoma ) {

cromosoma=t ( round ( cromosoma , d i g i t s =0))

datosGA = d a t o s

datosGak = matrix (nrow=nrow( d a t o s ) , ncol=(ncol ( d a t o s ) + 1 ) )

f o r ( i i n 1 : 3 ) { datosGak [ , i ]= d a t o s [ , i ] }

datosGak [ , 4 ] = t ( cromosoma )

colnames ( datosGak)=c ( ” O b s e r v a t i o n ” , ” Value ” , ” R e a l P o p u l a t i o n ” , ”Chromosome” )

ParameterValue=D a t a S e t t i n g s [ , , expnumber ]

tablacromosoma=table ( cromosoma )

B.1 Algorithm for number of populations known 81

R e s u l t s=matrix (NA, nrow=max( cromosoma ) , ncol =6)

c u e n t a cromosoma=rep (NA,max( cromosoma ) )

f o r ( h i n 1 :max( cromosoma ) ) { c u e n t a cromosoma [ h]=sum( cromosoma==h ) }

f o r ( j i n 1 :max( cromosoma ) ) {

i f ( c u e n t a cromosoma [ j ] >3){

P o p u l a t i o n=datosGak [ cromosoma==j , 3 ]

Param= f i t d i s t r ( P o p u l a t i o n , d e n s f u n=” normal ” )

R e s u l t s [ j , 1 ] = ParameterValue [ j , 1 ]

R e s u l t s [ j , 2 ] = coef ( Param ) [ 1 ] #p a r a m e t e r 1 (mu o r a l p h a )

R e s u l t s [ j , 3 ] = coef ( Param ) [ 2 ] # p a r a m e t e r 2 ( sigma o r b e t a )

R e s u l t s [ j , 4 ] = abs ( ParameterValue [ j , 2 ] − ( c u e n t a cromosoma [ j ] / sum( c u e n t a cromosoma ) ) ) / ParameterValue [ j , 2 ]

R e s u l t s [ j , 5 ] = abs ( ParameterValue [ j , 3 ] − coef ( Param ) [ 1 ] ) / ParameterValue [ j , 3 ]

R e s u l t s [ j , 6 ] = abs ( ParameterValue [ j , 4 ] − coef ( Param ) [ 2 ] ) / ParameterValue [ j , 4 ]

}

}

m e a n e r r o r=mean( R e s u l t s [ c u e n t a cromosoma >3 , c ( 4 , 5 , 6 ) ] )

return ( m e a n e r r o r ) }

GAestimationk f u l l<−function ( cromosoma ) {

cromosoma=t ( round ( cromosoma , d i g i t s =0))

datosGA = d a t o s

datosGak = matrix (nrow=nrow( d a t o s ) , ncol=(ncol ( d a t o s ) + 1 ) )

f o r ( i i n 1 : 3 ) { datosGak [ , i ]= d a t o s [ , i ] }

datosGak [ , 4 ] = t ( cromosoma )

colnames ( datosGak)=c ( ” O b s e r v a t i o n ” , ” Value ” , ” R e a l P o p u l a t i o n ” , ”Chromosome” )

tablacromosoma=as . numeric ( table ( cromosoma ) )

R e s u l t s=matrix (NA, nrow=max( cromosoma ) , ncol =7)

c u e n t a cromosoma=rep (NA,max( cromosoma ) )

f o r ( h i n 1 :max( cromosoma ) ) { c u e n t a cromosoma [ h]=sum( cromosoma==h ) }

f o r ( j i n 1 :max( cromosoma ) ) {

i f ( c u e n t a cromosoma [ j ] >3){

P o p u l a t i o n=datosGak [ cromosoma==j , 3 ]

Param= f i t d i s t r ( P o p u l a t i o n , d e n s f u n=” normal ” )

R e s u l t s [ j , 1 ] = ( c u e n t a cromosoma [ j ] ) /sum( c u e n t a cromosoma )

R e s u l t s [ j , 2 ] = coef ( Param ) [ 1 ] #p a r a m e t e r 1 (mu o r a l p h a )

R e s u l t s [ j , 3 ] = coef ( Param ) [ 2 ] # p a r a m e t e r 2 ( sigma o r b e t a ) R e s u l t s [ j , 4 ] = abs ( ParameterValue [ j , 2 ] − ( c u e n t a cromosoma [ j ] /

sum( c u e n t a cromosoma ) ) ) / ParameterValue [ j , 2 ]

R e s u l t s [ j , 5 ] = abs ( ParameterValue [ j , 3 ] − coef ( Param ) [ 1 ] ) / ParameterValue [ j , 3 ]

R e s u l t s [ j , 6 ] = abs ( ParameterValue [ j , 4 ] − coef ( Param ) [ 2 ] ) / ParameterValue [ j , 4 ]

}

}

m e a n e r r o r=mean( R e s u l t s [ c u e n t a cromosoma >3 , c ( 4 , 5 , 6 ) ] )

R e s u l t s [ , 7 ] = as . numeric ( table ( t ( cromosoma)==d a t o s [ , 2 ] ) ) [ 2 ] / sum( c u e n t a cromosoma )

B.1 Algorithm for number of populations known 83

return ( R e s u l t s ) }

GenerateData<−function ( n1 , D a t a S e t t i n g s ) {

C a l c u l a t e d W e i g h t s=rmultinom ( 1 , s i z e=n1 , prob=D a t a S e t t i n g s [ , 2 ] )

GeneratedData=c (rnorm( C a l c u l a t e d W e i g h t s [ 1 , 1 ] , mean=D a t a S e t t i n g s [ 1 , 3 ] , sd=D a t a S e t t i n g s [ 1 , 4 ] ) )

PopID=c ( rep ( 1 , C a l c u l a t e d W e i g h t s [ 1 , 1 ] ) )

f o r ( i i n 2 : k ) {

GeneratedData=c ( GeneratedData , rnorm( C a l c u l a t e d W e i g h t s [ i , 1 ] , mean=D a t a S e t t i n g s [ i , 3 ] , sd=D a t a S e t t i n g s [ i , 4 ] ) )

PopID=c ( PopID , rep ( i , C a l c u l a t e d W e i g h t s [ i , 1 ] ) ) }

Seq=seq ( 1 , n1 )

Datos=cbind ( Seq , PopID , GeneratedData )

rand<−sample (nrow( Datos ) )

D e s o r d e n a d o s=Datos [ rand , ]

return ( D e s o r d e n a d o s ) }

l i b r a r y (MASS) #For c o m p u t i n g t h e l i k e l i h o o d and f i t t i n g t h e d i s t r i b u t i o n

l i b r a r y ( g e n a l g ) #f o r t h e e v a l u a t i o n u s i n g GA

l i b r a r y ( m i x t o o l s ) #For t h e e v a l u a t i o n u s i n g EM

l i b r a r y ( m c l u s t ) #For t h e c l u s t e r i n g o f t h e d a t a

l i b r a r y ( l g a ) #For c o m p u t i n g t h e b i c

m o n i t o r <− function ( o b j ) {

minEval = min( o b j $ e v a l u a t i o n s ) ;

plot ( obj , t y p e=” h i s t ” ) ;

}

k=2

max expnumber=4

P a r a m e t e r s=matrix ( ncol =2 ,nrow=max expnumber ) #n & i t e r P a r a m e t e r s [ , 1 ] = c ( 3 0 , 5 0 , 1 0 0 , 2 0 0 )

P a r a m e t e r s [ , 2 ] = c ( rep ( 1 0 0 0 ,max expnumber ) )

D a t a S e t t i n g s= array (dim=c ( k , 4 ,max expnumber ) )

#p o p u l a t i o n number

D a t a S e t t i n g s [ , 1 , ] = c ( 1 , 2 , 1 , 2 , 1 , 2 , 1 , 2 )

#p o p u l a t i o n w e i g h t

D a t a S e t t i n g s [ , 2 , ] = c ( 0 . 0 5 , 0 . 9 5 , 0 . 0 5 , 0 . 9 5 , 0 . 0 5 , 0 . 9 5 , 0 . 0 5 , 0 . 9 5 )

#p a r a m e t e r 1

D a t a S e t t i n g s [ , 3 , ] = c ( 1 2 , 1 3 , 1 2 , 1 3 , 1 2 , 1 3 , 1 2 , 1 3 )

#Parameter 2

D a t a S e t t i n g s [ , 4 , ] = c ( 1 , 1 , 1 , 1 , 1 , 1 , 1 , 1 )

R e s u l t s C a s o 1=array (NA, dim=c ( k , 1 6 ,

max( P a r a m e t e r s [ , 2 ] ) , max expnumber ) )

f o r ( expnumber i n 1 :max expnumber ) {

n1=P a r a m e t e r s [ expnumber , 1 ]

i t e r =P a r a m e t e r s [ expnumber , 2 ]

f o r (m i n 1 : i t e r ) { ##p o n e r i t e r

s e t . s e e d=1+m

B.1 Algorithm for number of populations known 85

d a t o s<<−GenerateData ( n1 , D a t a S e t t i n g s [ , , expnumber ] )

G A l r e s u l t s = r b g a ( s t r i n g M i n=c ( rep ( 1 , n1 ) ) , s t r i n g M a x=c ( rep ( k , n1 ) ) , s u g g e s t i o n s=NULL,

p o p S i z e =200 , i t e r s =100 , mutationChance = 0 . 0 5 , e l i t i s m=NA,

e v a l F u n c=GAestimationk ,

s h o w S e t t i n g s=FALSE, v e r b o s e=FALSE)

GAl . r e s u l t s<−summary( G A l r e s u l t s , e c h o=TRUE)

s e p a r a r<−s t r s p l i t ( GAl . r e s u l t s , ” B e s t S o l u t i o n : ” )

s e p a r a r 2<−u n l i s t ( s t r s p l i t ( s e p a r a r [ [ 1 ] ] [ 2 ] , ” ” ) )

mejor . cromosoma<−round ( as . numeric ( s e p a r a r 2 [− length ( s e p a r a r 2 ) ] ) )

R e s u l t s .GA=GAestimationk f u l l ( mejor . cromosoma )

EM. r e s u l t= EM. r e s u l t s ( d a t o s [ , 3 ] , k , i t e r , expnumber )

#G e n e r a t e t h e r e s u l t s f o r ( i i n 1 : k ) {

R e s u l t s C a s o 1 [ i , 1 ,m, expnumber ]= D a t a S e t t i n g s [ i , 2 , expnumber ] R e s u l t s C a s o 1 [ i , 2 ,m, expnumber ]= D a t a S e t t i n g s [ i , 3 , expnumber ] R e s u l t s C a s o 1 [ i , 3 ,m, expnumber ]= D a t a S e t t i n g s [ i , 4 , expnumber ] R e s u l t s C a s o 1 [ i , 4 ,m, expnumber ]= R e s u l t s .GA[ i , 1 ]

R e s u l t s C a s o 1 [ i , 5 ,m, expnumber ]= R e s u l t s .GA[ i , 2 ] R e s u l t s C a s o 1 [ i , 6 ,m, expnumber ]= R e s u l t s .GA[ i , 3 ] R e s u l t s C a s o 1 [ i , 7 ,m, expnumber ]= R e s u l t s .GA[ i , 4 ] R e s u l t s C a s o 1 [ i , 8 ,m, expnumber ]= R e s u l t s .GA[ i , 5 ] R e s u l t s C a s o 1 [ i , 9 ,m, expnumber ]= R e s u l t s .GA[ i , 6 ] R e s u l t s C a s o 1 [ i , 1 0 ,m, expnumber ]= R e s u l t s .GA[ i , 7 ]

#P a ra m e t e r s u s i n g EM a l g o r i t h m

R e s u l t s C a s o 1 [ i , 1 1 ,m, expnumber ]=EM. r e s u l t $lambda [ i ]

R e s u l t s C a s o 1 [ i , 1 2 ,m, expnumber ]=EM. r e s u l t $mu [ i ] R e s u l t s C a s o 1 [ i , 1 3 ,m, expnumber ]=EM. r e s u l t $ sigma [ i ]

R e s u l t s C a s o 1 [ i , 1 4 ,m, expnumber ]=abs (EM. r e s u l t $lambda [ i ]−

D a t a S e t t i n g s [ i , 2 , expnumber ] ) / D a t a S e t t i n g s [ i , 2 , expnumber ] R e s u l t s C a s o 1 [ i , 1 5 ,m, expnumber ]=abs (EM. r e s u l t $mu [ i ]−

D a t a S e t t i n g s [ i , 3 , expnumber ] ) / D a t a S e t t i n g s [ i , 3 , expnumber ] R e s u l t s C a s o 1 [ i , 1 6 ,m, expnumber ]=abs (EM. r e s u l t $ sigma [ i ]−

D a t a S e t t i n g s [ i , 4 , expnumber ] ) / D a t a S e t t i n g s [ i , 4 , expnumber ]

}

print ( paste ( ” i t e r a c i o n ” ,m, ” d e l e x p e r i m e n t o ” , expnumber ) )

}

}

B.2. Algorithm for number of populations unknown

EM. r e s u l t s= function ( d a t o s 1 , k , i t e r , expnumber ) { t r y C a t c h (

normalmixEM ( d a t o s 1 , lambda = NULL, mu = NULL, sigma = NULL, k = k , sd . c o n s t r = NULL,

e p s i l o n = 1 e −08 , maxit = 1 0 0 , m a x r e s t a r t s =20 , v e r b = FALSE, f a s t=FALSE, ECM = FALSE,

arbmean = TRUE, a r b v a r = TRUE) ,

warning = function (w) {

l i s t ( lambda=rep (NA, k ) ,mu=rep (NA, k ) , sigma=rep (NA, k ) ) } ,

e r r o r = function ( e ) { l i s t ( lambda=rep (NA, k ) ,mu=rep (NA, k ) , sigma=rep (NA, k ) ) } )

}

GAestimationk<−function ( cromosoma ) {

cromosoma=t ( round ( cromosoma , d i g i t s =0))

datosGA = d a t o s

datosGak = matrix (nrow=nrow( d a t o s ) , ncol=(ncol ( d a t o s ) + 1 ) )

f o r ( i i n 1 : 3 ) { datosGak [ , i ]= d a t o s [ , i ] }

B.2 Algorithm for number of populations unknown 87

datosGak [ , 4 ] = t ( cromosoma )

colnames ( datosGak)=c ( ” O b s e r v a t i o n ” , ” Value ” , ” R e a l P o p u l a t i o n ” , ”Chromosome” )

ParameterValue=D a t a S e t t i n g s [ , , expnumber ]

tablacromosoma=table ( cromosoma )

R e s u l t s=matrix (NA, nrow=max( cromosoma ) , ncol =6)

c u e n t a cromosoma=rep (NA,max( cromosoma ) )

f o r ( h i n 1 :max( cromosoma ) ) { c u e n t a cromosoma [ h]=sum( cromosoma==h ) }

f o r ( j i n 1 :max( cromosoma ) ) {

i f ( c u e n t a cromosoma [ j ] >3){

P o p u l a t i o n=datosGak [ cromosoma==j , 3 ]

Param= f i t d i s t r ( P o p u l a t i o n , d e n s f u n=” normal ” )

R e s u l t s [ j , 1 ] = c u e n t a cromosoma [ j ] /sum( c u e n t a cromosoma )

R e s u l t s [ j , 2 ] = coef ( Param ) [ 1 ] #p a r a m e t e r 1 (mu o r a l p h a )

R e s u l t s [ j , 3 ] = coef ( Param ) [ 2 ] # p a r a m e t e r 2 ( sigma o r b e t a )

R e s u l t s [ j , 4 ] = abs ( ParameterValue [ j , 2 ] −

( c u e n t a cromosoma [ j ] /sum( c u e n t a cromosoma ) ) ) / ParameterValue [ j , 2 ]

R e s u l t s [ j , 5 ] = abs ( ParameterValue [ j , 3 ] − coef ( Param ) [ 1 ] ) / ParameterValue [ j , 3 ]

R e s u l t s [ j , 6 ] = abs ( ParameterValue [ j , 4 ] − coef ( Param ) [ 2 ] ) / ParameterValue [ j , 4 ]

}

}

m e a n e r r o r=mean( R e s u l t s [ c u e n t a cromosoma >3 , c ( 4 , 5 , 6 ) ] )

return ( m e a n e r r o r ) }

GAestimationk unknown<−function ( cromosoma ) {

cromosoma=t ( round ( cromosoma , d i g i t s =0))

datosGA = d a t o s

datosGak = matrix (nrow=nrow( d a t o s ) , ncol=(ncol ( d a t o s ) + 1 ) )

f o r ( i i n 1 : 3 ) { datosGak [ , i ]= d a t o s [ , i ] }

datosGak [ , 4 ] = t ( cromosoma )

tablacromosoma=as . numeric ( table ( cromosoma ) )

R e s u l t s=matrix (NA, nrow=max( cromosoma ) , ncol =1)

c u e n t a cromosoma=rep (NA,max( cromosoma ) )

f o r ( h i n 1 :max( cromosoma ) ) { c u e n t a cromosoma [ h]=sum( cromosoma==h ) }

f o r ( i i n 1 :max( cromosoma ) ) {

i f ( c u e n t a cromosoma [ i ] >3){

P o p u l a t i o n=datosGak [ cromosoma==i , 3 ]

Param= f i t d i s t r ( P o p u l a t i o n , d e n s f u n=” normal ” )

R e s u l t s [ i , 1 ] = Param$ l o g l i k

}

}

R e s u l t a d o=−1∗sum( R e s u l t s [ c u e n t a cromosoma > 3 , 1 ] )

B.2 Algorithm for number of populations unknown 89

return ( R e s u l t a d o ) }

N c l u s t= function ( d a t o s 1 , k ) { t r y C a t c h ( gap ( d a t o s 1 , K=k , B=100) ,

warning = function (w) { l i s t ( n c l u s t=NA)

} ,

e r r o r = function ( e ) { l i s t ( n c l u s t=NA) } )

}

GenerateData<−function ( n1 , D a t a S e t t i n g s ) {

GeneratedData=c (rnorm( C a l c u l a t e d W e i g h t s [ 1 , 1 ] , mean=D a t a S e t t i n g s [ 1 , 3 ] , sd=D a t a S e t t i n g s [ 1 , 4 ] ) ) PopID=c ( rep ( 1 , C a l c u l a t e d W e i g h t s [ 1 , 1 ] ) )

f o r ( i i n 2 : k ) {

GeneratedData=c ( GeneratedData , rnorm( C a l c u l a t e d W e i g h t s [ i , 1 ] , mean=D a t a S e t t i n g s [ i , 3 ] , sd=D a t a S e t t i n g s [ i , 4 ] ) )

PopID=c ( PopID , rep ( i , C a l c u l a t e d W e i g h t s [ i , 1 ] ) ) }

Seq=seq ( 1 , n1 )

Datos=cbind ( Seq , PopID , GeneratedData )

rand<−sample (nrow( Datos ) )

D e s o r d e n a d o s=Datos [ rand , ]

return ( D e s o r d e n a d o s ) }

l i b r a r y (MASS) #For c o m p u t i n g t h e l i k e l i h o o d and f i t t i n g t h e d i s t r i b u t i o n

l i b r a r y ( g e n a l g ) #f o r t h e e v a l u a t i o n u s i n g GA

l i b r a r y ( m i x t o o l s ) #For t h e e v a l u a t i o n u s i n g EM

l i b r a r y ( m c l u s t ) #For t h e c l u s t e r i n g o f t h e d a t a

B.2 Algorithm for number of populations unknown 91

R e s u l t s C a s o 1=array (NA, dim=c (max( P a r a m e t e r s [ , 2 ] ) , 3 , max expnumber ) ) a=Sys . time ( )

f o r ( expnumber i n 1 :max expnumber ) {

n1=P a r a m e t e r s [ expnumber , 1 ]

i t e r =P a r a m e t e r s [ expnumber , 2 ]

f o r (m i n 1 : i t e r ) { ##p o n e r i t e r

s e t . s e e d=1+m

d a t o s<<−GenerateData ( n1 , D a t a S e t t i n g s [ , , expnumber ] )

R e s u l t s C a s o 1 [m, 1 , expnumber ]=k

k em c a l c u l a t e d=N c l u s t ( d a t o s [ , 3 ] , k+3)

R e s u l t s C a s o 1 [m, 2 , expnumber ]=k em c a l c u l a t e d $ n c l u s t

G A l r e s u l t s = r b g a ( s t r i n g M i n=c ( rep ( 1 , n1 ) ) , s t r i n g M a x=c ( rep ( k+3 , n1 ) ) , s u g g e s t i o n s=NULL,

p o p S i z e =200 , i t e r s =100 , mutationChance = 0 . 0 5 , e l i t i s m=NA,

e v a l F u n c=GAestimationk unknown , s h o w S e t t i n g s=FALSE, v e r b o s e=FALSE)

GAl . r e s u l t s<−summary( G A l r e s u l t s , e c h o=TRUE)

s e p a r a r<−s t r s p l i t ( GAl . r e s u l t s , ” B e s t S o l u t i o n : ” )

s e p a r a r 2<−u n l i s t ( s t r s p l i t ( s e p a r a r [ [ 1 ] ] [ 2 ] , ” ” ) )

mejor . cromosoma<−round ( as . numeric ( s e p a r a r 2 [− length ( s e p a r a r 2 ) ] ) )

c u e n t a cromosoma=rep (NA,max( mejor . cromosoma ) )

f o r ( h i n 1 :max( mejor . cromosoma ) ) { c u e n t a cromosoma [ h]=

sum( mejor . cromosoma==h ) }

R e s u l t s C a s o 1 [m, 3 , expnumber ]= length ( c u e n t a cromosoma [ c u e n t a cromosoma > 3 ] )

print ( paste ( ” i t e r a c i o n ” ,m, ” d e l e x p e r i m e n t o ” , expnumber ) )

}

}

b=Sys . time ( ) print ( b−a )

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